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QUSA vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QUSA vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Target 15™ USA Quality Income ETF (QUSA) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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QUSA vs. BRK-B - Yearly Performance Comparison


2026 (YTD)2025
QUSA
VistaShares Target 15™ USA Quality Income ETF
-0.71%-3.15%
BRK-B
Berkshire Hathaway Inc.
-4.80%-1.89%

Returns By Period

In the year-to-date period, QUSA achieves a -0.71% return, which is significantly higher than BRK-B's -4.80% return.


QUSA

1D
0.80%
1M
-3.49%
YTD
-0.71%
6M
-4.26%
1Y
3Y*
5Y*
10Y*

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

QUSA vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QUSA

BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QUSA vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15™ USA Quality Income ETF (QUSA) and Berkshire Hathaway Inc. (BRK-B). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QUSA vs. BRK-B - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QUSABRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

0.48

-0.89

Correlation

The correlation between QUSA and BRK-B is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QUSA vs. BRK-B - Dividend Comparison

QUSA's dividend yield for the trailing twelve months is around 10.79%, while BRK-B has not paid dividends to shareholders.


Drawdowns

QUSA vs. BRK-B - Drawdown Comparison

The maximum QUSA drawdown since its inception was -10.64%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for QUSA and BRK-B.


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Drawdown Indicators


QUSABRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-10.64%

-53.86%

+43.22%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-7.46%

-11.36%

+3.90%

Average Drawdown

Average peak-to-trough decline

-4.24%

-11.07%

+6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.72%

Volatility

QUSA vs. BRK-B - Volatility Comparison


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Volatility by Period


QUSABRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

Volatility (1Y)

Calculated over the trailing 1-year period

10.32%

18.30%

-7.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.32%

17.20%

-6.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.32%

19.45%

-9.13%