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

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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Returns By Period

In the year-to-date period, QUSA achieves a 8.82% return, which is significantly higher than BRK-B's -2.95% return.


QUSA

1D
0.66%
1M
-0.73%
YTD
8.82%
6M
7.93%
1Y
5.16%
3Y*
5Y*
10Y*

BRK-B

1D
-1.41%
1M
0.87%
YTD
-2.95%
6M
-2.70%
1Y
0.33%
3Y*
13.44%
5Y*
11.87%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUSA vs. BRK-B - Yearly Performance Comparison


Correlation

The correlation between QUSA and BRK-B is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (All Time)
Calculated using the full available price history since May 6, 2025

0.22

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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
QUSA Risk / Return Rank: 1515
Overall Rank
QUSA Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
QUSA Sortino Ratio Rank: 1515
Sortino Ratio Rank
QUSA Omega Ratio Rank: 1515
Omega Ratio Rank
QUSA Calmar Ratio Rank: 1515
Calmar Ratio Rank
QUSA Martin Ratio Rank: 1515
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4444
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QUSABRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.09

1.02

+0.08

Calmar ratioReturn relative to maximum drawdown

0.51

0.04

+0.48

Martin ratioReturn relative to average drawdown

1.22

0.07

+1.15

QUSA vs. BRK-B - Sharpe Ratio Comparison

The current QUSA Sharpe Ratio is 0.48, which is higher than the BRK-B Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of QUSA and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-10.12%

-9.42%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-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

-1.71%

-9.63%

+7.92%

Average Drawdown

Average peak-to-trough decline

-3.70%

-11.07%

+7.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

4.51%

-0.28%

Volatility

QUSA vs. BRK-B - Volatility Comparison

VistaShares Target 15™ USA Quality Income ETF (QUSA) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 3.81% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUSABRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.80%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

10.53%

-1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

10.72%

14.40%

-3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.64%

17.10%

-6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.64%

19.39%

-8.75%

Dividends

QUSA vs. BRK-B - Dividend Comparison

QUSA's dividend yield for the trailing twelve months is around 12.59%, while BRK-B has not paid dividends to shareholders.


Frequently Asked Questions


QUSA and BRK-B have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QUSA has higher volatility (3.81%) compared to BRK-B (3.80%). In terms of maximum drawdown, QUSA dropped -10.64% vs BRK-B's -53.86%.

QUSA currently has the higher Sharpe Ratio (0.48 vs 0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for QUSA and BRK-B

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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