RYAIX vs. BRK-B
RYAIX (Rydex Inverse NASDAQ-100 Strategy Fund) is Inverse Equities fund managed by Rydex Funds, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, RYAIX returned -19.45%/yr vs 13.34%/yr for BRK-B. At a correlation of -0.38, they often move in opposite directions.
Performance
RYAIX vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, RYAIX achieves a -17.13% return, which is significantly lower than BRK-B's -2.78% return. Over the past 10 years, RYAIX has underperformed BRK-B with an annualized return of -19.45%, while BRK-B has yielded a comparatively higher 13.34% annualized return.
RYAIX
- 1D
- -2.40%
- 1M
- -3.32%
- YTD
- -17.13%
- 6M
- -16.30%
- 1Y
- -27.22%
- 3Y*
- -18.23%
- 5Y*
- -14.33%
- 10Y*
- -19.45%
BRK-B
- 1D
- -0.16%
- 1M
- 0.47%
- YTD
- -2.78%
- 6M
- -2.25%
- 1Y
- 0.79%
- 3Y*
- 13.38%
- 5Y*
- 12.21%
- 10Y*
- 13.34%
RYAIX vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund | -17.13% | -15.63% | -15.64% | -31.71% | 35.92% | -24.88% | -40.98% | -27.65% | -2.63% | -24.47% |
BRK-B Berkshire Hathaway Inc. | -2.78% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between RYAIX and BRK-B is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999 | -0.38 |
The correlation between RYAIX and BRK-B shifts across timeframes, from -0.41 (10 years) to 0.04 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RYAIX vs. BRK-B — Risk / Return Rank
RYAIX
BRK-B
RYAIX vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) 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.
| RYAIX | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 1.02 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 0.08 | -1.06 |
| Martin ratioReturn relative to average drawdown | -1.98 | 0.17 | -2.16 |
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Drawdowns
RYAIX vs. BRK-B - Drawdown Comparison
The maximum RYAIX drawdown since its inception was -98.93%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for RYAIX and BRK-B.
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Drawdown Indicators
| RYAIX | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.93% | -53.86% | -45.07% |
Max Drawdown (1Y)Largest decline over 1 year | -26.80% | -9.42% | -17.38% |
Max Drawdown (3Y)Largest decline over 3 years | -50.13% | -14.95% | -35.18% |
Max Drawdown (5Y)Largest decline over 5 years | -61.15% | -26.58% | -34.57% |
Max Drawdown (10Y)Largest decline over 10 years | -89.04% | -29.57% | -59.47% |
Current DrawdownCurrent decline from peak | -98.92% | -9.47% | -89.45% |
Average DrawdownAverage peak-to-trough decline | -73.33% | -11.07% | -62.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.57% | 4.57% | +9.00% |
Volatility
RYAIX vs. BRK-B - Volatility Comparison
Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a higher volatility of 8.41% compared to Berkshire Hathaway Inc. (BRK-B) at 3.68%. This indicates that RYAIX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYAIX | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.41% | 3.68% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 10.60% | +3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.78% | 14.39% | +3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.09% | 17.10% | +5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.78% | 19.44% | +3.34% |
Dividends
RYAIX vs. BRK-B - Dividend Comparison
RYAIX's dividend yield for the trailing twelve months is around 2.69%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RYAIX Rydex Inverse NASDAQ-100 Strategy Fund | 2.69% | 2.23% | 5.67% | 4.81% | 0.00% | 0.00% | 0.09% | 0.72% |
Frequently Asked Questions
RYAIX and BRK-B have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYAIX has higher volatility (8.41%) compared to BRK-B (3.68%). In terms of maximum drawdown, RYAIX dropped -98.93% vs BRK-B's -53.86%.
BRK-B currently has the higher Sharpe Ratio (0.06 vs -1.52), 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.
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