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

Performance

RYAIX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) 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, RYAIX achieves a -15.23% return, which is significantly lower than BRK-B's -1.15% return. Over the past 10 years, RYAIX has underperformed BRK-B with an annualized return of -18.95%, while BRK-B has yielded a comparatively higher 13.03% annualized return.


RYAIX

1D
-1.60%
1M
-0.41%
6M
-13.62%
YTD
-15.23%
1Y
-21.86%
3Y*
-17.78%
5Y*
-12.99%
10Y*
-18.95%

BRK-B

1D
0.64%
1M
1.55%
6M
-0.36%
YTD
-1.15%
1Y
4.41%
3Y*
13.36%
5Y*
12.29%
10Y*
13.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYAIX vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYAIX
Rydex Inverse NASDAQ-100 Strategy Fund
-15.23%-15.63%-15.64%-31.71%35.92%-24.88%-40.98%-27.65%-2.63%-24.47%
BRK-B
Berkshire Hathaway Inc.
-1.15%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 0.09, 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

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.15

Correlation (5Y)
Calculated over the trailing 5-year period

-0.34

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 0.09 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RYAIX vs. BRK-B — Risk / Return Rank

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

RYAIX
RYAIX Risk / Return Rank: 00
Overall Rank
RYAIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
RYAIX Sortino Ratio Rank: 00
Sortino Ratio Rank
RYAIX Omega Ratio Rank: 00
Omega Ratio Rank
RYAIX Calmar Ratio Rank: 00
Calmar Ratio Rank
RYAIX Martin Ratio Rank: 00
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 5353
Overall Rank
BRK-B Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4747
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4747
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5757
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5757
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.

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.


RYAIXBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

0.82

1.06

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.85

0.47

-1.32

Martin ratioReturn relative to average drawdown

-1.79

0.99

-2.78

RYAIX vs. BRK-B - Sharpe Ratio Comparison

The current RYAIX Sharpe Ratio is -1.16, which is lower than the BRK-B Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of RYAIX 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

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


RYAIXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-98.93%

-53.86%

-45.07%

Max Drawdown (1Y)

Largest decline over 1 year

-25.47%

-9.42%

-16.05%

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

-88.00%

-29.57%

-58.43%

Current Drawdown

Current decline from peak

-98.90%

-7.96%

-90.94%

Average Drawdown

Average peak-to-trough decline

-73.38%

-11.06%

-62.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.03%

4.45%

+7.58%

Volatility

RYAIX vs. BRK-B - Volatility Comparison

Rydex Inverse NASDAQ-100 Strategy Fund (RYAIX) has a higher volatility of 8.59% compared to Berkshire Hathaway Inc. (BRK-B) at 4.39%. 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


RYAIXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.59%

4.39%

+4.20%

Volatility (6M)

Calculated over the trailing 6-month period

15.27%

10.97%

+4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

14.54%

+4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.22%

17.11%

+6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.78%

19.40%

+3.38%

Dividends

RYAIX vs. BRK-B - Dividend Comparison

RYAIX's dividend yield for the trailing twelve months is around 2.63%, while BRK-B has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
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
2.63%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 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RYAIX has higher volatility (8.59%) compared to BRK-B (4.39%). In terms of maximum drawdown, RYAIX dropped -98.93% vs BRK-B's -53.86%.

BRK-B currently has the higher Sharpe Ratio (0.31 vs -1.16), 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

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