PortfoliosLab logoPortfoliosLab logo
AP2.DE vs. 1YD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AP2.DE vs. 1YD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Applied Materials Inc (AP2.DE) and Broadcom Inc (1YD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AP2.DE achieves a 91.32% return, which is significantly higher than 1YD.DE's 19.60% return. Over the past 10 years, AP2.DE has underperformed 1YD.DE with an annualized return of 36.36%, while 1YD.DE has yielded a comparatively higher 39.76% annualized return.


AP2.DE

1D
-0.64%
1M
18.05%
YTD
91.32%
6M
84.91%
1Y
200.69%
3Y*
51.80%
5Y*
31.28%
10Y*
36.36%

1YD.DE

1D
-15.49%
1M
-0.96%
YTD
19.60%
6M
7.40%
1Y
55.13%
3Y*
70.14%
5Y*
58.20%
10Y*
39.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AP2.DE vs. 1YD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AP2.DE
Applied Materials Inc
91.32%43.62%7.60%67.30%-36.93%107.75%27.25%101.20%-35.16%43.80%
1YD.DE
Broadcom Inc
19.60%31.96%126.55%100.20%-10.78%74.73%28.39%30.62%0.10%25.52%

Correlation

The correlation between AP2.DE and 1YD.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.58

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

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2010

0.42

The correlation between AP2.DE and 1YD.DE shifts across timeframes, from 0.42 (all time) to 0.61 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AP2.DE vs. 1YD.DE — Risk / Return Rank

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

AP2.DE
AP2.DE Risk / Return Rank: 9797
Overall Rank
AP2.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AP2.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
AP2.DE Omega Ratio Rank: 9595
Omega Ratio Rank
AP2.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
AP2.DE Martin Ratio Rank: 9797
Martin Ratio Rank

1YD.DE
1YD.DE Risk / Return Rank: 7575
Overall Rank
1YD.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
1YD.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
1YD.DE Omega Ratio Rank: 7272
Omega Ratio Rank
1YD.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
1YD.DE Martin Ratio Rank: 7777
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.

AP2.DE vs. 1YD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Materials Inc (AP2.DE) and Broadcom Inc (1YD.DE). 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.


AP2.DE1YD.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.31

Sortino ratioReturn per unit of downside risk

+2.57

Omega ratioGain probability vs. loss probability

1.60

1.24

+0.36

Calmar ratioReturn relative to maximum drawdown

9.08

2.29

+6.79

Martin ratioReturn relative to average drawdown

28.17

5.21

+22.96

AP2.DE vs. 1YD.DE - Sharpe Ratio Comparison

The current AP2.DE Sharpe Ratio is 4.58, which is higher than the 1YD.DE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of AP2.DE and 1YD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


AP2.DE1YD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.58

1.27

+3.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

1.42

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

1.12

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

1.33

-0.99

Drawdowns

AP2.DE vs. 1YD.DE - Drawdown Comparison

The maximum AP2.DE drawdown since its inception was -81.29%, which is greater than 1YD.DE's maximum drawdown of -46.15%. Use the drawdown chart below to compare losses from any high point for AP2.DE and 1YD.DE.


Loading charts...

Drawdown Indicators


AP2.DE1YD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-81.29%

-46.15%

-35.14%

Max Drawdown (1Y)

Largest decline over 1 year

-22.51%

-25.00%

+2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-49.77%

-44.23%

-5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-49.77%

-44.23%

-5.54%

Max Drawdown (10Y)

Largest decline over 10 years

-49.77%

-46.15%

-3.62%

Current Drawdown

Current decline from peak

-0.64%

-15.49%

+14.85%

Average Drawdown

Average peak-to-trough decline

-39.96%

-7.89%

-32.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.27%

10.91%

-3.64%

Volatility

AP2.DE vs. 1YD.DE - Volatility Comparison

The current volatility for Applied Materials Inc (AP2.DE) is 14.96%, while Broadcom Inc (1YD.DE) has a volatility of 21.05%. This indicates that AP2.DE experiences smaller price fluctuations and is considered to be less risky than 1YD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AP2.DE1YD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.96%

21.05%

-6.09%

Volatility (6M)

Calculated over the trailing 6-month period

34.05%

34.14%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

44.61%

44.97%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.13%

40.71%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.92%

39.79%

-0.87%

Dividends

AP2.DE vs. 1YD.DE - Dividend Comparison

AP2.DE's dividend yield for the trailing twelve months is around 0.33%, less than 1YD.DE's 0.51% yield.


PositionTTM2025202420232022202120202019201820172016
1YD.DE
Broadcom Inc
0.51%0.61%0.76%1.49%2.68%1.84%2.87%0.89%0.00%0.00%0.00%
AP2.DE
Applied Materials Inc
0.33%0.61%0.77%0.66%0.93%0.48%0.96%1.17%1.87%0.72%1.09%

Financials

AP2.DE vs. 1YD.DE - Financials Comparison

This section allows you to compare key financial metrics between Applied Materials Inc and Broadcom Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items

Frequently Asked Questions


AP2.DE and 1YD.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for AP2.DE and 1YD.DE

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

Open Portfolio Optimizer