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AVGI.L vs. MAGD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVGI.L vs. MAGD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Broadcom (AVGO) Options ETP (AVGI.L) and IncomeShares Magnificent 7 Options ETP (MAGD.L). The values are adjusted to include any dividend payments, if applicable.

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AVGI.L vs. MAGD.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, AVGI.L achieves a -22.29% return, which is significantly lower than MAGD.L's -19.09% return.


AVGI.L

1D
2.16%
1M
-4.26%
YTD
-22.29%
6M
-28.85%
1Y
3Y*
5Y*
10Y*

MAGD.L

1D
2.11%
1M
-7.64%
YTD
-19.09%
6M
-20.80%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVGI.L vs. MAGD.L - Expense Ratio Comparison

AVGI.L has a 0.55% expense ratio, which is higher than MAGD.L's 0.45% expense ratio.


Return for Risk

AVGI.L vs. MAGD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Broadcom (AVGO) Options ETP (AVGI.L) and IncomeShares Magnificent 7 Options ETP (MAGD.L). 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.

AVGI.L vs. MAGD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AVGI.LMAGD.LDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.56

-0.66

+0.10

Correlation

The correlation between AVGI.L and MAGD.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AVGI.L vs. MAGD.L - Dividend Comparison

AVGI.L's dividend yield for the trailing twelve months is around 0.38%, more than MAGD.L's 0.25% yield.


Drawdowns

AVGI.L vs. MAGD.L - Drawdown Comparison

The maximum AVGI.L drawdown since its inception was -39.10%, which is greater than MAGD.L's maximum drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for AVGI.L and MAGD.L.


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Drawdown Indicators


AVGI.LMAGD.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.10%

-27.28%

-11.82%

Current Drawdown

Current decline from peak

-37.72%

-25.50%

-12.22%

Average Drawdown

Average peak-to-trough decline

-14.44%

-8.27%

-6.17%

Volatility

AVGI.L vs. MAGD.L - Volatility Comparison


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Volatility by Period


AVGI.LMAGD.LDifference

Volatility (1Y)

Calculated over the trailing 1-year period

39.33%

20.12%

+19.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.33%

20.12%

+19.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.33%

20.12%

+19.21%