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AVGO vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AVGO and AAPL is 0.49, 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.


-0.50.00.51.00.5

Performance

AVGO vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Broadcom Inc. (AVGO) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
52.53%
23.78%
AVGO
AAPL

Key characteristics

Sharpe Ratio

AVGO:

2.17

AAPL:

1.51

Sortino Ratio

AVGO:

3.02

AAPL:

2.18

Omega Ratio

AVGO:

1.38

AAPL:

1.28

Calmar Ratio

AVGO:

4.61

AAPL:

2.05

Martin Ratio

AVGO:

13.38

AAPL:

5.34

Ulcer Index

AVGO:

8.71%

AAPL:

6.37%

Daily Std Dev

AVGO:

53.75%

AAPL:

22.59%

Max Drawdown

AVGO:

-48.30%

AAPL:

-81.80%

Current Drawdown

AVGO:

-3.87%

AAPL:

0.00%

Fundamentals

Market Cap

AVGO:

$1.12T

AAPL:

$3.83T

EPS

AVGO:

$1.30

AAPL:

$6.08

PE Ratio

AVGO:

184.79

AAPL:

41.69

PEG Ratio

AVGO:

0.72

AAPL:

2.62

Total Revenue (TTM)

AVGO:

$51.57B

AAPL:

$391.04B

Gross Profit (TTM)

AVGO:

$31.04B

AAPL:

$180.68B

EBITDA (TTM)

AVGO:

$21.22B

AAPL:

$134.66B

Returns By Period

In the year-to-date period, AVGO achieves a 117.61% return, which is significantly higher than AAPL's 34.77% return. Over the past 10 years, AVGO has outperformed AAPL with an annualized return of 40.99%, while AAPL has yielded a comparatively lower 26.16% annualized return.


AVGO

YTD

117.61%

1M

46.33%

6M

52.53%

1Y

116.50%

5Y*

54.23%

10Y*

40.99%

AAPL

YTD

34.77%

1M

12.32%

6M

23.78%

1Y

34.02%

5Y*

29.81%

10Y*

26.16%

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Risk-Adjusted Performance

AVGO vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and Apple Inc (AAPL). 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.


Sharpe ratio
The chart of Sharpe ratio for AVGO, currently valued at 2.17, compared to the broader market-4.00-2.000.002.002.171.51
The chart of Sortino ratio for AVGO, currently valued at 3.02, compared to the broader market-4.00-2.000.002.004.003.022.18
The chart of Omega ratio for AVGO, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.28
The chart of Calmar ratio for AVGO, currently valued at 4.61, compared to the broader market0.002.004.006.004.612.05
The chart of Martin ratio for AVGO, currently valued at 13.38, compared to the broader market0.0010.0020.0013.385.34
AVGO
AAPL

The current AVGO Sharpe Ratio is 2.17, which is higher than the AAPL Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of AVGO and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.17
1.51
AVGO
AAPL

Dividends

AVGO vs. AAPL - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 0.91%, more than AAPL's 0.38% yield.


TTM20232022202120202019201820172016201520142013
AVGO
Broadcom Inc.
0.91%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
AAPL
Apple Inc
0.38%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

AVGO vs. AAPL - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for AVGO and AAPL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.87%
0
AVGO
AAPL

Volatility

AVGO vs. AAPL - Volatility Comparison

Broadcom Inc. (AVGO) has a higher volatility of 27.94% compared to Apple Inc (AAPL) at 4.02%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
27.94%
4.02%
AVGO
AAPL

Financials

AVGO vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Broadcom Inc. and Apple 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 USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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