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AVGO vs. BITU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVGO vs. BITU - Performance Comparison

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

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Returns By Period

In the year-to-date period, AVGO achieves a 14.06% return, which is significantly higher than BITU's -51.92% return.


AVGO

1D
3.11%
1M
-7.35%
YTD
14.06%
6M
16.39%
1Y
59.68%
3Y*
67.77%
5Y*
56.37%
10Y*
41.61%

BITU

1D
9.21%
1M
-31.11%
YTD
-51.92%
6M
-50.40%
1Y
-71.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGO vs. BITU - Yearly Performance Comparison


2026 (YTD)20252024
AVGO
Broadcom Inc.
14.06%50.63%73.28%
BITU
Proshares Ultra Bitcoin ETF
-51.92%-37.07%41.85%

Correlation

The correlation between AVGO and BITU is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

0.30

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Return for Risk

AVGO vs. BITU — Risk / Return Rank

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

AVGO
AVGO Risk / Return Rank: 7676
Overall Rank
AVGO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
AVGO Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVGO Omega Ratio Rank: 7575
Omega Ratio Rank
AVGO Calmar Ratio Rank: 7777
Calmar Ratio Rank
AVGO Martin Ratio Rank: 7676
Martin Ratio Rank

BITU
BITU Risk / Return Rank: 22
Overall Rank
BITU Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BITU Sortino Ratio Rank: 22
Sortino Ratio Rank
BITU Omega Ratio Rank: 22
Omega Ratio Rank
BITU Calmar Ratio Rank: 11
Calmar Ratio Rank
BITU Martin Ratio Rank: 22
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.

AVGO vs. BITU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and Proshares Ultra Bitcoin ETF (BITU). 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.


AVGOBITUDifference
Sharpe ratioReturn per unit of total volatility

+2.13

Sortino ratioReturn per unit of downside risk

+3.22

Omega ratioGain probability vs. loss probability

1.25

0.85

+0.40

Calmar ratioReturn relative to maximum drawdown

2.09

-0.87

+2.97

Martin ratioReturn relative to average drawdown

4.85

-1.38

+6.23

AVGO vs. BITU - Sharpe Ratio Comparison

The current AVGO Sharpe Ratio is 1.32, which is higher than the BITU Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of AVGO and BITU, 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

AVGO vs. BITU - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum BITU drawdown of -82.21%. Use the drawdown chart below to compare losses from any high point for AVGO and BITU.


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Drawdown Indicators


AVGOBITUDifference

Max Drawdown

Largest peak-to-trough decline

-48.30%

-82.21%

+33.91%

Max Drawdown (1Y)

Largest decline over 1 year

-28.67%

-82.21%

+53.54%

Max Drawdown (3Y)

Largest decline over 3 years

-41.15%

Max Drawdown (5Y)

Largest decline over 5 years

-41.15%

Max Drawdown (10Y)

Largest decline over 10 years

-48.30%

Current Drawdown

Current decline from peak

-18.20%

-78.50%

+60.30%

Average Drawdown

Average peak-to-trough decline

-7.99%

-35.10%

+27.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.35%

51.85%

-39.50%

Volatility

AVGO vs. BITU - Volatility Comparison

The current volatility for Broadcom Inc. (AVGO) is 19.97%, while Proshares Ultra Bitcoin ETF (BITU) has a volatility of 25.78%. This indicates that AVGO experiences smaller price fluctuations and is considered to be less risky than BITU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVGOBITUDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.97%

25.78%

-5.81%

Volatility (6M)

Calculated over the trailing 6-month period

35.15%

70.18%

-35.03%

Volatility (1Y)

Calculated over the trailing 1-year period

45.64%

88.32%

-42.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.42%

97.56%

-54.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.54%

97.56%

-58.02%

Dividends

AVGO vs. BITU - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 0.63%, less than BITU's 81.62% yield.


PositionTTM20252024202320222021202020192018201720162015
AVGO
Broadcom Inc.
0.63%0.70%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%
BITU
Proshares Ultra Bitcoin ETF
81.62%50.23%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVGO and BITU have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITU has higher volatility (25.78%) compared to AVGO (19.97%). In terms of maximum drawdown, AVGO dropped -48.30% vs BITU's -82.21%.

AVGO currently has the higher Sharpe Ratio (1.32 vs -0.81), 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

Find the right allocation for AVGO and BITU

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

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