PortfoliosLab logoPortfoliosLab logo
AVGO vs. BNB-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

AVGO vs. BNB-USD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, AVGO achieves a 10.62% return, which is significantly higher than BNB-USD's -29.49% return.


AVGO

1D
-0.91%
1M
-13.12%
YTD
10.62%
6M
6.58%
1Y
54.87%
3Y*
67.17%
5Y*
55.09%
10Y*
40.96%

BNB-USD

1D
0.91%
1M
-10.19%
YTD
-29.49%
6M
-32.13%
1Y
-7.11%
3Y*
36.86%
5Y*
10.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGO vs. BNB-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVGO
Broadcom Inc.
10.62%50.63%110.49%104.18%-13.27%56.48%44.88%29.05%2.18%-5.06%
BNB-USD
BNB
-29.49%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%320.60%

Correlation

The correlation between AVGO and BNB-USD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.17

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

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.14

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

AVGO vs. BNB-USD — Risk / Return Rank

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

AVGO
AVGO Risk / Return Rank: 7474
Overall Rank
AVGO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AVGO Sortino Ratio Rank: 7171
Sortino Ratio Rank
AVGO Omega Ratio Rank: 7272
Omega Ratio Rank
AVGO Calmar Ratio Rank: 7474
Calmar Ratio Rank
AVGO Martin Ratio Rank: 7474
Martin Ratio Rank

BNB-USD
BNB-USD Risk / Return Rank: 8484
Overall Rank
BNB-USD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8282
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8787
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8787
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. BNB-USD - Risk-Adjusted Trends Comparison

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


AVGOBNB-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.22

1.02

+0.20

Calmar ratioReturn relative to maximum drawdown

1.77

-0.13

+1.89

Martin ratioReturn relative to average drawdown

4.11

-0.20

+4.31

AVGO vs. BNB-USD - Sharpe Ratio Comparison

The current AVGO Sharpe Ratio is 1.11, which is higher than the BNB-USD Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of AVGO and BNB-USD, 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...

Drawdowns

AVGO vs. BNB-USD - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum BNB-USD drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for AVGO and BNB-USD.


Loading charts...

Drawdown Indicators


AVGOBNB-USDDifference

Max Drawdown

Largest peak-to-trough decline

-48.30%

-79.74%

+31.44%

Max Drawdown (1Y)

Largest decline over 1 year

-28.67%

-56.24%

+27.57%

Max Drawdown (3Y)

Largest decline over 3 years

-41.15%

-56.24%

+15.09%

Max Drawdown (5Y)

Largest decline over 5 years

-41.15%

-69.89%

+28.74%

Max Drawdown (10Y)

Largest decline over 10 years

-48.30%

Current Drawdown

Current decline from peak

-20.66%

-53.42%

+32.76%

Average Drawdown

Average peak-to-trough decline

-7.98%

-38.71%

+30.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.30%

42.27%

-29.97%

Volatility

AVGO vs. BNB-USD - Volatility Comparison

Broadcom Inc. (AVGO) has a higher volatility of 20.53% compared to BNB (BNB-USD) at 17.28%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AVGOBNB-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.53%

17.28%

+3.25%

Volatility (6M)

Calculated over the trailing 6-month period

35.04%

34.73%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

45.57%

44.38%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.39%

50.42%

-7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.52%

80.06%

-40.54%

Frequently Asked Questions


AVGO and BNB-USD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVGO has higher volatility (20.53%) compared to BNB-USD (17.28%). In terms of maximum drawdown, AVGO dropped -48.30% vs BNB-USD's -79.74%.

AVGO currently has the higher Sharpe Ratio (1.11 vs -0.13), 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 BNB-USD

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