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

Performance

AVGO vs. BRT - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
18.43%
18.56%
AVGO
BRT

Returns By Period

In the year-to-date period, AVGO achieves a 48.45% return, which is significantly higher than BRT's 10.88% return. Over the past 10 years, AVGO has outperformed BRT with an annualized return of 37.09%, while BRT has yielded a comparatively lower 15.65% annualized return.


AVGO

YTD

48.45%

1M

-8.61%

6M

18.43%

1Y

71.26%

5Y (annualized)

43.41%

10Y (annualized)

37.09%

BRT

YTD

10.88%

1M

12.74%

6M

18.56%

1Y

19.50%

5Y (annualized)

9.14%

10Y (annualized)

15.65%

Fundamentals


AVGOBRT
Market Cap$762.47B$371.61M
EPS$1.24-$0.55
PEG Ratio1.160.00
Total Revenue (TTM)$37.52B$94.95M
Gross Profit (TTM)$21.28B$32.79M
EBITDA (TTM)$16.59B$37.34M

Key characteristics


AVGOBRT
Sharpe Ratio1.520.66
Sortino Ratio2.181.17
Omega Ratio1.281.13
Calmar Ratio2.760.57
Martin Ratio8.281.99
Ulcer Index8.41%9.92%
Daily Std Dev45.86%30.11%
Max Drawdown-48.30%-90.17%
Current Drawdown-11.84%-12.03%

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Correlation

-0.50.00.51.00.1

The correlation between AVGO and BRT is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

AVGO vs. BRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and BRT Apartments Corp. (BRT). 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 1.52, compared to the broader market-4.00-2.000.002.004.001.520.66
The chart of Sortino ratio for AVGO, currently valued at 2.18, compared to the broader market-4.00-2.000.002.004.002.181.17
The chart of Omega ratio for AVGO, currently valued at 1.27, compared to the broader market0.501.001.502.001.281.13
The chart of Calmar ratio for AVGO, currently valued at 2.76, compared to the broader market0.002.004.006.002.760.57
The chart of Martin ratio for AVGO, currently valued at 8.28, compared to the broader market-10.000.0010.0020.0030.008.281.99
AVGO
BRT

The current AVGO Sharpe Ratio is 1.52, which is higher than the BRT Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of AVGO and BRT, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.52
0.66
AVGO
BRT

Dividends

AVGO vs. BRT - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 1.28%, less than BRT's 5.07% yield.


TTM20232022202120202019201820172016201520142013
AVGO
Broadcom Inc.
1.28%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
BRT
BRT Apartments Corp.
5.07%5.38%4.99%3.75%5.79%4.95%6.99%3.05%0.00%0.00%0.00%0.00%

Drawdowns

AVGO vs. BRT - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum BRT drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for AVGO and BRT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.84%
-12.03%
AVGO
BRT

Volatility

AVGO vs. BRT - Volatility Comparison

The current volatility for Broadcom Inc. (AVGO) is 9.71%, while BRT Apartments Corp. (BRT) has a volatility of 10.61%. This indicates that AVGO experiences smaller price fluctuations and is considered to be less risky than BRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.71%
10.61%
AVGO
BRT

Financials

AVGO vs. BRT - Financials Comparison

This section allows you to compare key financial metrics between Broadcom Inc. and BRT Apartments Corp.. 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