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AVGO vs. EGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AVGO vs. EGLN.L

Last updated Jun 9, 2026

AVGO (Broadcom Inc.) is a stock, while EGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, AVGO returned 41.32%/yr vs 11.49%/yr for EGLN.L. At a 0.04 correlation, their price movements are largely independent.

Performance

AVGO vs. EGLN.L - Performance Comparison

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

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Different Trading Currencies

AVGO is traded in USD, while EGLN.L is traded in EUR. To make them comparable, the EGLN.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVGO achieves a 14.83% return, which is significantly higher than EGLN.L's 0.45% return. Over the past 10 years, AVGO has outperformed EGLN.L with an annualized return of 41.32%, while EGLN.L has yielded a comparatively lower 11.49% annualized return.

AVGO

1D
2.82%
1M
-7.77%
YTD
14.83%
6M
-0.72%
1Y
61.91%
3Y*
72.46%
5Y*
56.70%
10Y*
41.32%

EGLN.L

1D
-0.22%
1M
-8.17%
YTD
0.45%
6M
3.04%
1Y
29.80%
3Y*
30.05%
5Y*
17.89%
10Y*
11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGO vs. EGLN.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AVGO
Broadcom Inc.		14.83%50.63%110.49%104.18%-13.27%56.48%44.88%29.05%2.18%48.19%
EGLN.L
iShares Physical Gold ETC		0.45%65.63%26.01%12.82%-0.37%-3.23%23.75%18.25%-1.44%13.61%

Correlation

The correlation between AVGO and EGLN.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.06

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

0.06

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

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.04

Compare stocks, funds, or ETFs

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Broadcom Inc.

iShares Physical Gold ETC

Often compared with AVGO:
AVGO vs. NVDAAVGO vs. MRVLAVGO vs. QCOMAVGO vs. VOOAVGO vs. ^GSPCAVGO vs. AAPLAVGO vs. SCHD
Often compared with EGLN.L:
EGLN.L vs. 4GLD.DEEGLN.L vs. XAUUSD=XEGLN.L vs. SPGP.LEGLN.L vs. GDXEGLN.L vs. VWRD.LEGLN.L vs. SGLN.LEGLN.L vs. IQQ0.DE

Return for Risk

AVGO vs. EGLN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AVGO
AVGO Risk / Return Rank: 7777
Overall Rank
AVGO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
AVGO Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVGO Omega Ratio Rank: 7676
Omega Ratio Rank
AVGO Calmar Ratio Rank: 7777
Calmar Ratio Rank
AVGO Martin Ratio Rank: 7777
Martin Ratio Rank
EGLN.L
EGLN.L Risk / Return Rank: 3636
Overall Rank
EGLN.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 4242
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 3131
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. EGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and iShares Physical Gold ETC (EGLN.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.

AVGOEGLN.LDifference
Sharpe ratioReturn per unit of total volatility
1.38
1.21

+0.16

Sortino ratioReturn per unit of downside risk
1.95
1.64

+0.32

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratioReturn relative to maximum drawdown

2.17

1.62

+0.56

Martin ratioReturn relative to average drawdown

5.16

4.27

+0.89

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVGO vs. EGLN.L - Sharpe Ratio Comparison

The current AVGO Sharpe Ratio is 1.38, which is comparable to the EGLN.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of AVGO and EGLN.L, 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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Sharpe Ratios by Period

AVGOEGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.21

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

0.98

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

0.67

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.24

+0.85

Drawdowns

AVGO vs. EGLN.L - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum EGLN.L drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for AVGO and EGLN.L.

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Drawdown Indicators

AVGOEGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.30%

-59.11%

+10.81%

Max Drawdown (1Y)

Largest decline over 1 year

-28.67%

-18.36%

-10.31%

Max Drawdown (3Y)

Largest decline over 3 years

-41.15%

-18.36%

-22.79%

Max Drawdown (5Y)

Largest decline over 5 years

-41.15%

-21.26%

-19.89%

Max Drawdown (10Y)

Largest decline over 10 years

-48.30%

-26.49%

-21.81%

Current Drawdown

Current decline from peak

-17.64%

-18.36%

+0.72%

Average Drawdown

Average peak-to-trough decline

-7.97%

-33.86%

+25.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.03%

6.96%

+5.07%

Volatility

AVGO vs. EGLN.L - Volatility Comparison

Broadcom Inc. (AVGO) has a higher volatility of 20.09% compared to iShares Physical Gold ETC (EGLN.L) at 5.88%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AVGOEGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.09%

5.88%

+14.21%

Volatility (6M)

Calculated over the trailing 6-month period

34.69%

21.15%

+13.54%

Volatility (1Y)

Calculated over the trailing 1-year period

45.31%

24.47%

+20.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.31%

18.32%

+24.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.48%

17.05%

+22.43%

Dividends

AVGO vs. EGLN.L - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 0.63%, while EGLN.L has not paid dividends to shareholders.

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%
EGLN.L
iShares Physical Gold ETC		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

AVGO and EGLN.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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