AVGO vs. ETH-USD
AVGO (Broadcom Inc.) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, AVGO returned 40.58%/yr vs 59.97%/yr for ETH-USD. At a 0.14 correlation, their price movements are largely independent.
Performance
AVGO vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AVGO achieves a 11.68% return, which is significantly higher than ETH-USD's -46.29% return. Over the past 10 years, AVGO has underperformed ETH-USD with an annualized return of 40.58%, while ETH-USD has yielded a comparatively higher 59.97% annualized return.
AVGO
- 1D
- -7.92%
- 1M
- -9.33%
- YTD
- 11.68%
- 6M
- -0.76%
- 1Y
- 49.60%
- 3Y*
- 71.92%
- 5Y*
- 55.10%
- 10Y*
- 40.58%
ETH-USD
- 1D
- -9.90%
- 1M
- -32.21%
- YTD
- -46.29%
- 6M
- -47.28%
- 1Y
- -34.03%
- 3Y*
- -5.45%
- 5Y*
- -10.08%
- 10Y*
- 59.97%
AVGO vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVGO Broadcom Inc. | 11.68% | 50.63% | 110.49% | 104.18% | -13.27% | 56.48% | 44.88% | 29.05% | 2.18% | 48.19% |
ETH-USD Ethereum | -46.29% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between AVGO and ETH-USD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.14 |
The correlation between AVGO and ETH-USD shifts across timeframes, from 0.14 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AVGO vs. ETH-USD — Risk / Return Rank
AVGO
ETH-USD
AVGO vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and Ethereum (ETH-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.
| AVGO | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.60 | ||
| Sortino ratioReturn per unit of downside risk | +2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.96 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | -0.51 | +2.25 |
| Martin ratioReturn relative to average drawdown | 4.15 | -0.89 | +5.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AVGO | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | -0.50 | +1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.28 | -0.14 | +1.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.64 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.74 | +0.34 |
Drawdowns
AVGO vs. ETH-USD - Drawdown Comparison
The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for AVGO and ETH-USD.
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Drawdown Indicators
| AVGO | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.30% | -94.01% | +45.71% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -67.02% | +38.35% |
Max Drawdown (3Y)Largest decline over 3 years | -41.15% | -67.02% | +25.87% |
Max Drawdown (5Y)Largest decline over 5 years | -41.15% | -79.35% | +38.20% |
Max Drawdown (10Y)Largest decline over 10 years | -48.30% | -94.01% | +45.71% |
Current DrawdownCurrent decline from peak | -19.90% | -67.02% | +47.12% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -50.88% | +42.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.00% | 44.01% | -32.01% |
Volatility
AVGO vs. ETH-USD - Volatility Comparison
Broadcom Inc. (AVGO) has a higher volatility of 20.03% compared to Ethereum (ETH-USD) at 14.30%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVGO | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.03% | 14.30% | +5.73% |
Volatility (6M)Calculated over the trailing 6-month period | 34.58% | 46.06% | -11.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.45% | 56.49% | -11.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.29% | 59.61% | -16.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.46% | 78.01% | -38.55% |
Frequently Asked Questions
AVGO and ETH-USD have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVGO has higher volatility (20.03%) compared to ETH-USD (14.30%). In terms of maximum drawdown, AVGO dropped -48.30% vs ETH-USD's -94.01%.
AVGO currently has the higher Sharpe Ratio (1.10 vs -0.50), 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.
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