AVGO vs. EWY
AVGO (Broadcom Inc.) is a stock, while EWY (iShares MSCI South Korea ETF) is Asia Pacific Equities fund tracking the MSCI Korea Index. Over the past 10 years, AVGO returned 40.96%/yr vs 16.84%/yr for EWY. At a 0.45 correlation, their price movements are largely independent.
Performance
AVGO vs. EWY - Performance Comparison
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Returns By Period
In the year-to-date period, AVGO achieves a 10.62% return, which is significantly lower than EWY's 103.10% return. Over the past 10 years, AVGO has outperformed EWY with an annualized return of 40.96%, while EWY has yielded a comparatively lower 16.84% annualized return.
AVGO
- 1D
- -0.91%
- 1M
- -8.33%
- YTD
- 10.62%
- 6M
- 6.58%
- 1Y
- 50.41%
- 3Y*
- 67.17%
- 5Y*
- 55.09%
- 10Y*
- 40.96%
EWY
- 1D
- -0.75%
- 1M
- 4.68%
- YTD
- 103.10%
- 6M
- 117.85%
- 1Y
- 198.25%
- 3Y*
- 46.46%
- 5Y*
- 18.80%
- 10Y*
- 16.84%
AVGO vs. EWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVGO Broadcom Inc. | 10.62% | 50.63% | 110.49% | 104.18% | -13.27% | 56.48% | 44.88% | 29.05% | 2.18% | 48.19% |
EWY iShares MSCI South Korea ETF | 103.10% | 95.33% | -20.48% | 19.05% | -26.59% | -7.58% | 39.43% | 7.97% | -20.37% | 44.97% |
Correlation
The correlation between AVGO and EWY is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2009 | 0.45 |
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Return for Risk
AVGO vs. EWY — Risk / Return Rank
AVGO
EWY
AVGO vs. EWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and iShares MSCI South Korea ETF (EWY). 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.
| AVGO | EWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.59 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 8.65 | -6.88 |
| Martin ratioReturn relative to average drawdown | 4.11 | 30.24 | -26.12 |
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Drawdowns
AVGO vs. EWY - Drawdown Comparison
The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for AVGO and EWY.
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Drawdown Indicators
| AVGO | EWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.30% | -74.14% | +25.84% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -23.08% | -5.59% |
Max Drawdown (3Y)Largest decline over 3 years | -41.15% | -27.36% | -13.79% |
Max Drawdown (5Y)Largest decline over 5 years | -41.15% | -48.55% | +7.40% |
Max Drawdown (10Y)Largest decline over 10 years | -48.30% | -49.73% | +1.43% |
Current DrawdownCurrent decline from peak | -20.66% | -8.88% | -11.78% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -20.11% | +12.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.30% | 6.59% | +5.71% |
Volatility
AVGO vs. EWY - Volatility Comparison
The current volatility for Broadcom Inc. (AVGO) is 20.53%, while iShares MSCI South Korea ETF (EWY) has a volatility of 25.64%. This indicates that AVGO experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVGO | EWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.53% | 25.64% | -5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 35.04% | 42.65% | -7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.57% | 46.51% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.39% | 30.15% | +13.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.52% | 28.06% | +11.46% |
Dividends
AVGO vs. EWY - Dividend Comparison
AVGO's dividend yield for the trailing twelve months is around 0.65%, less than EWY's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVGO Broadcom Inc. | 0.65% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
EWY iShares MSCI South Korea ETF | 1.03% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
Frequently Asked Questions
AVGO and EWY have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWY has higher volatility (25.64%) compared to AVGO (20.53%). In terms of maximum drawdown, AVGO dropped -48.30% vs EWY's -74.14%.
EWY currently has the higher Sharpe Ratio (4.29 vs 1.11), 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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