AVGO vs. FUTU

Last updated Jun 13, 2026

AVGO (Broadcom Inc.) and FUTU (Futu Holdings Limited) are both stocks. AVGO operates in Semiconductors (Technology), while FUTU operates in Capital Markets (Financial Services). Over the past 5 years, AVGO returned 55.09%/yr vs -6.95%/yr for FUTU. At a 0.28 correlation, their price movements are largely independent.

Performance

AVGO vs. FUTU - Performance Comparison

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

Returns By Period

In the year-to-date period, AVGO achieves a 10.62% return, which is significantly higher than FUTU's -39.65% 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%

FUTU

• 1D: 2.10%
• 1M: -31.67%
• YTD: -39.65%
• 6M: -42.20%
• 1Y: -13.16%
• 3Y*: 34.68%
• 5Y*: -6.95%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGO vs. FUTU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
AVGO Broadcom Inc.	10.62%	50.63%	110.49%	104.18%	-13.27%	56.48%	44.88%	23.59%
FUTU Futu Holdings Limited	-39.65%	105.29%	49.87%	34.39%	-6.12%	-5.36%	343.31%	-30.08%

Correlation

The correlation between AVGO and FUTU is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019	0.28

Fundamentals

Market Cap AVGO : $1.86T FUTU : $13.82B
EPS AVGO : $6.01 FUTU : HK$71.05
PE Ratio AVGO : 63.58 FUTU : 10.76
PEG Ratio AVGO : 0.79 FUTU : 0.22
PS Ratio AVGO : 24.70 FUTU : 4.50
PB Ratio AVGO : 21.24 FUTU : 2.63
Total Revenue (TTM) AVGO : $75.47B FUTU : HK$24.01B
Gross Profit (TTM) AVGO : $50.53B FUTU : HK$21.07B
EBITDA (TTM) AVGO : $41.76B FUTU : HK$14.81B

Return for Risk

AVGO vs. FUTU — Risk / Return Rank

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

AVGO

AVGO Risk / Return Rank: 74
AVGO Sharpe Ratio Rank: 76
AVGO Sortino Ratio Rank: 71
AVGO Omega Ratio Rank: 72
AVGO Calmar Ratio Rank: 74
AVGO Martin Ratio Rank: 74

FUTU

FUTU Risk / Return Rank: 34
FUTU Sharpe Ratio Rank: 34
FUTU Sortino Ratio Rank: 35
FUTU Omega Ratio Rank: 35
FUTU Calmar Ratio Rank: 35
FUTU Martin Ratio Rank: 31

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. FUTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and Futu Holdings Limited (FUTU). 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	FUTU	Difference
Sharpe ratio: Return per unit of total volatility	1.11	-0.21	+1.32
Sortino ratio: Return per unit of downside risk	1.69	0.14	+1.55
Omega ratio: Gain probability vs. loss probability	1.22	1.02	+0.20
Calmar ratio: Return relative to maximum drawdown	1.77	-0.24	+2.01
Martin ratio: Return relative to average drawdown	4.11	-0.64	+4.75

AVGO vs. FUTU - Sharpe Ratio Comparison

The current AVGO Sharpe Ratio is 1.11, which is higher than the FUTU Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of AVGO and FUTU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVGO vs. FUTU - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum FUTU drawdown of -87.23%. Use the drawdown chart below to compare losses from any high point for AVGO and FUTU.

Drawdown Indicators

	AVGO	FUTU	Difference
Max Drawdown Largest peak-to-trough decline	-48.30%	-87.23%	+38.93%
Max Drawdown (1Y) Largest decline over 1 year	-28.67%	-54.18%	+25.51%
Max Drawdown (3Y) Largest decline over 3 years	-41.15%	-54.18%	+13.03%
Max Drawdown (5Y) Largest decline over 5 years	-41.15%	-86.42%	+45.27%
Max Drawdown (10Y) Largest decline over 10 years	-48.30%	—	—
Current Drawdown Current decline from peak	-20.66%	-50.21%	+29.55%
Average Drawdown Average peak-to-trough decline	-7.98%	-47.53%	+39.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.30%	20.61%	-8.31%

Volatility

AVGO vs. FUTU - Volatility Comparison

The current volatility for Broadcom Inc. (AVGO) is 20.53%, while Futu Holdings Limited (FUTU) has a volatility of 39.14%. This indicates that AVGO experiences smaller price fluctuations and is considered to be less risky than FUTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVGO	FUTU	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.53%	39.14%	-18.61%
Volatility (6M) Calculated over the trailing 6-month period	35.04%	51.00%	-15.96%
Volatility (1Y) Calculated over the trailing 1-year period	45.57%	63.08%	-17.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.39%	72.75%	-29.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.52%	75.16%	-35.64%

Dividends

AVGO vs. FUTU - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 0.65%, less than FUTU's 2.67% 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%
FUTU Futu Holdings Limited	2.67%	0.00%	2.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

AVGO vs. FUTU - Profitability Comparison

The chart below illustrates the profitability comparison between Broadcom Inc. and Futu Holdings Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

AVGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported a gross profit of 14.92B and revenue of 22.19B. Therefore, the gross margin over that period was 67.2%.

FUTU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Futu Holdings Limited reported a gross profit of 5.11B and revenue of 5.86B. Therefore, the gross margin over that period was 87.2%.

AVGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported an operating income of 10.87B and revenue of 22.19B, resulting in an operating margin of 49.0%.

FUTU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Futu Holdings Limited reported an operating income of 3.53B and revenue of 5.86B, resulting in an operating margin of 60.3%.

AVGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported a net income of 9.31B and revenue of 22.19B, resulting in a net margin of 42.0%.

FUTU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Futu Holdings Limited reported a net income of 850.55M and revenue of 5.86B, resulting in a net margin of 14.5%.

Frequently Asked Questions

Can I hold both AVGO and FUTU in my portfolio?

AVGO and FUTU have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVGO or FUTU?

FUTU has higher volatility (39.14%) compared to AVGO (20.53%). In terms of maximum drawdown, AVGO dropped -48.30% vs FUTU's -87.23%.

Which has better risk-adjusted returns?

AVGO currently has the higher Sharpe Ratio (1.11 vs -0.21), 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.