AVGO vs. HBAR-USD
AVGO (Broadcom Inc.) is a stock, while HBAR-USD (HederaHashgraph) is a cryptocurrency. Over the past 5 years, AVGO returned 55.09%/yr vs -16.92%/yr for HBAR-USD. At a 0.19 correlation, their price movements are largely independent.
Performance
AVGO vs. HBAR-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AVGO achieves a 10.62% return, which is significantly higher than HBAR-USD's -26.14% return.
AVGO
- 1D
- -0.91%
- 1M
- -13.12%
- YTD
- 10.62%
- 6M
- 6.58%
- 1Y
- 54.87%
- 3Y*
- 67.17%
- 5Y*
- 55.09%
- 10Y*
- 40.96%
HBAR-USD
- 1D
- 0.30%
- 1M
- -17.44%
- YTD
- -26.14%
- 6M
- -36.26%
- 1Y
- -50.71%
- 3Y*
- 20.01%
- 5Y*
- -16.92%
- 10Y*
- —
AVGO vs. HBAR-USD - 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% | 11.60% |
HBAR-USD HederaHashgraph | -26.14% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -97.54% |
Correlation
The correlation between AVGO and HBAR-USD is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2019 | 0.19 |
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Return for Risk
AVGO vs. HBAR-USD — Risk / Return Rank
AVGO
HBAR-USD
AVGO vs. HBAR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and HederaHashgraph (HBAR-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.
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 | HBAR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.76 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.93 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | -0.69 | +2.46 |
| Martin ratioReturn relative to average drawdown | 4.11 | -0.98 | +5.09 |
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Drawdowns
AVGO vs. HBAR-USD - Drawdown Comparison
The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for AVGO and HBAR-USD.
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Drawdown Indicators
| AVGO | HBAR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.30% | -97.58% | +49.28% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -73.39% | +44.72% |
Max Drawdown (3Y)Largest decline over 3 years | -41.15% | -79.29% | +38.14% |
Max Drawdown (5Y)Largest decline over 5 years | -41.15% | -92.79% | +51.64% |
Max Drawdown (10Y)Largest decline over 10 years | -48.30% | — | — |
Current DrawdownCurrent decline from peak | -20.66% | -84.50% | +63.84% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -74.51% | +66.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.30% | 51.80% | -39.50% |
Volatility
AVGO vs. HBAR-USD - Volatility Comparison
Broadcom Inc. (AVGO) has a higher volatility of 20.53% compared to HederaHashgraph (HBAR-USD) at 16.33%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than HBAR-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 | HBAR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.53% | 16.33% | +4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 35.04% | 43.30% | -8.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.57% | 65.06% | -19.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.39% | 85.17% | -41.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.52% | 108.57% | -69.05% |
Frequently Asked Questions
AVGO and HBAR-USD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVGO has higher volatility (20.53%) compared to HBAR-USD (16.33%). In terms of maximum drawdown, AVGO dropped -48.30% vs HBAR-USD's -97.58%.
AVGO currently has the higher Sharpe Ratio (1.11 vs -0.65), 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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