AVGO vs. IBIT
AVGO (Broadcom Inc.) is a stock, while IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Over the past year, AVGO returned 61.91% vs -39.44% for IBIT. At a 0.27 correlation, their price movements are largely independent.
Performance
AVGO vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, AVGO achieves a 14.83% return, which is significantly higher than IBIT's -27.71% 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%
IBIT
- 1D
- 5.13%
- 1M
- -21.03%
- YTD
- -27.71%
- 6M
- -30.34%
- 1Y
- -39.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVGO vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AVGO Broadcom Inc. | 14.83% | 50.63% | 113.61% |
IBIT iShares Bitcoin Trust ETF | -27.71% | -6.41% | 99.21% |
Correlation
The correlation between AVGO and IBIT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2024 | 0.27 |
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Return for Risk
AVGO vs. IBIT — Risk / Return Rank
AVGO
IBIT
AVGO vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and iShares Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.27 | ||
| Sortino ratioReturn per unit of downside risk | +3.19 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.86 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | -0.76 | +2.93 |
| Martin ratioReturn relative to average drawdown | 5.16 | -1.36 | +6.53 |
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 | IBIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | -0.90 | +2.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.32 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.26 | +0.83 |
Drawdowns
AVGO vs. IBIT - Drawdown Comparison
The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for AVGO and IBIT.
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Drawdown Indicators
| AVGO | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.30% | -52.11% | +3.81% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -52.11% | +23.44% |
Max Drawdown (3Y)Largest decline over 3 years | -41.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.15% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.30% | — | — |
Current DrawdownCurrent decline from peak | -17.64% | -49.66% | +32.02% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -16.19% | +8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.03% | 28.97% | -16.94% |
Volatility
AVGO vs. IBIT - Volatility Comparison
Broadcom Inc. (AVGO) has a higher volatility of 20.09% compared to iShares Bitcoin Trust ETF (IBIT) at 11.85%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVGO | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.09% | 11.85% | +8.24% |
Volatility (6M)Calculated over the trailing 6-month period | 34.69% | 34.60% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.31% | 44.28% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.31% | 50.32% | -7.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.48% | 50.32% | -10.84% |
Dividends
AVGO vs. IBIT - Dividend Comparison
AVGO's dividend yield for the trailing twelve months is around 0.63%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBIT iShares Bitcoin Trust ETF | 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 IBIT have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVGO has higher volatility (20.09%) compared to IBIT (11.85%). In terms of maximum drawdown, AVGO dropped -48.30% vs IBIT's -52.11%.
AVGO currently has the higher Sharpe Ratio (1.38 vs -0.90), 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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