AVGO vs. IBKR
AVGO (Broadcom Inc.) and IBKR (Interactive Brokers Group, Inc.) are both stocks. AVGO operates in Semiconductors (Technology), while IBKR operates in Capital Markets (Financial Services). Over the past 10 years, AVGO returned 41.32%/yr vs 25.35%/yr for IBKR. At a 0.35 correlation, their price movements are largely independent.
Performance
AVGO vs. IBKR - Performance Comparison
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Returns By Period
In the year-to-date period, AVGO achieves a 14.83% return, which is significantly lower than IBKR's 36.11% return. Over the past 10 years, AVGO has outperformed IBKR with an annualized return of 41.32%, while IBKR has yielded a comparatively lower 25.35% annualized 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%
IBKR
- 1D
- 3.50%
- 1M
- 3.57%
- YTD
- 36.11%
- 6M
- 33.01%
- 1Y
- 65.70%
- 3Y*
- 64.47%
- 5Y*
- 40.65%
- 10Y*
- 25.35%
AVGO vs. IBKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVGO Broadcom Inc. | 14.83% | 50.63% | 110.49% | 104.18% | -13.27% | 56.48% | 44.88% | 29.05% | 2.18% | 48.19% |
IBKR Interactive Brokers Group, Inc. | 36.11% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -14.01% | -7.13% | 63.75% |
Correlation
The correlation between AVGO and IBKR is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2009 | 0.35 |
Fundamentals
AVGO:
$1.93T
IBKR:
$39.17B
AVGO:
$6.01
IBKR:
$3.76
AVGO:
65.99
IBKR:
23.26
AVGO:
0.82
IBKR:
0.80
AVGO:
25.64
IBKR:
4.49
AVGO:
22.05
IBKR:
1.84
AVGO:
$75.47B
IBKR:
$8.69B
AVGO:
$50.53B
IBKR:
$7.75B
AVGO:
$41.76B
IBKR:
$7.07B
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Return for Risk
AVGO vs. IBKR — Risk / Return Rank
AVGO
IBKR
AVGO vs. IBKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and Interactive Brokers Group, Inc. (IBKR). 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 | IBKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 3.53 | -1.36 |
| Martin ratioReturn relative to average drawdown | 5.16 | 8.98 | -3.81 |
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 | IBKR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.76 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.32 | 1.19 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.05 | 0.76 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.44 | +0.65 |
Drawdowns
AVGO vs. IBKR - Drawdown Comparison
The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum IBKR drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for AVGO and IBKR.
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Drawdown Indicators
| AVGO | IBKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.30% | -63.66% | +15.36% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -18.70% | -9.97% |
Max Drawdown (3Y)Largest decline over 3 years | -41.15% | -38.66% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -41.15% | -38.66% | -2.49% |
Max Drawdown (10Y)Largest decline over 10 years | -48.30% | -55.09% | +6.79% |
Current DrawdownCurrent decline from peak | -17.64% | -1.54% | -16.10% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -24.73% | +16.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.03% | 7.36% | +4.67% |
Volatility
AVGO vs. IBKR - Volatility Comparison
Broadcom Inc. (AVGO) has a higher volatility of 20.09% compared to Interactive Brokers Group, Inc. (IBKR) at 10.34%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than IBKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVGO | IBKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.09% | 10.34% | +9.75% |
Volatility (6M)Calculated over the trailing 6-month period | 34.69% | 27.65% | +7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.31% | 37.63% | +7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.31% | 34.47% | +8.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.48% | 33.37% | +6.11% |
Dividends
AVGO vs. IBKR - Dividend Comparison
AVGO's dividend yield for the trailing twelve months is around 0.63%, more than IBKR's 0.37% yield.
| 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% |
IBKR Interactive Brokers Group, Inc. | 0.37% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
Financials
AVGO vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between Broadcom Inc. and Interactive Brokers Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AVGO and IBKR have a correlation of 0.42, 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 IBKR (10.34%). In terms of maximum drawdown, AVGO dropped -48.30% vs IBKR's -63.66%.
IBKR currently has the higher Sharpe Ratio (1.76 vs 1.38), 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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