AVGO vs. IGV
AVGO (Broadcom Inc.) is a stock, while IGV (iShares Expanded Tech-Software Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Software Index. Over the past 10 years, AVGO returned 40.73%/yr vs 15.60%/yr for IGV. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
AVGO vs. IGV - Performance Comparison
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Returns By Period
In the year-to-date period, AVGO achieves a 9.67% return, which is significantly higher than IGV's -12.01% return. Over the past 10 years, AVGO has outperformed IGV with an annualized return of 40.73%, while IGV has yielded a comparatively lower 15.60% annualized return.
AVGO
- 1D
- 1.98%
- 1M
- -7.92%
- 6M
- 7.92%
- YTD
- 9.67%
- 1Y
- 34.44%
- 3Y*
- 63.51%
- 5Y*
- 54.04%
- 10Y*
- 40.73%
- ALL TIME*
- 40.58%
IGV
- 1D
- 0.19%
- 1M
- 4.37%
- 6M
- -5.40%
- YTD
- -12.01%
- 1Y
- -16.26%
- 3Y*
- 9.01%
- 5Y*
- 3.20%
- 10Y*
- 15.60%
- ALL TIME*
- 9.30%
AVGO vs. IGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVGO Broadcom Inc. | 9.67% | 50.63% | 110.49% | 104.18% | -13.27% | 56.48% | 44.88% | 29.05% | 2.18% | 48.19% |
IGV iShares Expanded Tech-Software Sector ETF | -12.01% | 5.56% | 23.41% | 58.56% | -35.65% | 12.30% | 52.86% | 34.33% | 12.44% | 42.16% |
Correlation
The correlation between AVGO and IGV is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2009 | 0.56 |
Over the past year, the correlation between AVGO and IGV has dropped to 0.35 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
AVGO vs. IGV — Risk / Return Rank
AVGO
IGV
AVGO vs. IGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and iShares Expanded Tech-Software Sector ETF (IGV). 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 | IGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.92 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | -0.45 | +1.65 |
| Martin ratioReturn relative to average drawdown | 2.49 | -0.86 | +3.36 |
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Drawdowns
AVGO vs. IGV - Drawdown Comparison
The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum IGV drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for AVGO and IGV.
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Drawdown Indicators
| AVGO | IGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.30% | -63.45% | +15.15% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -36.61% | +7.94% |
Max Drawdown (3Y)Largest decline over 3 years | -41.15% | -36.61% | -4.54% |
Max Drawdown (5Y)Largest decline over 5 years | -41.15% | -45.85% | +4.70% |
Max Drawdown (10Y)Largest decline over 10 years | -48.30% | -45.85% | -2.45% |
Current DrawdownCurrent decline from peak | -21.35% | -21.05% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -14.48% | +6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.84% | 18.89% | -5.05% |
Volatility
AVGO vs. IGV - Volatility Comparison
Broadcom Inc. (AVGO) has a higher volatility of 13.79% compared to iShares Expanded Tech-Software Sector ETF (IGV) at 7.17%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVGO | IGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.79% | 7.17% | +6.62% |
Volatility (6M)Calculated over the trailing 6-month period | 34.41% | 25.18% | +9.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.31% | 28.69% | +18.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.87% | 28.08% | +15.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.68% | 26.41% | +13.27% |
Dividends
AVGO vs. IGV - Dividend Comparison
AVGO's dividend yield for the trailing twelve months is around 0.67%, more than IGV's 0.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVGO Broadcom Inc. | 0.67% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
IGV iShares Expanded Tech-Software Sector ETF | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% |
Frequently Asked Questions
AVGO and IGV have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVGO has higher volatility (13.79%) compared to IGV (7.17%). In terms of maximum drawdown, AVGO dropped -48.30% vs IGV's -63.45%.
AVGO currently has the higher Sharpe Ratio (0.73 vs -0.57), 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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