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AVGO vs. MRVL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AVGO and MRVL is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

AVGO vs. MRVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Broadcom Inc. (AVGO) and Marvell Technology Group Ltd. (MRVL). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
52.53%
70.15%
AVGO
MRVL

Key characteristics

Sharpe Ratio

AVGO:

2.17

MRVL:

1.63

Sortino Ratio

AVGO:

3.02

MRVL:

2.30

Omega Ratio

AVGO:

1.38

MRVL:

1.29

Calmar Ratio

AVGO:

4.61

MRVL:

1.31

Martin Ratio

AVGO:

13.38

MRVL:

6.30

Ulcer Index

AVGO:

8.71%

MRVL:

14.79%

Daily Std Dev

AVGO:

53.75%

MRVL:

57.00%

Max Drawdown

AVGO:

-48.30%

MRVL:

-99.06%

Current Drawdown

AVGO:

-3.87%

MRVL:

-40.13%

Fundamentals

Market Cap

AVGO:

$1.12T

MRVL:

$97.13B

EPS

AVGO:

$1.30

MRVL:

-$1.70

PEG Ratio

AVGO:

0.72

MRVL:

1.52

Total Revenue (TTM)

AVGO:

$51.57B

MRVL:

$5.38B

Gross Profit (TTM)

AVGO:

$31.04B

MRVL:

$2.13B

EBITDA (TTM)

AVGO:

$21.22B

MRVL:

$65.30M

Returns By Period

In the year-to-date period, AVGO achieves a 117.61% return, which is significantly higher than MRVL's 92.94% return. Over the past 10 years, AVGO has outperformed MRVL with an annualized return of 40.99%, while MRVL has yielded a comparatively lower 24.54% annualized return.


AVGO

YTD

117.61%

1M

46.33%

6M

52.53%

1Y

116.50%

5Y*

54.23%

10Y*

40.99%

MRVL

YTD

92.94%

1M

25.34%

6M

70.15%

1Y

93.13%

5Y*

34.63%

10Y*

24.54%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AVGO vs. MRVL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and Marvell Technology Group Ltd. (MRVL). 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.


Sharpe ratio
The chart of Sharpe ratio for AVGO, currently valued at 2.17, compared to the broader market-4.00-2.000.002.002.171.63
The chart of Sortino ratio for AVGO, currently valued at 3.02, compared to the broader market-4.00-2.000.002.004.003.022.30
The chart of Omega ratio for AVGO, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.29
The chart of Calmar ratio for AVGO, currently valued at 4.61, compared to the broader market0.002.004.006.004.612.46
The chart of Martin ratio for AVGO, currently valued at 13.38, compared to the broader market0.0010.0020.0013.386.30
AVGO
MRVL

The current AVGO Sharpe Ratio is 2.17, which is higher than the MRVL Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of AVGO and MRVL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.17
1.63
AVGO
MRVL

Dividends

AVGO vs. MRVL - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 0.91%, more than MRVL's 0.21% yield.


TTM20232022202120202019201820172016201520142013
AVGO
Broadcom Inc.
0.91%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
MRVL
Marvell Technology Group Ltd.
0.21%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%

Drawdowns

AVGO vs. MRVL - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum MRVL drawdown of -99.06%. Use the drawdown chart below to compare losses from any high point for AVGO and MRVL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.87%
-7.08%
AVGO
MRVL

Volatility

AVGO vs. MRVL - Volatility Comparison

Broadcom Inc. (AVGO) and Marvell Technology Group Ltd. (MRVL) have volatilities of 27.94% and 29.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
27.94%
29.34%
AVGO
MRVL

Financials

AVGO vs. MRVL - Financials Comparison

This section allows you to compare key financial metrics between Broadcom Inc. and Marvell Technology Group Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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