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

Correlation

The correlation between AVGO and QCOM is 0.57, 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. QCOM - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
52.53%
-20.35%
AVGO
QCOM

Key characteristics

Sharpe Ratio

AVGO:

2.17

QCOM:

0.35

Sortino Ratio

AVGO:

3.02

QCOM:

0.72

Omega Ratio

AVGO:

1.38

QCOM:

1.09

Calmar Ratio

AVGO:

4.61

QCOM:

0.40

Martin Ratio

AVGO:

13.38

QCOM:

0.74

Ulcer Index

AVGO:

8.71%

QCOM:

17.99%

Daily Std Dev

AVGO:

53.75%

QCOM:

38.30%

Max Drawdown

AVGO:

-48.30%

QCOM:

-86.75%

Current Drawdown

AVGO:

-3.87%

QCOM:

-29.09%

Fundamentals

Market Cap

AVGO:

$1.12T

QCOM:

$175.45B

EPS

AVGO:

$1.30

QCOM:

$8.94

PE Ratio

AVGO:

184.79

QCOM:

17.66

PEG Ratio

AVGO:

0.72

QCOM:

1.56

Total Revenue (TTM)

AVGO:

$51.57B

QCOM:

$38.96B

Gross Profit (TTM)

AVGO:

$31.04B

QCOM:

$21.90B

EBITDA (TTM)

AVGO:

$21.22B

QCOM:

$12.02B

Returns By Period

In the year-to-date period, AVGO achieves a 117.61% return, which is significantly higher than QCOM's 12.36% return. Over the past 10 years, AVGO has outperformed QCOM with an annualized return of 40.99%, while QCOM has yielded a comparatively lower 10.94% annualized return.


AVGO

YTD

117.61%

1M

46.33%

6M

52.53%

1Y

116.50%

5Y*

54.23%

10Y*

40.99%

QCOM

YTD

12.36%

1M

2.17%

6M

-20.35%

1Y

13.25%

5Y*

15.07%

10Y*

10.94%

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. QCOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and QUALCOMM Incorporated (QCOM). 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-4.00-2.000.002.002.170.35
The chart of Sortino ratio for AVGO, currently valued at 3.02, compared to the broader market-4.00-2.000.002.004.003.020.72
The chart of Omega ratio for AVGO, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.09
The chart of Calmar ratio for AVGO, currently valued at 4.61, compared to the broader market0.002.004.006.004.610.40
The chart of Martin ratio for AVGO, currently valued at 13.38, compared to the broader market0.0010.0020.0013.380.74
AVGO
QCOM

The current AVGO Sharpe Ratio is 2.17, which is higher than the QCOM Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of AVGO and QCOM, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.17
0.35
AVGO
QCOM

Dividends

AVGO vs. QCOM - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 0.91%, less than QCOM's 2.10% 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%
QCOM
QUALCOMM Incorporated
2.10%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%

Drawdowns

AVGO vs. QCOM - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum QCOM drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for AVGO and QCOM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.87%
-29.09%
AVGO
QCOM

Volatility

AVGO vs. QCOM - Volatility Comparison

Broadcom Inc. (AVGO) has a higher volatility of 27.94% compared to QUALCOMM Incorporated (QCOM) at 7.70%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than QCOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
27.94%
7.70%
AVGO
QCOM

Financials

AVGO vs. QCOM - Financials Comparison

This section allows you to compare key financial metrics between Broadcom Inc. and QUALCOMM Incorporated. 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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