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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.

0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
45.35%
3.83%
AVGO
QCOM

Key characteristics

Sharpe Ratio

AVGO:

1.26

QCOM:

0.35

Sortino Ratio

AVGO:

1.98

QCOM:

0.72

Omega Ratio

AVGO:

1.27

QCOM:

1.09

Calmar Ratio

AVGO:

2.81

QCOM:

0.40

Martin Ratio

AVGO:

7.90

QCOM:

0.67

Ulcer Index

AVGO:

8.96%

QCOM:

19.68%

Daily Std Dev

AVGO:

56.49%

QCOM:

38.10%

Max Drawdown

AVGO:

-48.30%

QCOM:

-86.75%

Current Drawdown

AVGO:

-16.83%

QCOM:

-23.67%

Fundamentals

Market Cap

AVGO:

$947.46B

QCOM:

$189.22B

EPS

AVGO:

$1.30

QCOM:

$8.93

PE Ratio

AVGO:

155.48

QCOM:

19.17

PEG Ratio

AVGO:

0.69

QCOM:

1.70

Total Revenue (TTM)

AVGO:

$51.57B

QCOM:

$29.03B

Gross Profit (TTM)

AVGO:

$31.04B

QCOM:

$16.28B

EBITDA (TTM)

AVGO:

$23.83B

QCOM:

$8.68B

Returns By Period

In the year-to-date period, AVGO achieves a -10.56% return, which is significantly lower than QCOM's 11.67% return. Over the past 10 years, AVGO has outperformed QCOM with an annualized return of 38.68%, while QCOM has yielded a comparatively lower 13.94% annualized return.


AVGO

YTD

-10.56%

1M

-14.23%

6M

45.35%

1Y

72.57%

5Y*

50.18%

10Y*

38.68%

QCOM

YTD

11.67%

1M

9.10%

6M

3.83%

1Y

16.90%

5Y*

16.98%

10Y*

13.94%

*Annualized

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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVGO
The Risk-Adjusted Performance Rank of AVGO is 8585
Overall Rank
The Sharpe Ratio Rank of AVGO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of AVGO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of AVGO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of AVGO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of AVGO is 8989
Martin Ratio Rank

QCOM
The Risk-Adjusted Performance Rank of QCOM is 5656
Overall Rank
The Sharpe Ratio Rank of QCOM is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of QCOM is 5252
Sortino Ratio Rank
The Omega Ratio Rank of QCOM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of QCOM is 6464
Calmar Ratio Rank
The Martin Ratio Rank of QCOM is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.26, compared to the broader market-2.000.002.001.260.35
The chart of Sortino ratio for AVGO, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.001.980.72
The chart of Omega ratio for AVGO, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.09
The chart of Calmar ratio for AVGO, currently valued at 2.81, compared to the broader market0.002.004.006.002.810.40
The chart of Martin ratio for AVGO, currently valued at 7.90, compared to the broader market-20.00-10.000.0010.0020.007.900.67
AVGO
QCOM

The current AVGO Sharpe Ratio is 1.26, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.26
0.35
AVGO
QCOM

Dividends

AVGO vs. QCOM - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 1.05%, less than QCOM's 1.95% yield.


TTM20242023202220212020201920182017201620152014
AVGO
Broadcom Inc.
1.05%0.94%1.71%3.02%2.24%3.05%3.54%4.48%1.87%1.43%1.13%1.22%
QCOM
QUALCOMM Incorporated
1.95%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%

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%AugustSeptemberOctoberNovemberDecember2025
-16.83%
-23.67%
AVGO
QCOM

Volatility

AVGO vs. QCOM - Volatility Comparison

Broadcom Inc. (AVGO) has a higher volatility of 20.93% compared to QUALCOMM Incorporated (QCOM) at 6.89%. 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%30.00%AugustSeptemberOctoberNovemberDecember2025
20.93%
6.89%
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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