AVGO vs. SMPIX
AVGO (Broadcom Inc.) is a stock, while SMPIX (ProFunds Semiconductor UltraSector Fund) is Leveraged Equities fund managed by ProFunds. Over the past 10 years, AVGO returned 41.61%/yr vs 19.12%/yr for SMPIX. A 0.75 correlation means they provide meaningful diversification when combined.
Performance
AVGO vs. SMPIX - Performance Comparison
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Returns By Period
In the year-to-date period, AVGO achieves a 14.06% return, which is significantly lower than SMPIX's 64.10% return. Over the past 10 years, AVGO has outperformed SMPIX with an annualized return of 41.61%, while SMPIX has yielded a comparatively lower 19.12% annualized return.
AVGO
- 1D
- 3.11%
- 1M
- -7.35%
- YTD
- 14.06%
- 6M
- 16.39%
- 1Y
- 59.68%
- 3Y*
- 67.77%
- 5Y*
- 56.37%
- 10Y*
- 41.61%
SMPIX
- 1D
- 1.30%
- 1M
- 2.63%
- YTD
- 64.10%
- 6M
- 74.65%
- 1Y
- 154.32%
- 3Y*
- -10.34%
- 5Y*
- 0.33%
- 10Y*
- 19.12%
AVGO vs. SMPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVGO Broadcom Inc. | 14.06% | 50.63% | 110.49% | 104.18% | -13.27% | 56.48% | 44.88% | 29.05% | 2.18% | 48.19% |
SMPIX ProFunds Semiconductor UltraSector Fund | 64.10% | 56.35% | -77.32% | 155.37% | -54.31% | 80.17% | 60.77% | 77.97% | -17.56% | 42.78% |
Correlation
The correlation between AVGO and SMPIX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2009 | 0.75 |
The correlation between AVGO and SMPIX has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.
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Return for Risk
AVGO vs. SMPIX — Risk / Return Rank
AVGO
SMPIX
AVGO vs. SMPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and ProFunds Semiconductor UltraSector Fund (SMPIX). 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 | SMPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 6.44 | -4.35 |
| Martin ratioReturn relative to average drawdown | 4.85 | 18.72 | -13.87 |
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Drawdowns
AVGO vs. SMPIX - Drawdown Comparison
The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum SMPIX drawdown of -94.52%. Use the drawdown chart below to compare losses from any high point for AVGO and SMPIX.
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Drawdown Indicators
| AVGO | SMPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.30% | -94.52% | +46.22% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -22.72% | -5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -41.15% | -94.52% | +53.37% |
Max Drawdown (5Y)Largest decline over 5 years | -41.15% | -94.52% | +53.37% |
Max Drawdown (10Y)Largest decline over 10 years | -48.30% | -94.52% | +46.22% |
Current DrawdownCurrent decline from peak | -18.20% | -75.23% | +57.03% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -57.63% | +49.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.35% | 7.81% | +4.54% |
Volatility
AVGO vs. SMPIX - Volatility Comparison
The current volatility for Broadcom Inc. (AVGO) is 19.97%, while ProFunds Semiconductor UltraSector Fund (SMPIX) has a volatility of 22.44%. This indicates that AVGO experiences smaller price fluctuations and is considered to be less risky than SMPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVGO | SMPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.97% | 22.44% | -2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 35.15% | 39.97% | -4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.64% | 49.82% | -4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.42% | 71.25% | -27.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.54% | 59.50% | -19.96% |
Dividends
AVGO vs. SMPIX - Dividend Comparison
AVGO's dividend yield for the trailing twelve months is around 0.63%, less than SMPIX's 7.93% 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% |
SMPIX ProFunds Semiconductor UltraSector Fund | 7.93% | 13.02% | 0.16% | 0.00% | 0.00% | 6.57% | 0.00% | 2.26% | 40.03% | 0.11% | 0.45% | 0.68% |
Frequently Asked Questions
AVGO and SMPIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMPIX has higher volatility (22.44%) compared to AVGO (19.97%). In terms of maximum drawdown, AVGO dropped -48.30% vs SMPIX's -94.52%.
SMPIX currently has the higher Sharpe Ratio (2.94 vs 1.32), 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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