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AVGO vs. TOELY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AVGO vs. TOELY - Performance Comparison

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

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Returns By Period

In the year-to-date period, AVGO achieves a 10.62% return, which is significantly lower than TOELY's 95.90% return. Over the past 10 years, AVGO has outperformed TOELY with an annualized return of 40.96%, while TOELY has yielded a comparatively lower 34.30% annualized return.


AVGO

1D
-0.91%
1M
-10.14%
YTD
10.62%
6M
6.58%
1Y
54.87%
3Y*
67.17%
5Y*
55.09%
10Y*
40.96%

TOELY

1D
2.93%
1M
35.96%
YTD
95.90%
6M
124.61%
1Y
164.27%
3Y*
46.47%
5Y*
25.12%
10Y*
34.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGO vs. TOELY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVGO
Broadcom Inc.
10.62%50.63%110.49%104.18%-13.27%56.48%44.88%29.05%2.18%48.19%
TOELY
Tokyo Electron ADR
95.90%49.57%-14.19%82.22%-49.18%53.76%71.31%94.00%-38.01%94.67%

Correlation

The correlation between AVGO and TOELY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2009

0.38

The correlation between AVGO and TOELY shifts across timeframes, from 0.38 (all time) to 0.52 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AVGO:

$1.86T

TOELY:

$199.47B

EPS

AVGO:

$6.01

TOELY:

¥632.07

PE Ratio

AVGO:

63.58

TOELY:

55.16

PEG Ratio

AVGO:

0.79

TOELY:

4.53

PS Ratio

AVGO:

24.70

TOELY:

12.98

PB Ratio

AVGO:

21.24

TOELY:

15.37

Total Revenue (TTM)

AVGO:

$75.47B

TOELY:

¥2.47T

Gross Profit (TTM)

AVGO:

$50.53B

TOELY:

¥1.12T

EBITDA (TTM)

AVGO:

$41.76B

TOELY:

¥753.39B

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Return for Risk

AVGO vs. TOELY — Risk / Return Rank

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

AVGO
AVGO Risk / Return Rank: 7474
Overall Rank
AVGO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AVGO Sortino Ratio Rank: 7171
Sortino Ratio Rank
AVGO Omega Ratio Rank: 7272
Omega Ratio Rank
AVGO Calmar Ratio Rank: 7474
Calmar Ratio Rank
AVGO Martin Ratio Rank: 7474
Martin Ratio Rank

TOELY
TOELY Risk / Return Rank: 9191
Overall Rank
TOELY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TOELY Sortino Ratio Rank: 9090
Sortino Ratio Rank
TOELY Omega Ratio Rank: 8989
Omega Ratio Rank
TOELY Calmar Ratio Rank: 9292
Calmar Ratio Rank
TOELY Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVGO vs. TOELY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and Tokyo Electron ADR (TOELY). 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.


AVGOTOELYDifference
Sharpe ratioReturn per unit of total volatility

-1.66

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.22

1.40

-0.17

Calmar ratioReturn relative to maximum drawdown

1.77

4.94

-3.18

Martin ratioReturn relative to average drawdown

4.11

12.36

-8.24

AVGO vs. TOELY - Sharpe Ratio Comparison

The current AVGO Sharpe Ratio is 1.11, which is lower than the TOELY Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of AVGO and TOELY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVGO vs. TOELY - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum TOELY drawdown of -92.92%. Use the drawdown chart below to compare losses from any high point for AVGO and TOELY.


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Drawdown Indicators


AVGOTOELYDifference

Max Drawdown

Largest peak-to-trough decline

-48.30%

-92.92%

+44.62%

Max Drawdown (1Y)

Largest decline over 1 year

-28.67%

-30.30%

+1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-41.15%

-53.52%

+12.37%

Max Drawdown (5Y)

Largest decline over 5 years

-41.15%

-59.40%

+18.25%

Max Drawdown (10Y)

Largest decline over 10 years

-48.30%

-59.40%

+11.10%

Current Drawdown

Current decline from peak

-20.66%

0.00%

-20.66%

Average Drawdown

Average peak-to-trough decline

-7.98%

-49.60%

+41.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.30%

12.12%

+0.18%

Volatility

AVGO vs. TOELY - Volatility Comparison

Broadcom Inc. (AVGO) and Tokyo Electron ADR (TOELY) have volatilities of 20.53% and 20.95%, 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.


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Volatility by Period


AVGOTOELYDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.53%

20.95%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

35.04%

40.27%

-5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

45.57%

54.00%

-8.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.39%

44.98%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.52%

39.68%

-0.16%

Dividends

AVGO vs. TOELY - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 0.65%, while TOELY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AVGO
Broadcom Inc.
0.65%0.70%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%
TOELY
Tokyo Electron ADR
0.00%1.02%1.17%0.00%0.00%0.00%0.00%0.00%0.00%1.11%2.27%0.00%

Financials

AVGO vs. TOELY - Financials Comparison

This section allows you to compare key financial metrics between Broadcom Inc. and Tokyo Electron ADR. 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


0.00200.00B400.00B600.00B800.00B20222023202420252026
22.19B
724.89B
(AVGO) Total Revenue
(TOELY) Total Revenue
Please note, different currencies. AVGO values in USD, TOELY values in JPY

AVGO vs. TOELY - Profitability Comparison

The chart below illustrates the profitability comparison between Broadcom Inc. and Tokyo Electron ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%65.0%70.0%75.0%20222023202420252026
67.2%
46.8%
Portfolio components
AVGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported a gross profit of 14.92B and revenue of 22.19B. Therefore, the gross margin over that period was 67.2%.

TOELY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a gross profit of 339.31B and revenue of 724.89B. Therefore, the gross margin over that period was 46.8%.

AVGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported an operating income of 10.87B and revenue of 22.19B, resulting in an operating margin of 49.0%.

TOELY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported an operating income of 209.42B and revenue of 724.89B, resulting in an operating margin of 28.9%.

AVGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported a net income of 9.31B and revenue of 22.19B, resulting in a net margin of 42.0%.

TOELY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a net income of 218.23B and revenue of 724.89B, resulting in a net margin of 30.1%.


Frequently Asked Questions


AVGO and TOELY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TOELY has higher volatility (20.95%) compared to AVGO (20.53%). In terms of maximum drawdown, AVGO dropped -48.30% vs TOELY's -92.92%.

TOELY currently has the higher Sharpe Ratio (2.77 vs 1.11), 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.

Portfolio Optimizer

Find the right allocation for AVGO and TOELY

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