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AVGO vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

AVGO vs. USD=X - Performance Comparison

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

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Returns By Period


AVGO

1D
2.82%
1M
-7.77%
YTD
14.83%
6M
-0.72%
1Y
61.91%
3Y*
72.46%
5Y*
56.70%
10Y*
41.32%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGO vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVGO
Broadcom Inc.
14.83%50.63%110.49%104.18%-13.27%56.48%44.88%29.05%2.18%48.19%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

AVGO vs. USD=X — Risk / Return Rank

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

AVGO
AVGO Risk / Return Rank: 7777
Overall Rank
AVGO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
AVGO Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVGO Omega Ratio Rank: 7676
Omega Ratio Rank
AVGO Calmar Ratio Rank: 7777
Calmar Ratio Rank
AVGO Martin Ratio Rank: 7777
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and USD Cash (USD=X). 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.


AVGOUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.17

Martin ratioReturn relative to average drawdown

5.16

AVGO vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AVGOUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

Drawdowns

AVGO vs. USD=X - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for AVGO and USD=X.


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Drawdown Indicators


AVGOUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-48.30%

0.00%

-48.30%

Max Drawdown (1Y)

Largest decline over 1 year

-28.67%

0.00%

-28.67%

Max Drawdown (3Y)

Largest decline over 3 years

-41.15%

0.00%

-41.15%

Max Drawdown (5Y)

Largest decline over 5 years

-41.15%

0.00%

-41.15%

Max Drawdown (10Y)

Largest decline over 10 years

-48.30%

0.00%

-48.30%

Current Drawdown

Current decline from peak

-17.64%

0.00%

-17.64%

Average Drawdown

Average peak-to-trough decline

-7.97%

0.00%

-7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.03%

0.00%

+12.03%

Volatility

AVGO vs. USD=X - Volatility Comparison

Broadcom Inc. (AVGO) has a higher volatility of 20.09% compared to USD Cash (USD=X) at 0.00%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVGOUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.09%

0.00%

+20.09%

Volatility (6M)

Calculated over the trailing 6-month period

34.69%

0.00%

+34.69%

Volatility (1Y)

Calculated over the trailing 1-year period

45.31%

0.00%

+45.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.31%

0.00%

+43.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.48%

0.00%

+39.48%

Frequently Asked Questions


AVGO has higher volatility (20.09%) compared to USD=X (0.00%). In terms of maximum drawdown, AVGO dropped -48.30% vs USD=X's 0.00%.

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