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AVGO vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVGO vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Broadcom Inc. (AVGO) and iShares MSCI USA Min Vol Factor ETF (USMV). 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 14.83% return, which is significantly higher than USMV's 1.55% return. Over the past 10 years, AVGO has outperformed USMV with an annualized return of 41.32%, while USMV has yielded a comparatively lower 9.75% annualized return.


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%

USMV

1D
-0.43%
1M
1.28%
YTD
1.55%
6M
2.27%
1Y
3.18%
3Y*
11.35%
5Y*
7.21%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGO vs. USMV - 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%
USMV
iShares MSCI USA Min Vol Factor ETF
1.55%7.65%15.74%10.33%-9.43%20.85%5.64%27.69%1.33%18.91%

Correlation

The correlation between AVGO and USMV is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.24

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

0.40

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

0.43

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.44

Over the past year, the correlation between AVGO and USMV has dropped to 0.08 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

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Return for Risk

AVGO vs. USMV — 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

USMV
USMV Risk / Return Rank: 1515
Overall Rank
USMV Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1515
Sortino Ratio Rank
USMV Omega Ratio Rank: 1414
Omega Ratio Rank
USMV Calmar Ratio Rank: 1616
Calmar Ratio Rank
USMV Martin Ratio Rank: 1717
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. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and iShares MSCI USA Min Vol Factor ETF (USMV). 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.


AVGOUSMVDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.26

1.07

+0.19

Calmar ratioReturn relative to maximum drawdown

2.17

0.49

+1.68

Martin ratioReturn relative to average drawdown

5.16

1.64

+3.52

AVGO vs. USMV - Sharpe Ratio Comparison

The current AVGO Sharpe Ratio is 1.38, which is higher than the USMV Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of AVGO and USMV, 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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Sharpe Ratios by Period


AVGOUSMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.37

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

0.59

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

0.67

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.86

+0.23

Drawdowns

AVGO vs. USMV - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for AVGO and USMV.


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Drawdown Indicators


AVGOUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-48.30%

-33.10%

-15.20%

Max Drawdown (1Y)

Largest decline over 1 year

-28.67%

-6.46%

-22.21%

Max Drawdown (3Y)

Largest decline over 3 years

-41.15%

-9.36%

-31.79%

Max Drawdown (5Y)

Largest decline over 5 years

-41.15%

-17.93%

-23.22%

Max Drawdown (10Y)

Largest decline over 10 years

-48.30%

-33.10%

-15.20%

Current Drawdown

Current decline from peak

-17.64%

-2.24%

-15.40%

Average Drawdown

Average peak-to-trough decline

-7.97%

-2.88%

-5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.03%

1.94%

+10.09%

Volatility

AVGO vs. USMV - Volatility Comparison

Broadcom Inc. (AVGO) has a higher volatility of 20.09% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.65%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVGOUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.09%

2.65%

+17.44%

Volatility (6M)

Calculated over the trailing 6-month period

34.69%

6.02%

+28.67%

Volatility (1Y)

Calculated over the trailing 1-year period

45.31%

8.57%

+36.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.31%

12.36%

+30.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.48%

14.51%

+24.97%

Dividends

AVGO vs. USMV - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 0.63%, less than USMV's 1.54% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
USMV
iShares MSCI USA Min Vol Factor ETF
1.54%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Frequently Asked Questions


AVGO and USMV have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVGO has higher volatility (20.09%) compared to USMV (2.65%). In terms of maximum drawdown, AVGO dropped -48.30% vs USMV's -33.10%.

AVGO currently has the higher Sharpe Ratio (1.38 vs 0.37), 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

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