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AVGO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AVGOVOO
YTD Return19.24%10.40%
1Y Return116.09%32.36%
3Y Return (Ann)44.89%11.45%
5Y Return (Ann)39.01%15.03%
10Y Return (Ann)39.00%12.94%
Sharpe Ratio3.322.95
Daily Std Dev35.05%11.59%
Max Drawdown-48.30%-33.99%
Current Drawdown-5.40%-0.14%

Correlation

0.62
-1.001.00

The correlation between AVGO and VOO is 0.62, 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.

Performance

AVGO vs. VOO - Performance Comparison

In the year-to-date period, AVGO achieves a 19.24% return, which is significantly higher than VOO's 10.40% return. Over the past 10 years, AVGO has outperformed VOO with an annualized return of 39.00%, while VOO has yielded a comparatively lower 12.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%OctoberNovemberDecember2024FebruaryMarch
9,243.61%
515.84%
AVGO
VOO

Compare stocks, funds, or ETFs


Broadcom Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

AVGO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and Vanguard S&P 500 ETF (VOO). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AVGO
Broadcom Inc.
3.32
VOO
Vanguard S&P 500 ETF
2.95

AVGO vs. VOO - Sharpe Ratio Comparison

The current AVGO Sharpe Ratio is 3.32, which roughly equals the VOO Sharpe Ratio of 2.95. The chart below compares the 12-month rolling Sharpe Ratio of AVGO and VOO.


Rolling 12-month Sharpe Ratio1.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.32
2.95
AVGO
VOO

Dividends

AVGO vs. VOO - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 1.49%, more than VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
AVGO
Broadcom Inc.
1.49%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AVGO vs. VOO - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, which is greater than VOO's maximum drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for AVGO and VOO


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-5.40%
-0.14%
AVGO
VOO

Volatility

AVGO vs. VOO - Volatility Comparison

Broadcom Inc. (AVGO) has a higher volatility of 14.54% compared to Vanguard S&P 500 ETF (VOO) at 2.89%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
14.54%
2.89%
AVGO
VOO