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AVGO vs. VZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AVGO and VZ is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

AVGO vs. VZ - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
52.53%
0.36%
AVGO
VZ

Key characteristics

Sharpe Ratio

AVGO:

2.17

VZ:

0.65

Sortino Ratio

AVGO:

3.02

VZ:

1.02

Omega Ratio

AVGO:

1.38

VZ:

1.14

Calmar Ratio

AVGO:

4.61

VZ:

0.49

Martin Ratio

AVGO:

13.38

VZ:

3.05

Ulcer Index

AVGO:

8.71%

VZ:

4.53%

Daily Std Dev

AVGO:

53.75%

VZ:

21.22%

Max Drawdown

AVGO:

-48.30%

VZ:

-50.66%

Current Drawdown

AVGO:

-3.87%

VZ:

-18.34%

Fundamentals

Market Cap

AVGO:

$1.12T

VZ:

$171.67B

EPS

AVGO:

$1.30

VZ:

$2.31

PE Ratio

AVGO:

184.79

VZ:

17.65

PEG Ratio

AVGO:

0.72

VZ:

1.08

Total Revenue (TTM)

AVGO:

$51.57B

VZ:

$134.24B

Gross Profit (TTM)

AVGO:

$31.04B

VZ:

$80.47B

EBITDA (TTM)

AVGO:

$21.22B

VZ:

$38.87B

Returns By Period

In the year-to-date period, AVGO achieves a 117.61% return, which is significantly higher than VZ's 13.00% return. Over the past 10 years, AVGO has outperformed VZ with an annualized return of 40.99%, while VZ has yielded a comparatively lower 3.28% annualized return.


AVGO

YTD

117.61%

1M

46.33%

6M

52.53%

1Y

116.50%

5Y*

54.23%

10Y*

40.99%

VZ

YTD

13.00%

1M

-7.44%

6M

0.14%

1Y

13.63%

5Y*

-3.01%

10Y*

3.28%

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Risk-Adjusted Performance

AVGO vs. VZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and Verizon Communications Inc. (VZ). 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 ratio
The chart of Sharpe ratio for AVGO, currently valued at 2.17, compared to the broader market-4.00-2.000.002.002.170.64
The chart of Sortino ratio for AVGO, currently valued at 3.02, compared to the broader market-4.00-2.000.002.004.003.021.01
The chart of Omega ratio for AVGO, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.14
The chart of Calmar ratio for AVGO, currently valued at 4.61, compared to the broader market0.002.004.006.004.610.48
The chart of Martin ratio for AVGO, currently valued at 13.38, compared to the broader market0.0010.0020.0013.382.98
AVGO
VZ

The current AVGO Sharpe Ratio is 2.17, which is higher than the VZ Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of AVGO and VZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.17
0.64
AVGO
VZ

Dividends

AVGO vs. VZ - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 0.91%, less than VZ's 6.69% yield.


TTM20232022202120202019201820172016201520142013
AVGO
Broadcom Inc.
0.91%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
VZ
Verizon Communications Inc.
6.69%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%

Drawdowns

AVGO vs. VZ - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, roughly equal to the maximum VZ drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for AVGO and VZ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.87%
-18.34%
AVGO
VZ

Volatility

AVGO vs. VZ - Volatility Comparison

Broadcom Inc. (AVGO) has a higher volatility of 27.94% compared to Verizon Communications Inc. (VZ) at 5.29%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
27.94%
5.29%
AVGO
VZ

Financials

AVGO vs. VZ - Financials Comparison

This section allows you to compare key financial metrics between Broadcom Inc. and Verizon Communications Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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