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AVGO vs. XOVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVGO vs. XOVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Broadcom Inc. (AVGO) and ERShares Entrepreneur Private-Public Crossover ETF (XOVR). 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 higher than XOVR's -0.89% return.


AVGO

1D
-0.91%
1M
-8.33%
YTD
10.62%
6M
6.58%
1Y
50.41%
3Y*
67.17%
5Y*
55.09%
10Y*
40.96%

XOVR

1D
-0.70%
1M
5.78%
YTD
-0.89%
6M
0.05%
1Y
8.89%
3Y*
17.94%
5Y*
5.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGO vs. XOVR - 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%-4.69%
XOVR
ERShares Entrepreneur Private-Public Crossover ETF
-0.89%11.83%33.21%51.89%-41.09%-7.24%50.39%31.72%-5.02%1.54%

Correlation

The correlation between AVGO and XOVR is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.62

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

0.65

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2017

0.61

The correlation between AVGO and XOVR shifts across timeframes, from 0.51 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

AVGO vs. XOVR — 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

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

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc. (AVGO) and ERShares Entrepreneur Private-Public Crossover ETF (XOVR). 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.


AVGOXOVRDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.22

1.09

+0.13

Calmar ratioReturn relative to maximum drawdown

1.77

0.37

+1.40

Martin ratioReturn relative to average drawdown

4.11

0.81

+3.30

AVGO vs. XOVR - Sharpe Ratio Comparison

The current AVGO Sharpe Ratio is 1.11, which is higher than the XOVR Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of AVGO and XOVR, 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. XOVR - Drawdown Comparison

The maximum AVGO drawdown since its inception was -48.30%, smaller than the maximum XOVR drawdown of -56.28%. Use the drawdown chart below to compare losses from any high point for AVGO and XOVR.


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Drawdown Indicators


AVGOXOVRDifference

Max Drawdown

Largest peak-to-trough decline

-48.30%

-56.28%

+7.98%

Max Drawdown (1Y)

Largest decline over 1 year

-28.67%

-24.32%

-4.35%

Max Drawdown (3Y)

Largest decline over 3 years

-41.15%

-25.23%

-15.92%

Max Drawdown (5Y)

Largest decline over 5 years

-41.15%

-49.35%

+8.20%

Max Drawdown (10Y)

Largest decline over 10 years

-48.30%

Current Drawdown

Current decline from peak

-20.66%

-8.06%

-12.60%

Average Drawdown

Average peak-to-trough decline

-7.98%

-18.37%

+10.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.30%

11.02%

+1.28%

Volatility

AVGO vs. XOVR - Volatility Comparison

Broadcom Inc. (AVGO) has a higher volatility of 20.53% compared to ERShares Entrepreneur Private-Public Crossover ETF (XOVR) at 8.27%. This indicates that AVGO's price experiences larger fluctuations and is considered to be riskier than XOVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVGOXOVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.53%

8.27%

+12.26%

Volatility (6M)

Calculated over the trailing 6-month period

35.04%

16.23%

+18.81%

Volatility (1Y)

Calculated over the trailing 1-year period

45.57%

21.11%

+24.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.39%

26.31%

+17.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.52%

26.93%

+12.59%

Dividends

AVGO vs. XOVR - Dividend Comparison

AVGO's dividend yield for the trailing twelve months is around 0.65%, while XOVR 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%
XOVR
ERShares Entrepreneur Private-Public Crossover ETF
0.00%0.00%0.00%0.00%0.00%57.75%6.31%0.08%3.71%0.08%0.00%0.00%

Frequently Asked Questions


AVGO and XOVR have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVGO has higher volatility (20.53%) compared to XOVR (8.27%). In terms of maximum drawdown, AVGO dropped -48.30% vs XOVR's -56.28%.

AVGO currently has the higher Sharpe Ratio (1.11 vs 0.42), 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.

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