AVGW vs. AVGO

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill AVGO WeeklyPay™ ETF (AVGW) and Broadcom Inc. (AVGO).

AVGW is an actively managed fund by Roundhill. It was launched on Jul 24, 2025.

Performance

AVGW vs. AVGO - Performance Comparison

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

AVGW vs. AVGO - Yearly Performance Comparison

	2026 (YTD)	2025
AVGW Roundhill AVGO WeeklyPay™ ETF	-13.46%	20.91%
AVGO Broadcom Inc.	-10.38%	20.31%

Returns By Period

In the year-to-date period, AVGW achieves a -13.46% return, which is significantly lower than AVGO's -10.38% return.

AVGW

• 1D: 6.58%
• 1M: -4.34%
• YTD: -13.46%
• 6M: -10.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVGO

• 1D: 5.49%
• 1M: -2.94%
• YTD: -10.38%
• 6M: -5.81%
• 1Y: 86.36%
• 3Y*: 71.23%
• 5Y*: 48.36%
• 10Y*: 38.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AVGW vs. AVGO — Risk / Return Rank

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

AVGO

AVGO Risk / Return Rank: 86
AVGO Sharpe Ratio Rank: 89
AVGO Sortino Ratio Rank: 87
AVGO Omega Ratio Rank: 85
AVGO Calmar Ratio Rank: 86
AVGO Martin Ratio Rank: 84

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.

AVGW vs. AVGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill AVGO WeeklyPay™ ETF (AVGW) and Broadcom Inc. (AVGO). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	AVGW	AVGO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.80	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.15	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.98	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	1.06	-0.93

Correlation

The correlation between AVGW and AVGO is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AVGW vs. AVGO - Dividend Comparison

AVGW's dividend yield for the trailing twelve months is around 55.75%, more than AVGO's 0.80% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVGW Roundhill AVGO WeeklyPay™ ETF	55.75%	31.15%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AVGO Broadcom Inc.	0.80%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%

Drawdowns

AVGW vs. AVGO - Drawdown Comparison

The maximum AVGW drawdown since its inception was -34.65%, smaller than the maximum AVGO drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for AVGW and AVGO.

Drawdown Indicators

	AVGW	AVGO	Difference
Max Drawdown Largest peak-to-trough decline	-34.65%	-48.30%	+13.65%
Max Drawdown (1Y) Largest decline over 1 year	—	-28.67%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-48.30%	—
Current Drawdown Current decline from peak	-30.35%	-24.75%	-5.60%
Average Drawdown Average peak-to-trough decline	-13.61%	-8.00%	-5.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.56%	—

Volatility

Volatility by Period

	AVGW	AVGO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.64%	—
Volatility (6M) Calculated over the trailing 6-month period	—	32.48%	—
Volatility (1Y) Calculated over the trailing 1-year period	54.19%	48.26%	+5.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.19%	42.34%	+11.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.19%	38.91%	+15.28%