AVGW vs. AVGO

Last updated Aug 2, 2026

AVGW (Roundhill AVGO WeeklyPay™ ETF) is Derivative Income fund actively managed by Roundhill, while AVGO (Broadcom Inc.) is a stock. Over the past year, AVGW returned 34.76% vs 35.86% for AVGO. Their 0.99 correlation means they have historically moved very closely together.

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.

Returns By Period

In the year-to-date period, AVGW achieves a 11.29% return, which is significantly lower than AVGO's 12.89% return.

AVGW

• 1D: 0.15%
• 1M: 8.69%
• 6M: 17.62%
• YTD: 11.29%
• 1Y: 34.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 33.37%

AVGO

• 1D: 0.37%
• 1M: 8.00%
• 6M: 17.93%
• YTD: 12.89%
• 1Y: 35.86%
• 3Y*: 63.70%
• 5Y*: 54.52%
• 10Y*: 40.86%
• ALL TIME*: 40.74%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVGO Broadcom Inc.	$7.09B	$8.00B	$10.48B
AVGW Roundhill AVGO WeeklyPay™ ETF	$694.73K	$793.72K	$1.36M

AVGW vs. AVGO - Yearly Performance Comparison

	2026 (YTD)	2025
AVGW Roundhill AVGO WeeklyPay™ ETF	11.29%	20.48%
AVGO Broadcom Inc.	12.89%	22.44%

Correlation

The correlation between AVGW and AVGO is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.99
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025	0.99

The correlation between AVGW and AVGO has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

Return for Risk

AVGW vs. AVGO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AVGW

AVGW Risk / Return Rank: 28
AVGW Sharpe Ratio Rank: 25
AVGW Sortino Ratio Rank: 30
AVGW Omega Ratio Rank: 30
AVGW Calmar Ratio Rank: 28
AVGW Martin Ratio Rank: 24

AVGO

AVGO Risk / Return Rank: 67
AVGO Sharpe Ratio Rank: 68
AVGO Sortino Ratio Rank: 66
AVGO Omega Ratio Rank: 64
AVGO Calmar Ratio Rank: 70
AVGO Martin Ratio Rank: 67

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

	AVGW	AVGO	Difference
Sharpe ratio: Return per unit of total volatility	0.57	0.71	-0.14
Sortino ratio: Return per unit of downside risk	1.16	1.27	-0.10
Omega ratio: Gain probability vs. loss probability	1.14	1.16	-0.01
Calmar ratio: Return relative to maximum drawdown	0.94	1.17	-0.24
Martin ratio: Return relative to average drawdown	1.85	2.34	-0.49

AVGW vs. AVGO - Sharpe Ratio Comparison

The current AVGW Sharpe Ratio is 0.57, which is comparable to the AVGO Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of AVGW and AVGO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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	-34.65%	-28.67%	-5.98%
Max Drawdown (3Y) Largest decline over 3 years	—	-41.15%	—
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	-23.70%	-19.04%	-4.66%
Average Drawdown Average peak-to-trough decline	-14.04%	-8.08%	-5.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.49%	14.34%	+3.15%

Volatility

AVGW vs. AVGO - Volatility Comparison

Roundhill AVGO WeeklyPay™ ETF (AVGW) has a higher volatility of 15.46% compared to Broadcom Inc. (AVGO) at 12.66%. This indicates that AVGW's price experiences larger fluctuations and is considered to be riskier than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVGW	AVGO	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.46%	12.66%	+2.80%
Volatility (6M) Calculated over the trailing 6-month period	41.21%	34.37%	+6.84%
Volatility (1Y) Calculated over the trailing 1-year period	57.08%	47.48%	+9.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.59%	43.94%	+12.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.59%	39.72%	+16.87%

Dividends

AVGW vs. AVGO - Dividend Comparison

AVGW's dividend yield for the trailing twelve months is around 70.12%, more than AVGO's 0.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
AVGW Roundhill AVGO WeeklyPay™ ETF	70.12%	31.15%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AVGW and AVGO in my portfolio?

With a correlation of 0.99, AVGW and AVGO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AVGW or AVGO?

AVGW has higher volatility (15.46%) compared to AVGO (12.66%). In terms of maximum drawdown, AVGW dropped -34.65% vs AVGO's -48.30%.

Which has better risk-adjusted returns?

AVGO currently has the higher Sharpe Ratio (0.71 vs 0.57), 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.