PortfoliosLab logoPortfoliosLab logo
AVT vs. HYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVT vs. HYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avnet, Inc. (AVT) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AVT vs. HYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVT
Avnet, Inc.
31.57%-5.57%6.43%24.41%3.39%20.16%-14.86%19.88%-7.24%-15.28%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
-0.11%8.59%7.97%11.54%-10.98%3.76%4.47%14.09%-2.02%6.07%

Returns By Period

In the year-to-date period, AVT achieves a 31.57% return, which is significantly higher than HYG's -0.11% return. Over the past 10 years, AVT has outperformed HYG with an annualized return of 5.84%, while HYG has yielded a comparatively lower 5.16% annualized return.


AVT

1D
2.09%
1M
-2.65%
YTD
31.57%
6M
22.05%
1Y
36.00%
3Y*
14.56%
5Y*
11.18%
10Y*
5.84%

HYG

1D
0.24%
1M
-0.65%
YTD
-0.11%
6M
0.93%
1Y
6.91%
3Y*
7.99%
5Y*
3.66%
10Y*
5.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AVT vs. HYG — Risk / Return Rank

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

AVT
AVT Risk / Return Rank: 7373
Overall Rank
AVT Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AVT Sortino Ratio Rank: 7373
Sortino Ratio Rank
AVT Omega Ratio Rank: 7171
Omega Ratio Rank
AVT Calmar Ratio Rank: 7272
Calmar Ratio Rank
AVT Martin Ratio Rank: 7373
Martin Ratio Rank

HYG
HYG Risk / Return Rank: 7373
Overall Rank
HYG Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 7272
Sortino Ratio Rank
HYG Omega Ratio Rank: 7575
Omega Ratio Rank
HYG Calmar Ratio Rank: 6969
Calmar Ratio Rank
HYG Martin Ratio Rank: 8282
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.

AVT vs. HYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avnet, Inc. (AVT) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). 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.


AVTHYGDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.25

-0.19

Sortino ratio

Return per unit of downside risk

1.76

1.87

-0.11

Omega ratio

Gain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratio

Return relative to maximum drawdown

1.66

1.82

-0.16

Martin ratio

Return relative to average drawdown

4.25

9.57

-5.32

AVT vs. HYG - Sharpe Ratio Comparison

The current AVT Sharpe Ratio is 1.05, which is comparable to the HYG Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of AVT and HYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AVTHYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.25

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.49

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.62

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.45

-0.25

Correlation

The correlation between AVT and HYG is 0.48, 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.


Dividends

AVT vs. HYG - Dividend Comparison

AVT's dividend yield for the trailing twelve months is around 2.19%, less than HYG's 5.88% yield.


TTM20252024202320222021202020192018201720162015
AVT
Avnet, Inc.
2.19%2.83%2.45%2.38%2.65%2.21%2.39%1.93%2.16%1.82%1.43%1.54%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.88%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%

Drawdowns

AVT vs. HYG - Drawdown Comparison

The maximum AVT drawdown since its inception was -84.53%, which is greater than HYG's maximum drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for AVT and HYG.


Loading graphics...

Drawdown Indicators


AVTHYGDifference

Max Drawdown

Largest peak-to-trough decline

-84.53%

-34.25%

-50.28%

Max Drawdown (1Y)

Largest decline over 1 year

-20.67%

-3.93%

-16.74%

Max Drawdown (5Y)

Largest decline over 5 years

-27.12%

-15.79%

-11.33%

Max Drawdown (10Y)

Largest decline over 10 years

-58.40%

-22.03%

-36.37%

Current Drawdown

Current decline from peak

-6.06%

-1.05%

-5.01%

Average Drawdown

Average peak-to-trough decline

-25.62%

-3.27%

-22.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.06%

0.75%

+7.31%

Volatility

AVT vs. HYG - Volatility Comparison

Avnet, Inc. (AVT) has a higher volatility of 9.85% compared to iShares iBoxx $ High Yield Corporate Bond ETF (HYG) at 2.30%. This indicates that AVT's price experiences larger fluctuations and is considered to be riskier than HYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AVTHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.85%

2.30%

+7.55%

Volatility (6M)

Calculated over the trailing 6-month period

22.42%

2.93%

+19.49%

Volatility (1Y)

Calculated over the trailing 1-year period

34.31%

5.57%

+28.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.34%

7.51%

+20.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.71%

8.31%

+22.40%