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AXON vs. AVGO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AXON vs. AVGO - Performance Comparison

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

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Returns By Period

In the year-to-date period, AXON achieves a -22.22% return, which is significantly lower than AVGO's 10.62% return. Over the past 10 years, AXON has underperformed AVGO with an annualized return of 34.58%, while AVGO has yielded a comparatively higher 40.96% annualized return.


AXON

1D
-1.00%
1M
12.72%
YTD
-22.22%
6M
-21.72%
1Y
-43.41%
3Y*
30.96%
5Y*
22.92%
10Y*
34.58%

AVGO

1D
-0.91%
1M
-10.14%
YTD
10.62%
6M
6.58%
1Y
54.87%
3Y*
67.17%
5Y*
55.09%
10Y*
40.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXON vs. AVGO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXON
Axon Enterprise, Inc.
-22.22%-4.44%130.06%55.69%5.69%28.13%67.21%67.50%65.09%9.32%
AVGO
Broadcom Inc.
10.62%50.63%110.49%104.18%-13.27%56.48%44.88%29.05%2.18%48.19%

Correlation

The correlation between AXON and AVGO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.38

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

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2009

0.35

The correlation between AXON and AVGO shifts across timeframes, from 0.25 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AXON:

$36.43B

AVGO:

$1.86T

EPS

AXON:

$2.41

AVGO:

$6.01

PE Ratio

AXON:

183.64

AVGO:

63.58

PEG Ratio

AXON:

0.05

AVGO:

0.79

PS Ratio

AXON:

12.70

AVGO:

24.70

PB Ratio

AXON:

10.31

AVGO:

21.24

Total Revenue (TTM)

AXON:

$2.98B

AVGO:

$75.47B

Gross Profit (TTM)

AXON:

$1.77B

AVGO:

$50.53B

EBITDA (TTM)

AXON:

$156.24M

AVGO:

$41.76B

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Return for Risk

AXON vs. AVGO — Risk / Return Rank

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

AXON
AXON Risk / Return Rank: 1313
Overall Rank
AXON Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
AXON Sortino Ratio Rank: 1212
Sortino Ratio Rank
AXON Omega Ratio Rank: 1212
Omega Ratio Rank
AXON Calmar Ratio Rank: 1616
Calmar Ratio Rank
AXON Martin Ratio Rank: 1515
Martin Ratio Rank

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
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.

AXON vs. AVGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Axon Enterprise, Inc. (AXON) 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.


AXONAVGODifference
Sharpe ratioReturn per unit of total volatility

-1.89

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

0.87

1.22

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.72

1.77

-2.48

Martin ratioReturn relative to average drawdown

-1.22

4.11

-5.33

AXON vs. AVGO - Sharpe Ratio Comparison

The current AXON Sharpe Ratio is -0.78, which is lower than the AVGO Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of AXON 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.


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Drawdowns

AXON vs. AVGO - Drawdown Comparison

The maximum AXON drawdown since its inception was -91.78%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for AXON and AVGO.


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Drawdown Indicators


AXONAVGODifference

Max Drawdown

Largest peak-to-trough decline

-91.78%

-48.30%

-43.48%

Max Drawdown (1Y)

Largest decline over 1 year

-60.28%

-28.67%

-31.61%

Max Drawdown (3Y)

Largest decline over 3 years

-60.28%

-41.15%

-19.13%

Max Drawdown (5Y)

Largest decline over 5 years

-60.28%

-41.15%

-19.13%

Max Drawdown (10Y)

Largest decline over 10 years

-60.28%

-48.30%

-11.98%

Current Drawdown

Current decline from peak

-49.28%

-20.66%

-28.62%

Average Drawdown

Average peak-to-trough decline

-43.60%

-7.98%

-35.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.34%

12.30%

+23.04%

Volatility

AXON vs. AVGO - Volatility Comparison

The current volatility for Axon Enterprise, Inc. (AXON) is 17.73%, while Broadcom Inc. (AVGO) has a volatility of 20.53%. This indicates that AXON experiences smaller price fluctuations and is considered to be less risky than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXONAVGODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.73%

20.53%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

44.20%

35.04%

+9.16%

Volatility (1Y)

Calculated over the trailing 1-year period

55.66%

45.57%

+10.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.94%

43.39%

+4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.18%

39.52%

+9.66%

Dividends

AXON vs. AVGO - Dividend Comparison

AXON has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 0.65%.


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%
AXON
Axon Enterprise, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

AXON vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between Axon Enterprise, Inc. and Broadcom 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


0.005.00B10.00B15.00B20.00B20222023202420252026
807.35M
22.19B
(AXON) Total Revenue
(AVGO) Total Revenue
Values in USD except per share items

AXON vs. AVGO - Profitability Comparison

The chart below illustrates the profitability comparison between Axon Enterprise, Inc. and Broadcom Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%65.0%70.0%20222023202420252026
59.1%
67.2%
Portfolio components
AXON - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Axon Enterprise, Inc. reported a gross profit of 477.29M and revenue of 807.35M. Therefore, the gross margin over that period was 59.1%.

AVGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported a gross profit of 14.92B and revenue of 22.19B. Therefore, the gross margin over that period was 67.2%.

AXON - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Axon Enterprise, Inc. reported an operating income of 29.24M and revenue of 807.35M, resulting in an operating margin of 3.6%.

AVGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported an operating income of 10.87B and revenue of 22.19B, resulting in an operating margin of 49.0%.

AXON - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Axon Enterprise, Inc. reported a net income of 169.31M and revenue of 807.35M, resulting in a net margin of 21.0%.

AVGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported a net income of 9.31B and revenue of 22.19B, resulting in a net margin of 42.0%.


Frequently Asked Questions


AXON and AVGO have a correlation of 0.25, 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 AXON (17.73%). In terms of maximum drawdown, AXON dropped -91.78% vs AVGO's -48.30%.

AVGO currently has the higher Sharpe Ratio (1.11 vs -0.78), 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.

Portfolio Optimizer

Find the right allocation for AXON and AVGO

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