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BLDR vs. AVGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BLDR and AVGO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

BLDR vs. AVGO - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,283.12%
18,567.81%
BLDR
AVGO

Key characteristics

Sharpe Ratio

BLDR:

-0.26

AVGO:

1.75

Sortino Ratio

BLDR:

-0.08

AVGO:

2.63

Omega Ratio

BLDR:

0.99

AVGO:

1.33

Calmar Ratio

BLDR:

-0.30

AVGO:

3.71

Martin Ratio

BLDR:

-0.64

AVGO:

10.81

Ulcer Index

BLDR:

17.54%

AVGO:

8.66%

Daily Std Dev

BLDR:

42.85%

AVGO:

53.52%

Max Drawdown

BLDR:

-96.78%

AVGO:

-48.30%

Current Drawdown

BLDR:

-30.71%

AVGO:

-12.67%

Fundamentals

Market Cap

BLDR:

$18.43B

AVGO:

$1.12T

EPS

BLDR:

$10.23

AVGO:

$1.30

PE Ratio

BLDR:

15.65

AVGO:

184.79

PEG Ratio

BLDR:

0.81

AVGO:

0.72

Total Revenue (TTM)

BLDR:

$16.73B

AVGO:

$51.57B

Gross Profit (TTM)

BLDR:

$5.61B

AVGO:

$31.04B

EBITDA (TTM)

BLDR:

$2.35B

AVGO:

$21.22B

Returns By Period

In the year-to-date period, BLDR achieves a -12.37% return, which is significantly lower than AVGO's 97.69% return. Over the past 10 years, BLDR has underperformed AVGO with an annualized return of 36.14%, while AVGO has yielded a comparatively higher 39.53% annualized return.


BLDR

YTD

-12.37%

1M

-18.19%

6M

1.07%

1Y

-9.38%

5Y*

42.61%

10Y*

36.14%

AVGO

YTD

97.69%

1M

32.04%

6M

26.68%

1Y

98.73%

5Y*

51.19%

10Y*

39.53%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BLDR vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Builders FirstSource, Inc. (BLDR) 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.


Sharpe ratio
The chart of Sharpe ratio for BLDR, currently valued at -0.26, compared to the broader market-4.00-2.000.002.00-0.261.75
The chart of Sortino ratio for BLDR, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.082.63
The chart of Omega ratio for BLDR, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.33
The chart of Calmar ratio for BLDR, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.303.71
The chart of Martin ratio for BLDR, currently valued at -0.64, compared to the broader market0.0010.0020.00-0.6410.81
BLDR
AVGO

The current BLDR Sharpe Ratio is -0.26, which is lower than the AVGO Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of BLDR and AVGO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.26
1.75
BLDR
AVGO

Dividends

BLDR vs. AVGO - Dividend Comparison

BLDR has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 0.72%.


TTM20232022202120202019201820172016201520142013
BLDR
Builders FirstSource, 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%
AVGO
Broadcom Inc.
0.72%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%

Drawdowns

BLDR vs. AVGO - Drawdown Comparison

The maximum BLDR drawdown since its inception was -96.78%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for BLDR and AVGO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.71%
-12.67%
BLDR
AVGO

Volatility

BLDR vs. AVGO - Volatility Comparison

The current volatility for Builders FirstSource, Inc. (BLDR) is 11.15%, while Broadcom Inc. (AVGO) has a volatility of 27.83%. This indicates that BLDR 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
11.15%
27.83%
BLDR
AVGO

Financials

BLDR vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between Builders FirstSource, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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