BLDR vs. AVGO
Compare and contrast key facts about Builders FirstSource, Inc. (BLDR) and Broadcom Inc. (AVGO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BLDR or AVGO.
Key characteristics
BLDR | AVGO | |
---|---|---|
YTD Return | 25.60% | 18.64% |
1Y Return | 142.97% | 115.27% |
3Y Return (Ann) | 65.18% | 43.70% |
5Y Return (Ann) | 73.72% | 38.91% |
10Y Return (Ann) | 38.63% | 38.99% |
Sharpe Ratio | 3.50 | 3.27 |
Daily Std Dev | 41.54% | 35.06% |
Max Drawdown | -96.78% | -48.30% |
Current Drawdown | -0.68% | -5.88% |
Fundamentals
BLDR | AVGO | |
---|---|---|
Market Cap | $25.67B | $627.23B |
EPS | $11.94 | $26.93 |
PE Ratio | 17.63 | 50.26 |
PEG Ratio | 0.81 | 1.57 |
Revenue (TTM) | $17.10B | $38.86B |
Gross Profit (TTM) | $7.74B | $24.95B |
EBITDA (TTM) | $2.73B | $20.40B |
Correlation
The correlation between BLDR and AVGO is 0.35, 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.
Performance
BLDR vs. AVGO - Performance Comparison
In the year-to-date period, BLDR achieves a 25.60% return, which is significantly higher than AVGO's 18.64% return. Both investments have delivered pretty close results over the past 10 years, with BLDR having a 38.63% annualized return and AVGO not far ahead at 38.99%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Builders FirstSource, Inc. | 3.50 | ||||
Broadcom Inc. | 3.27 |
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 1.49%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Broadcom Inc. | 1.49% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.94% | 1.52% | 1.23% | 1.34% | 1.87% |
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%. The drawdown chart below compares losses from any high point along the way for BLDR and AVGO
Volatility
BLDR vs. AVGO - Volatility Comparison
The current volatility for Builders FirstSource, Inc. (BLDR) is 8.80%, while Broadcom Inc. (AVGO) has a volatility of 14.55%. 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.