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

Key characteristics


BLDRAVGO
YTD Return25.60%18.64%
1Y Return142.97%115.27%
3Y Return (Ann)65.18%43.70%
5Y Return (Ann)73.72%38.91%
10Y Return (Ann)38.63%38.99%
Sharpe Ratio3.503.27
Daily Std Dev41.54%35.06%
Max Drawdown-96.78%-48.30%
Current Drawdown-0.68%-5.88%

Fundamentals


BLDRAVGO
Market Cap$25.67B$627.23B
EPS$11.94$26.93
PE Ratio17.6350.26
PEG Ratio0.811.57
Revenue (TTM)$17.10B$38.86B
Gross Profit (TTM)$7.74B$24.95B
EBITDA (TTM)$2.73B$20.40B

Correlation

0.35
-1.001.00

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.


2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%OctoberNovemberDecember2024FebruaryMarch
3,315.76%
11,201.72%
BLDR
AVGO

Compare stocks, funds, or ETFs


Builders FirstSource, Inc.

Broadcom Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BLDR
Builders FirstSource, Inc.
3.50
AVGO
Broadcom Inc.
3.27

BLDR vs. AVGO - Sharpe Ratio Comparison

The current BLDR Sharpe Ratio is 3.50, which roughly equals the AVGO Sharpe Ratio of 3.27. The chart below compares the 12-month rolling Sharpe Ratio of BLDR and AVGO.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00OctoberNovemberDecember2024FebruaryMarch
3.50
3.27
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 1.49%.


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.
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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.68%
-5.88%
BLDR
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.


6.00%8.00%10.00%12.00%14.00%16.00%OctoberNovemberDecember2024FebruaryMarch
8.80%
14.55%
BLDR
AVGO