PortfoliosLab logoPortfoliosLab logo
BNB-USD vs. AVGO
Performance
Return for Risk
Drawdowns
Volatility

Performance

BNB-USD vs. AVGO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BNB-USD achieves a -29.49% return, which is significantly lower than AVGO's 10.62% return.


BNB-USD

1D
0.91%
1M
-10.19%
YTD
-29.49%
6M
-32.13%
1Y
-7.11%
3Y*
36.86%
5Y*
10.55%
10Y*

AVGO

1D
-0.91%
1M
-13.12%
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)

BNB-USD vs. AVGO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNB-USD
BNB
-29.49%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%320.60%
AVGO
Broadcom Inc.
10.62%50.63%110.49%104.18%-13.27%56.48%44.88%29.05%2.18%-5.06%

Correlation

The correlation between BNB-USD and AVGO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.17

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

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.14

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

BNB-USD vs. AVGO — Risk / Return Rank

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

BNB-USD
BNB-USD Risk / Return Rank: 8484
Overall Rank
BNB-USD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8282
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8787
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8787
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.

BNB-USD vs. AVGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-USD) 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.


BNB-USDAVGODifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.02

1.22

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.13

1.77

-1.89

Martin ratioReturn relative to average drawdown

-0.20

4.11

-4.31

BNB-USD vs. AVGO - Sharpe Ratio Comparison

The current BNB-USD Sharpe Ratio is -0.13, which is lower than the AVGO Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of BNB-USD 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.


Loading charts...

Drawdowns

BNB-USD vs. AVGO - Drawdown Comparison

The maximum BNB-USD drawdown since its inception was -79.74%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for BNB-USD and AVGO.


Loading charts...

Drawdown Indicators


BNB-USDAVGODifference

Max Drawdown

Largest peak-to-trough decline

-79.74%

-48.30%

-31.44%

Max Drawdown (1Y)

Largest decline over 1 year

-56.24%

-28.67%

-27.57%

Max Drawdown (3Y)

Largest decline over 3 years

-56.24%

-41.15%

-15.09%

Max Drawdown (5Y)

Largest decline over 5 years

-69.89%

-41.15%

-28.74%

Max Drawdown (10Y)

Largest decline over 10 years

-48.30%

Current Drawdown

Current decline from peak

-53.42%

-20.66%

-32.76%

Average Drawdown

Average peak-to-trough decline

-38.71%

-7.98%

-30.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.27%

12.30%

+29.97%

Volatility

BNB-USD vs. AVGO - Volatility Comparison

The current volatility for BNB (BNB-USD) is 17.28%, while Broadcom Inc. (AVGO) has a volatility of 20.53%. This indicates that BNB-USD 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.


Loading charts...

Volatility by Period


BNB-USDAVGODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.28%

20.53%

-3.25%

Volatility (6M)

Calculated over the trailing 6-month period

34.73%

35.04%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

44.38%

45.57%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.42%

43.39%

+7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.06%

39.52%

+40.54%

Frequently Asked Questions


BNB-USD and AVGO have a correlation of 0.22, 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 BNB-USD (17.28%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs AVGO's -48.30%.

AVGO currently has the higher Sharpe Ratio (1.11 vs -0.13), 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 BNB-USD and AVGO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer