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DXPE vs. AVGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXPE vs. AVGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DXP Enterprises, Inc. (DXPE) and Defiance Daily Target 2X Long AVGO ETF (AVGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DXPE achieves a 41.39% return, which is significantly lower than AVGX's 69.89% return.


DXPE

1D
1.24%
1M
-9.83%
YTD
41.39%
6M
56.75%
1Y
90.70%
3Y*
66.30%
5Y*
37.42%
10Y*
27.62%

AVGX

1D
-0.83%
1M
29.49%
YTD
69.89%
6M
35.83%
1Y
156.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXPE vs. AVGX - Yearly Performance Comparison


2026 (YTD)20252024
DXPE
DXP Enterprises, Inc.
41.39%32.89%64.71%
AVGX
Defiance Daily Target 2X Long AVGO ETF
69.89%46.98%69.92%

Correlation

The correlation between DXPE and AVGX 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 (All Time)
Calculated using the full available price history since Aug 23, 2024

0.32

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Return for Risk

DXPE vs. AVGX — Risk / Return Rank

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

DXPE
DXPE Risk / Return Rank: 8080
Overall Rank
DXPE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DXPE Sortino Ratio Rank: 7676
Sortino Ratio Rank
DXPE Omega Ratio Rank: 7979
Omega Ratio Rank
DXPE Calmar Ratio Rank: 8080
Calmar Ratio Rank
DXPE Martin Ratio Rank: 8282
Martin Ratio Rank

AVGX
AVGX Risk / Return Rank: 5050
Overall Rank
AVGX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AVGX Sortino Ratio Rank: 5050
Sortino Ratio Rank
AVGX Omega Ratio Rank: 4848
Omega Ratio Rank
AVGX Calmar Ratio Rank: 5959
Calmar Ratio Rank
AVGX Martin Ratio Rank: 4040
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.

DXPE vs. AVGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DXP Enterprises, Inc. (DXPE) and Defiance Daily Target 2X Long AVGO ETF (AVGX). 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.


DXPEAVGXDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.30

1.31

0.00

Calmar ratioReturn relative to maximum drawdown

2.76

2.91

-0.14

Martin ratioReturn relative to average drawdown

7.72

6.49

+1.23

DXPE vs. AVGX - Sharpe Ratio Comparison

The current DXPE Sharpe Ratio is 1.77, which is comparable to the AVGX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of DXPE and AVGX, 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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Sharpe Ratios by Period


DXPEAVGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.83

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

1.21

-1.05

Drawdowns

DXPE vs. AVGX - Drawdown Comparison

The maximum DXPE drawdown since its inception was -95.45%, which is greater than AVGX's maximum drawdown of -70.97%. Use the drawdown chart below to compare losses from any high point for DXPE and AVGX.


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Drawdown Indicators


DXPEAVGXDifference

Max Drawdown

Largest peak-to-trough decline

-95.45%

-70.97%

-24.48%

Max Drawdown (1Y)

Largest decline over 1 year

-32.99%

-54.09%

+21.10%

Max Drawdown (3Y)

Largest decline over 3 years

-32.99%

Max Drawdown (5Y)

Largest decline over 5 years

-37.98%

Max Drawdown (10Y)

Largest decline over 10 years

-77.28%

Current Drawdown

Current decline from peak

-14.48%

-0.83%

-13.65%

Average Drawdown

Average peak-to-trough decline

-54.54%

-22.71%

-31.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.79%

24.20%

-12.41%

Volatility

DXPE vs. AVGX - Volatility Comparison

DXP Enterprises, Inc. (DXPE) and Defiance Daily Target 2X Long AVGO ETF (AVGX) have volatilities of 24.05% and 23.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXPEAVGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.05%

23.50%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

35.50%

61.90%

-26.40%

Volatility (1Y)

Calculated over the trailing 1-year period

51.45%

85.97%

-34.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.35%

104.65%

-59.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.10%

104.65%

-48.55%

Dividends

DXPE vs. AVGX - Dividend Comparison

DXPE has not paid dividends to shareholders, while AVGX's dividend yield for the trailing twelve months is around 0.97%.


PositionTTM20252024
AVGX
Defiance Daily Target 2X Long AVGO ETF
0.97%1.65%0.81%
DXPE
DXP Enterprises, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


DXPE and AVGX 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.

DXPE has higher volatility (24.05%) compared to AVGX (23.50%). In terms of maximum drawdown, DXPE dropped -95.45% vs AVGX's -70.97%.

AVGX currently has the higher Sharpe Ratio (1.83 vs 1.77), 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.

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