ETH-USD vs. AVGO
ETH-USD (Ethereum) is a cryptocurrency, while AVGO (Broadcom Inc.) is a stock. Over the past 10 years, ETH-USD returned 59.97%/yr vs 40.58%/yr for AVGO. At a 0.14 correlation, their price movements are largely independent.
Performance
ETH-USD vs. AVGO - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -46.29% return, which is significantly lower than AVGO's 11.68% return. Over the past 10 years, ETH-USD has outperformed AVGO with an annualized return of 59.97%, while AVGO has yielded a comparatively lower 40.58% annualized return.
ETH-USD
- 1D
- -9.90%
- 1M
- -32.21%
- YTD
- -46.29%
- 6M
- -47.28%
- 1Y
- -34.03%
- 3Y*
- -5.45%
- 5Y*
- -10.08%
- 10Y*
- 59.97%
AVGO
- 1D
- -7.92%
- 1M
- -9.33%
- YTD
- 11.68%
- 6M
- -0.76%
- 1Y
- 49.60%
- 3Y*
- 71.92%
- 5Y*
- 55.10%
- 10Y*
- 40.58%
ETH-USD vs. AVGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -46.29% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
AVGO Broadcom Inc. | 11.68% | 50.63% | 110.49% | 104.18% | -13.27% | 56.48% | 44.88% | 29.05% | 2.18% | 48.19% |
Correlation
The correlation between ETH-USD and AVGO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.14 |
The correlation between ETH-USD and AVGO shifts across timeframes, from 0.14 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ETH-USD vs. AVGO — Risk / Return Rank
ETH-USD
AVGO
ETH-USD vs. AVGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-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.
| ETH-USD | AVGO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.22 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 1.74 | -2.25 |
| Martin ratioReturn relative to average drawdown | -0.89 | 4.15 | -5.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETH-USD | AVGO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 1.10 | -1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 1.28 | -1.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 1.03 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 1.08 | -0.34 |
Drawdowns
ETH-USD vs. AVGO - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for ETH-USD and AVGO.
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Drawdown Indicators
| ETH-USD | AVGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -48.30% | -45.71% |
Max Drawdown (1Y)Largest decline over 1 year | -67.02% | -28.67% | -38.35% |
Max Drawdown (3Y)Largest decline over 3 years | -67.02% | -41.15% | -25.87% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -41.15% | -38.20% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -48.30% | -45.71% |
Current DrawdownCurrent decline from peak | -67.02% | -19.90% | -47.12% |
Average DrawdownAverage peak-to-trough decline | -50.88% | -7.97% | -42.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.01% | 12.00% | +32.01% |
Volatility
ETH-USD vs. AVGO - Volatility Comparison
The current volatility for Ethereum (ETH-USD) is 14.30%, while Broadcom Inc. (AVGO) has a volatility of 20.03%. This indicates that ETH-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.
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Volatility by Period
| ETH-USD | AVGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.30% | 20.03% | -5.73% |
Volatility (6M)Calculated over the trailing 6-month period | 46.06% | 34.58% | +11.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.49% | 45.45% | +11.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.61% | 43.29% | +16.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.01% | 39.46% | +38.55% |
Frequently Asked Questions
ETH-USD and AVGO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVGO has higher volatility (20.03%) compared to ETH-USD (14.30%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs AVGO's -48.30%.
AVGO currently has the higher Sharpe Ratio (1.10 vs -0.50), 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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