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FTI vs. AVGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FTI and AVGO is 0.30, 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.


-0.50.00.51.00.3

Performance

FTI vs. AVGO - Performance Comparison

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

-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
17.18%
29.76%
FTI
AVGO

Key characteristics

Sharpe Ratio

FTI:

1.41

AVGO:

1.83

Sortino Ratio

FTI:

1.92

AVGO:

2.71

Omega Ratio

FTI:

1.25

AVGO:

1.34

Calmar Ratio

FTI:

0.44

AVGO:

3.88

Martin Ratio

FTI:

6.28

AVGO:

11.33

Ulcer Index

FTI:

7.08%

AVGO:

8.65%

Daily Std Dev

FTI:

31.50%

AVGO:

53.46%

Max Drawdown

FTI:

-100.00%

AVGO:

-48.30%

Current Drawdown

FTI:

-100.00%

AVGO:

-10.55%

Fundamentals

Market Cap

FTI:

$12.75B

AVGO:

$1.12T

EPS

FTI:

$1.51

AVGO:

$1.30

PE Ratio

FTI:

19.84

AVGO:

184.79

PEG Ratio

FTI:

0.29

AVGO:

0.72

Total Revenue (TTM)

FTI:

$8.78B

AVGO:

$51.57B

Gross Profit (TTM)

FTI:

$1.67B

AVGO:

$31.04B

EBITDA (TTM)

FTI:

$1.28B

AVGO:

$21.22B

Returns By Period

In the year-to-date period, FTI achieves a 44.33% return, which is significantly lower than AVGO's 102.49% return. Over the past 10 years, FTI has underperformed AVGO with an annualized return of -1.17%, while AVGO has yielded a comparatively higher 40.04% annualized return.


FTI

YTD

44.33%

1M

1.37%

6M

17.51%

1Y

42.84%

5Y*

14.40%

10Y*

-1.17%

AVGO

YTD

102.49%

1M

34.98%

6M

24.86%

1Y

98.34%

5Y*

51.97%

10Y*

40.04%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FTI vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TechnipFMC plc (FTI) 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
The chart of Sharpe ratio for FTI, currently valued at 1.41, compared to the broader market-4.00-2.000.002.001.411.83
The chart of Sortino ratio for FTI, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.922.71
The chart of Omega ratio for FTI, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.34
The chart of Calmar ratio for FTI, currently valued at 0.78, compared to the broader market0.002.004.006.000.783.88
The chart of Martin ratio for FTI, currently valued at 6.28, compared to the broader market0.0010.0020.006.2811.33
FTI
AVGO

The current FTI Sharpe Ratio is 1.41, which is comparable to the AVGO Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FTI and AVGO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.41
1.83
FTI
AVGO

Dividends

FTI vs. AVGO - Dividend Comparison

FTI's dividend yield for the trailing twelve months is around 0.69%, less than AVGO's 0.71% yield.


TTM20232022202120202019201820172016201520142013
FTI
TechnipFMC plc
0.69%0.50%0.00%0.00%1.38%2.43%2.66%2.01%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
0.71%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%

Drawdowns

FTI vs. AVGO - Drawdown Comparison

The maximum FTI drawdown since its inception was -100.00%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for FTI and AVGO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.55%
-10.55%
FTI
AVGO

Volatility

FTI vs. AVGO - Volatility Comparison

The current volatility for TechnipFMC plc (FTI) is 8.98%, while Broadcom Inc. (AVGO) has a volatility of 27.61%. This indicates that FTI 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
8.98%
27.61%
FTI
AVGO

Financials

FTI vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between TechnipFMC plc and Broadcom Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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