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HBAR-USD vs. AVGO
Performance
Return for Risk
Drawdowns
Volatility

Performance

HBAR-USD vs. AVGO - Performance Comparison

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

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Returns By Period

In the year-to-date period, HBAR-USD achieves a -26.14% return, which is significantly lower than AVGO's 10.62% return.


HBAR-USD

1D
0.30%
1M
-17.44%
YTD
-26.14%
6M
-36.26%
1Y
-50.71%
3Y*
20.01%
5Y*
-16.92%
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)

HBAR-USD vs. AVGO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HBAR-USD
HederaHashgraph
-26.14%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%
AVGO
Broadcom Inc.
10.62%50.63%110.49%104.18%-13.27%56.48%44.88%11.60%

Correlation

The correlation between HBAR-USD and AVGO 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 (3Y)
Calculated over the trailing 3-year period

0.17

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

0.19

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.19

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Return for Risk

HBAR-USD vs. AVGO — Risk / Return Rank

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

HBAR-USD
HBAR-USD Risk / Return Rank: 6161
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5858
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6969
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.

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

This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-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.


HBAR-USDAVGODifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-2.49

Omega ratioGain probability vs. loss probability

0.93

1.22

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.69

1.77

-2.46

Martin ratioReturn relative to average drawdown

-0.98

4.11

-5.09

HBAR-USD vs. AVGO - Sharpe Ratio Comparison

The current HBAR-USD Sharpe Ratio is -0.65, which is lower than the AVGO Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of HBAR-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.


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Drawdowns

HBAR-USD vs. AVGO - Drawdown Comparison

The maximum HBAR-USD drawdown since its inception was -97.58%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and AVGO.


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Drawdown Indicators


HBAR-USDAVGODifference

Max Drawdown

Largest peak-to-trough decline

-97.58%

-48.30%

-49.28%

Max Drawdown (1Y)

Largest decline over 1 year

-73.39%

-28.67%

-44.72%

Max Drawdown (3Y)

Largest decline over 3 years

-79.29%

-41.15%

-38.14%

Max Drawdown (5Y)

Largest decline over 5 years

-92.79%

-41.15%

-51.64%

Max Drawdown (10Y)

Largest decline over 10 years

-48.30%

Current Drawdown

Current decline from peak

-84.50%

-20.66%

-63.84%

Average Drawdown

Average peak-to-trough decline

-74.51%

-7.98%

-66.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.80%

12.30%

+39.50%

Volatility

HBAR-USD vs. AVGO - Volatility Comparison

The current volatility for HederaHashgraph (HBAR-USD) is 16.33%, while Broadcom Inc. (AVGO) has a volatility of 20.53%. This indicates that HBAR-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


HBAR-USDAVGODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.33%

20.53%

-4.20%

Volatility (6M)

Calculated over the trailing 6-month period

43.30%

35.04%

+8.26%

Volatility (1Y)

Calculated over the trailing 1-year period

65.06%

45.57%

+19.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.17%

43.39%

+41.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.57%

39.52%

+69.05%

Frequently Asked Questions


HBAR-USD and AVGO 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.

AVGO has higher volatility (20.53%) compared to HBAR-USD (16.33%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs AVGO's -48.30%.

AVGO currently has the higher Sharpe Ratio (1.11 vs -0.65), 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 HBAR-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.

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