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

Correlation

The correlation between ICFI and AVGO is 0.26, 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

ICFI vs. AVGO - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
388.89%
18,779.01%
ICFI
AVGO

Key characteristics

Sharpe Ratio

ICFI:

-0.36

AVGO:

1.89

Sortino Ratio

ICFI:

-0.31

AVGO:

2.76

Omega Ratio

ICFI:

0.96

AVGO:

1.35

Calmar Ratio

ICFI:

-0.32

AVGO:

4.00

Martin Ratio

ICFI:

-1.03

AVGO:

11.61

Ulcer Index

ICFI:

9.88%

AVGO:

8.70%

Daily Std Dev

ICFI:

28.55%

AVGO:

53.45%

Max Drawdown

ICFI:

-56.24%

AVGO:

-48.30%

Current Drawdown

ICFI:

-32.04%

AVGO:

-11.68%

Fundamentals

Market Cap

ICFI:

$2.37B

AVGO:

$1.12T

EPS

ICFI:

$5.69

AVGO:

$1.30

PE Ratio

ICFI:

22.21

AVGO:

184.79

PEG Ratio

ICFI:

1.88

AVGO:

0.72

Total Revenue (TTM)

ICFI:

$2.00B

AVGO:

$51.57B

Gross Profit (TTM)

ICFI:

$705.63M

AVGO:

$31.04B

EBITDA (TTM)

ICFI:

$224.90M

AVGO:

$21.22B

Returns By Period

In the year-to-date period, ICFI achieves a -10.53% return, which is significantly lower than AVGO's 99.92% return. Over the past 10 years, ICFI has underperformed AVGO with an annualized return of 11.62%, while AVGO has yielded a comparatively higher 39.77% annualized return.


ICFI

YTD

-10.53%

1M

-12.33%

6M

-14.73%

1Y

-9.71%

5Y*

5.75%

10Y*

11.62%

AVGO

YTD

99.92%

1M

35.25%

6M

33.98%

1Y

97.97%

5Y*

51.49%

10Y*

39.77%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ICFI vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ICF International, Inc. (ICFI) 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 ICFI, currently valued at -0.36, compared to the broader market-4.00-2.000.002.00-0.361.89
The chart of Sortino ratio for ICFI, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.00-0.312.76
The chart of Omega ratio for ICFI, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.35
The chart of Calmar ratio for ICFI, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.324.00
The chart of Martin ratio for ICFI, currently valued at -1.03, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.0311.61
ICFI
AVGO

The current ICFI Sharpe Ratio is -0.36, which is lower than the AVGO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of ICFI 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.36
1.89
ICFI
AVGO

Dividends

ICFI vs. AVGO - Dividend Comparison

ICFI's dividend yield for the trailing twelve months is around 0.47%, less than AVGO's 0.72% yield.


TTM20232022202120202019201820172016201520142013
ICFI
ICF International, Inc.
0.47%0.42%0.57%0.55%0.75%0.61%0.86%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
0.72%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%

Drawdowns

ICFI vs. AVGO - Drawdown Comparison

The maximum ICFI drawdown since its inception was -56.24%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for ICFI and AVGO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.04%
-11.68%
ICFI
AVGO

Volatility

ICFI vs. AVGO - Volatility Comparison

The current volatility for ICF International, Inc. (ICFI) is 6.70%, while Broadcom Inc. (AVGO) has a volatility of 27.70%. This indicates that ICFI 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
6.70%
27.70%
ICFI
AVGO

Financials

ICFI vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between ICF International, Inc. 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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