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

Correlation

The correlation between LI and AVGO is 0.23, 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.


-0.50.00.51.00.2

Performance

LI vs. AVGO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
10.41%
48.30%
LI
AVGO

Key characteristics

Sharpe Ratio

LI:

-0.34

AVGO:

2.19

Sortino Ratio

LI:

-0.07

AVGO:

3.02

Omega Ratio

LI:

0.99

AVGO:

1.38

Calmar Ratio

LI:

-0.36

AVGO:

4.67

Martin Ratio

LI:

-0.49

AVGO:

13.36

Ulcer Index

LI:

45.94%

AVGO:

8.83%

Daily Std Dev

LI:

66.72%

AVGO:

53.96%

Max Drawdown

LI:

-69.02%

AVGO:

-48.30%

Current Drawdown

LI:

-51.58%

AVGO:

-4.77%

Fundamentals

Market Cap

LI:

$23.28B

AVGO:

$1.11T

EPS

LI:

$1.34

AVGO:

$1.33

PE Ratio

LI:

16.86

AVGO:

178.53

PEG Ratio

LI:

1.14

AVGO:

0.65

Total Revenue (TTM)

LI:

$100.19B

AVGO:

$51.57B

Gross Profit (TTM)

LI:

$20.69B

AVGO:

$31.04B

EBITDA (TTM)

LI:

$4.56B

AVGO:

$23.83B

Returns By Period

In the year-to-date period, LI achieves a -5.84% return, which is significantly lower than AVGO's 2.42% return.


LI

YTD

-5.84%

1M

-0.75%

6M

15.02%

1Y

-21.86%

5Y*

N/A

10Y*

N/A

AVGO

YTD

2.42%

1M

7.83%

6M

48.30%

1Y

98.68%

5Y*

54.55%

10Y*

40.05%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LI vs. AVGO — Risk-Adjusted Performance Rank

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

LI
The Risk-Adjusted Performance Rank of LI is 3030
Overall Rank
The Sharpe Ratio Rank of LI is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of LI is 3030
Sortino Ratio Rank
The Omega Ratio Rank of LI is 3131
Omega Ratio Rank
The Calmar Ratio Rank of LI is 2424
Calmar Ratio Rank
The Martin Ratio Rank of LI is 3737
Martin Ratio Rank

AVGO
The Risk-Adjusted Performance Rank of AVGO is 9393
Overall Rank
The Sharpe Ratio Rank of AVGO is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of AVGO is 9292
Sortino Ratio Rank
The Omega Ratio Rank of AVGO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of AVGO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of AVGO is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LI vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Li Auto Inc. (LI) 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 LI, currently valued at -0.34, compared to the broader market-2.000.002.004.00-0.342.19
The chart of Sortino ratio for LI, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.006.00-0.073.02
The chart of Omega ratio for LI, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.38
The chart of Calmar ratio for LI, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.364.67
The chart of Martin ratio for LI, currently valued at -0.49, compared to the broader market-10.000.0010.0020.0030.00-0.4913.36
LI
AVGO

The current LI Sharpe Ratio is -0.34, which is lower than the AVGO Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of LI 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.34
2.19
LI
AVGO

Dividends

LI vs. AVGO - Dividend Comparison

LI has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 0.91%.


TTM20242023202220212020201920182017201620152014
LI
Li Auto Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
0.91%0.94%1.71%3.02%2.24%3.05%3.54%4.48%1.87%1.43%1.13%1.22%

Drawdowns

LI vs. AVGO - Drawdown Comparison

The maximum LI drawdown since its inception was -69.02%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for LI and AVGO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-51.58%
-4.77%
LI
AVGO

Volatility

LI vs. AVGO - Volatility Comparison

The current volatility for Li Auto Inc. (LI) is 11.83%, while Broadcom Inc. (AVGO) has a volatility of 13.04%. This indicates that LI 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.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
11.83%
13.04%
LI
AVGO

Financials

LI vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between Li Auto 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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