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

Key characteristics


LPXAVGO
YTD Return60.74%59.57%
1Y Return96.47%88.96%
3Y Return (Ann)20.35%50.01%
5Y Return (Ann)33.17%46.11%
10Y Return (Ann)24.13%38.43%
Sharpe Ratio2.661.90
Sortino Ratio4.152.53
Omega Ratio1.491.32
Calmar Ratio3.713.44
Martin Ratio17.1110.50
Ulcer Index5.56%8.27%
Daily Std Dev35.80%45.83%
Max Drawdown-96.41%-48.30%
Current Drawdown0.00%-5.23%

Fundamentals


LPXAVGO
Market Cap$7.92B$823.05B
EPS$5.81$1.23
PE Ratio19.41143.27
PEG Ratio0.831.26
Total Revenue (TTM)$2.92B$37.52B
Gross Profit (TTM)$828.00M$21.28B
EBITDA (TTM)$656.00M$17.73B

Correlation

-0.50.00.51.00.3

The correlation between LPX and AVGO is 0.34, 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.

Performance

LPX vs. AVGO - Performance Comparison

The year-to-date returns for both stocks are quite close, with LPX having a 60.74% return and AVGO slightly lower at 59.57%. Over the past 10 years, LPX has underperformed AVGO with an annualized return of 24.13%, while AVGO has yielded a comparatively higher 38.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
26.51%
28.52%
LPX
AVGO

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Risk-Adjusted Performance

LPX vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Louisiana-Pacific Corporation (LPX) 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.


LPX
Sharpe ratio
The chart of Sharpe ratio for LPX, currently valued at 2.66, compared to the broader market-4.00-2.000.002.004.002.66
Sortino ratio
The chart of Sortino ratio for LPX, currently valued at 4.15, compared to the broader market-4.00-2.000.002.004.006.004.15
Omega ratio
The chart of Omega ratio for LPX, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for LPX, currently valued at 3.71, compared to the broader market0.002.004.006.003.71
Martin ratio
The chart of Martin ratio for LPX, currently valued at 17.11, compared to the broader market0.0010.0020.0030.0017.11
AVGO
Sharpe ratio
The chart of Sharpe ratio for AVGO, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.90
Sortino ratio
The chart of Sortino ratio for AVGO, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for AVGO, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for AVGO, currently valued at 3.44, compared to the broader market0.002.004.006.003.44
Martin ratio
The chart of Martin ratio for AVGO, currently valued at 10.50, compared to the broader market0.0010.0020.0030.0010.50

LPX vs. AVGO - Sharpe Ratio Comparison

The current LPX Sharpe Ratio is 2.66, which is higher than the AVGO Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of LPX 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.66
1.90
LPX
AVGO

Dividends

LPX vs. AVGO - Dividend Comparison

LPX's dividend yield for the trailing twelve months is around 0.69%, less than AVGO's 1.19% yield.


TTM20232022202120202019201820172016201520142013
LPX
Louisiana-Pacific Corporation
0.69%1.36%1.49%0.87%1.56%1.82%2.34%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
1.19%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%

Drawdowns

LPX vs. AVGO - Drawdown Comparison

The maximum LPX drawdown since its inception was -96.41%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for LPX and AVGO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-5.23%
LPX
AVGO

Volatility

LPX vs. AVGO - Volatility Comparison

Louisiana-Pacific Corporation (LPX) has a higher volatility of 11.08% compared to Broadcom Inc. (AVGO) at 10.43%. This indicates that LPX's price experiences larger fluctuations and is considered to be riskier 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%JuneJulyAugustSeptemberOctoberNovember
11.08%
10.43%
LPX
AVGO

Financials

LPX vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between Louisiana-Pacific Corporation 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