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

Correlation

The correlation between MANH and AVGO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

MANH vs. AVGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manhattan Associates, Inc. (MANH) 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%JulyAugustSeptemberOctoberNovemberDecember
16.28%
47.86%
MANH
AVGO

Key characteristics

Sharpe Ratio

MANH:

0.85

AVGO:

2.03

Sortino Ratio

MANH:

1.35

AVGO:

2.90

Omega Ratio

MANH:

1.18

AVGO:

1.36

Calmar Ratio

MANH:

1.19

AVGO:

4.31

Martin Ratio

MANH:

2.87

AVGO:

12.51

Ulcer Index

MANH:

9.35%

AVGO:

8.71%

Daily Std Dev

MANH:

31.72%

AVGO:

53.79%

Max Drawdown

MANH:

-87.04%

AVGO:

-48.30%

Current Drawdown

MANH:

-9.99%

AVGO:

-6.81%

Fundamentals

Market Cap

MANH:

$18.02B

AVGO:

$1.12T

EPS

MANH:

$3.52

AVGO:

$1.30

PE Ratio

MANH:

83.82

AVGO:

184.79

PEG Ratio

MANH:

2.31

AVGO:

0.72

Total Revenue (TTM)

MANH:

$1.02B

AVGO:

$51.57B

Gross Profit (TTM)

MANH:

$557.10M

AVGO:

$31.04B

EBITDA (TTM)

MANH:

$265.95M

AVGO:

$21.22B

Returns By Period

In the year-to-date period, MANH achieves a 29.49% return, which is significantly lower than AVGO's 110.96% return. Over the past 10 years, MANH has underperformed AVGO with an annualized return of 21.21%, while AVGO has yielded a comparatively higher 40.57% annualized return.


MANH

YTD

29.49%

1M

-0.56%

6M

15.47%

1Y

26.62%

5Y*

28.55%

10Y*

21.21%

AVGO

YTD

110.96%

1M

41.86%

6M

46.80%

1Y

109.88%

5Y*

53.03%

10Y*

40.57%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MANH vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Manhattan Associates, Inc. (MANH) 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 MANH, currently valued at 0.85, compared to the broader market-4.00-2.000.002.000.852.03
The chart of Sortino ratio for MANH, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.001.352.90
The chart of Omega ratio for MANH, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.36
The chart of Calmar ratio for MANH, currently valued at 1.19, compared to the broader market0.002.004.006.001.194.31
The chart of Martin ratio for MANH, currently valued at 2.87, compared to the broader market-5.000.005.0010.0015.0020.0025.002.8712.51
MANH
AVGO

The current MANH Sharpe Ratio is 0.85, which is lower than the AVGO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of MANH 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.85
2.03
MANH
AVGO

Dividends

MANH vs. AVGO - Dividend Comparison

MANH has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 0.93%.


TTM20232022202120202019201820172016201520142013
MANH
Manhattan Associates, 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.
0.93%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%

Drawdowns

MANH vs. AVGO - Drawdown Comparison

The maximum MANH drawdown since its inception was -87.04%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for MANH and AVGO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.99%
-6.81%
MANH
AVGO

Volatility

MANH vs. AVGO - Volatility Comparison

The current volatility for Manhattan Associates, Inc. (MANH) is 9.97%, while Broadcom Inc. (AVGO) has a volatility of 27.95%. This indicates that MANH 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
9.97%
27.95%
MANH
AVGO

Financials

MANH vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between Manhattan Associates, 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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