MRVL vs. AVGO
Compare and contrast key facts about Marvell Technology Group Ltd. (MRVL) and Broadcom Inc. (AVGO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRVL or AVGO.
Performance
MRVL vs. AVGO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with MRVL having a 49.53% return and AVGO slightly lower at 47.82%. Over the past 10 years, MRVL has underperformed AVGO with an annualized return of 21.77%, while AVGO has yielded a comparatively higher 37.17% annualized return.
MRVL
49.53%
9.81%
22.16%
64.92%
28.92%
21.77%
AVGO
47.82%
-9.30%
18.02%
68.94%
43.33%
37.17%
Fundamentals
| MRVL | AVGO | |
|---|---|---|
| Market Cap | $77.84B | $762.47B |
| EPS | -$1.11 | $1.24 |
| PEG Ratio | 1.52 | 1.16 |
| Total Revenue (TTM) | $3.86B | $37.52B |
| Gross Profit (TTM) | $1.78B | $21.28B |
| EBITDA (TTM) | $768.10M | $16.59B |
Key characteristics
| MRVL | AVGO | |
|---|---|---|
| Sharpe Ratio | 1.21 | 1.45 |
| Sortino Ratio | 1.77 | 2.11 |
| Omega Ratio | 1.22 | 1.27 |
| Calmar Ratio | 1.35 | 2.63 |
| Martin Ratio | 4.08 | 7.93 |
| Ulcer Index | 14.70% | 8.38% |
| Daily Std Dev | 49.53% | 45.89% |
| Max Drawdown | -96.23% | -48.30% |
| Current Drawdown | -4.34% | -12.21% |
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Correlation
The correlation between MRVL and AVGO is 0.56, 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.
Risk-Adjusted Performance
MRVL vs. AVGO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Marvell Technology Group Ltd. (MRVL) 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.
Dividends
MRVL vs. AVGO - Dividend Comparison
MRVL's dividend yield for the trailing twelve months is around 0.27%, less than AVGO's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRVL Marvell Technology Group Ltd. | 0.27% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% | 1.66% | 1.67% |
AVGO Broadcom Inc. | 1.29% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
Drawdowns
MRVL vs. AVGO - Drawdown Comparison
The maximum MRVL drawdown since its inception was -96.23%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for MRVL and AVGO. For additional features, visit the drawdowns tool.
Volatility
MRVL vs. AVGO - Volatility Comparison
Marvell Technology Group Ltd. (MRVL) has a higher volatility of 11.27% compared to Broadcom Inc. (AVGO) at 10.14%. This indicates that MRVL'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.
Financials
MRVL vs. AVGO - Financials Comparison
This section allows you to compare key financial metrics between Marvell Technology Group Ltd. 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.
Total Revenue: Total amount of money received from sales and other business activities