MTPLF vs. AVGO

Last updated Jun 4, 2026

MTPLF (Metaplanet Inc) and AVGO (Broadcom Inc.) are both stocks. MTPLF operates in Restaurants (Consumer Cyclical), while AVGO operates in Semiconductors (Technology). Over the past year, MTPLF returned -84.05% vs 88.09% for AVGO. At a 0.24 correlation, their price movements are largely independent.

Performance

MTPLF vs. AVGO - Performance Comparison

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

Returns By Period

In the year-to-date period, MTPLF achieves a -38.00% return, which is significantly lower than AVGO's 38.76% return.

MTPLF

• 1D: -3.12%
• 1M: -28.57%
• YTD: -38.00%
• 6M: -38.00%
• 1Y: -84.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVGO

• 1D: -0.49%
• 1M: 15.06%
• YTD: 38.76%
• 6M: 26.42%
• 1Y: 88.09%
• 3Y*: 83.13%
• 5Y*: 61.98%
• 10Y*: 43.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MTPLF vs. AVGO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MTPLF Metaplanet Inc	-38.00%	8.70%	43.75%
AVGO Broadcom Inc.	38.76%	50.63%	41.04%

Correlation

The correlation between MTPLF and AVGO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (All Time) Calculated using the full available price history since Nov 26, 2024	0.24

Return for Risk

MTPLF vs. AVGO — Risk / Return Rank

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

MTPLF

MTPLF Risk / Return Rank: 6
MTPLF Sharpe Ratio Rank: 7
MTPLF Sortino Ratio Rank: 1
MTPLF Omega Ratio Rank: 4
MTPLF Calmar Ratio Rank: 3
MTPLF Martin Ratio Rank: 15

AVGO

AVGO Risk / Return Rank: 84
AVGO Sharpe Ratio Rank: 88
AVGO Sortino Ratio Rank: 85
AVGO Omega Ratio Rank: 83
AVGO Calmar Ratio Rank: 82
AVGO Martin Ratio Rank: 81

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MTPLF vs. AVGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Metaplanet Inc (MTPLF) 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.

	MTPLF	AVGO	Difference
Sharpe ratio Return per unit of total volatility	-0.88	2.07	-2.95
Sortino ratio Return per unit of downside risk	-2.19	2.74	-4.93
Omega ratio Gain probability vs. loss probability	0.78	1.34	-0.57
Calmar ratio Return relative to maximum drawdown	-0.95	3.09	-4.04
Martin ratio Return relative to average drawdown	-1.18	7.42	-8.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MTPLF vs. AVGO - Sharpe Ratio Comparison

The current MTPLF Sharpe Ratio is -0.88, which is lower than the AVGO Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of MTPLF and AVGO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MTPLF	AVGO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.88	2.07	-2.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.46	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	1.14	-1.15

Drawdowns

MTPLF vs. AVGO - Drawdown Comparison

The maximum MTPLF drawdown since its inception was -89.90%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for MTPLF and AVGO.

Drawdown Indicators

	MTPLF	AVGO	Difference
Max Drawdown Largest peak-to-trough decline	-89.90%	-48.30%	-41.60%
Max Drawdown (1Y) Largest decline over 1 year	-88.21%	-28.67%	-59.54%
Max Drawdown (3Y) Largest decline over 3 years	—	-41.15%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-48.30%	—
Current Drawdown Current decline from peak	-89.90%	-0.49%	-89.41%
Average Drawdown Average peak-to-trough decline	-56.35%	-7.97%	-48.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	71.32%	11.91%	+59.41%

Volatility

MTPLF vs. AVGO - Volatility Comparison

Metaplanet Inc (MTPLF) has a higher volatility of 14.43% compared to Broadcom Inc. (AVGO) at 11.91%. This indicates that MTPLF'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.

Volatility by Period

	MTPLF	AVGO	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.43%	11.91%	+2.52%
Volatility (6M) Calculated over the trailing 6-month period	65.15%	30.70%	+34.45%
Volatility (1Y) Calculated over the trailing 1-year period	96.87%	42.95%	+53.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	156.55%	42.78%	+113.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	156.55%	39.18%	+117.37%

Dividends

MTPLF vs. AVGO - Dividend Comparison

MTPLF has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 0.52%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVGO Broadcom Inc.	0.52%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
MTPLF Metaplanet 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%

Financials

Frequently Asked Questions

Can I hold both MTPLF and AVGO in my portfolio?

MTPLF and AVGO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MTPLF or AVGO?

MTPLF has higher volatility (14.43%) compared to AVGO (11.91%). In terms of maximum drawdown, MTPLF dropped -89.90% vs AVGO's -48.30%.

Which has better risk-adjusted returns?

AVGO currently has the higher Sharpe Ratio (2.07 vs -0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.