MTPLF vs. AVGO

Last updated Apr 1, 2026

Compare and contrast key facts about Metaplanet Inc (MTPLF) and Broadcom Inc. (AVGO).

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.

MTPLF vs. AVGO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MTPLF Metaplanet Inc	-24.80%	8.70%	43.75%
AVGO Broadcom Inc.	-10.38%	50.63%	41.04%

Returns By Period

In the year-to-date period, MTPLF achieves a -24.80% return, which is significantly lower than AVGO's -10.38% return.

MTPLF

• 1D: 1.08%
• 1M: -5.53%
• YTD: -24.80%
• 6M: -52.49%
• 1Y: -34.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVGO

• 1D: 5.49%
• 1M: -2.94%
• YTD: -10.38%
• 6M: -5.81%
• 1Y: 86.36%
• 3Y*: 71.23%
• 5Y*: 48.36%
• 10Y*: 38.12%

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

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: 40
MTPLF Sharpe Ratio Rank: 33
MTPLF Sortino Ratio Rank: 54
MTPLF Omega Ratio Rank: 50
MTPLF Calmar Ratio Rank: 29
MTPLF Martin Ratio Rank: 34

AVGO

AVGO Risk / Return Rank: 86
AVGO Sharpe Ratio Rank: 89
AVGO Sortino Ratio Rank: 87
AVGO Omega Ratio Rank: 85
AVGO Calmar Ratio Rank: 86
AVGO Martin Ratio Rank: 84

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	-0.21	1.80	-2.00
Sortino ratio Return per unit of downside risk	0.89	2.52	-1.63
Omega ratio Gain probability vs. loss probability	1.10	1.33	-0.23
Calmar ratio Return relative to maximum drawdown	-0.42	2.95	-3.37
Martin ratio Return relative to average drawdown	-0.56	7.31	-7.87
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 -0.21, which is lower than the AVGO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of MTPLF 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.

Sharpe Ratios by Period

	MTPLF	AVGO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.21	1.80	-2.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.15	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.98	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	1.06	-1.04

Correlation

The correlation between MTPLF and AVGO is 0.26, 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.

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 0.80%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
AVGO Broadcom Inc.	0.80%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%

Drawdowns

MTPLF vs. AVGO - Drawdown Comparison

The maximum MTPLF drawdown since its inception was -95.35%, 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	-95.35%	-48.30%	-47.05%
Max Drawdown (1Y) Largest decline over 1 year	-88.14%	-28.67%	-59.47%
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	-87.75%	-24.75%	-63.00%
Average Drawdown Average peak-to-trough decline	-52.76%	-8.00%	-44.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	66.10%	11.56%	+54.54%

Volatility

MTPLF vs. AVGO - Volatility Comparison

Metaplanet Inc (MTPLF) has a higher volatility of 19.41% compared to Broadcom Inc. (AVGO) at 12.64%. 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	19.41%	12.64%	+6.77%
Volatility (6M) Calculated over the trailing 6-month period	72.84%	32.48%	+40.36%
Volatility (1Y) Calculated over the trailing 1-year period	166.66%	48.26%	+118.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1,069.19%	42.34%	+1,026.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1,069.19%	38.91%	+1,030.28%

Financials