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

Correlation

The correlation between NTRA and AVGO is 0.31, 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.


-0.50.00.51.00.3

Performance

NTRA vs. AVGO - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
582.50%
1,984.16%
NTRA
AVGO

Key characteristics

Sharpe Ratio

NTRA:

3.73

AVGO:

1.83

Sortino Ratio

NTRA:

4.35

AVGO:

2.71

Omega Ratio

NTRA:

1.56

AVGO:

1.34

Calmar Ratio

NTRA:

3.10

AVGO:

3.88

Martin Ratio

NTRA:

38.16

AVGO:

11.33

Ulcer Index

NTRA:

4.45%

AVGO:

8.65%

Daily Std Dev

NTRA:

45.50%

AVGO:

53.46%

Max Drawdown

NTRA:

-77.74%

AVGO:

-48.30%

Current Drawdown

NTRA:

-10.80%

AVGO:

-10.55%

Fundamentals

Market Cap

NTRA:

$22.21B

AVGO:

$1.12T

EPS

NTRA:

-$1.77

AVGO:

$1.30

PEG Ratio

NTRA:

0.00

AVGO:

0.72

Total Revenue (TTM)

NTRA:

$1.53B

AVGO:

$51.57B

Gross Profit (TTM)

NTRA:

$883.38M

AVGO:

$31.04B

EBITDA (TTM)

NTRA:

-$162.71M

AVGO:

$21.22B

Returns By Period

In the year-to-date period, NTRA achieves a 147.77% return, which is significantly higher than AVGO's 102.49% return.


NTRA

YTD

147.77%

1M

1.16%

6M

43.72%

1Y

161.85%

5Y*

33.32%

10Y*

N/A

AVGO

YTD

102.49%

1M

34.98%

6M

24.86%

1Y

98.34%

5Y*

51.97%

10Y*

40.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NTRA vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natera, Inc. (NTRA) 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 NTRA, currently valued at 3.73, compared to the broader market-4.00-2.000.002.003.731.83
The chart of Sortino ratio for NTRA, currently valued at 4.35, compared to the broader market-4.00-2.000.002.004.004.352.71
The chart of Omega ratio for NTRA, currently valued at 1.56, compared to the broader market0.501.001.502.001.561.34
The chart of Calmar ratio for NTRA, currently valued at 3.10, compared to the broader market0.002.004.006.003.103.88
The chart of Martin ratio for NTRA, currently valued at 38.16, compared to the broader market0.0010.0020.0038.1611.33
NTRA
AVGO

The current NTRA Sharpe Ratio is 3.73, which is higher than the AVGO Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of NTRA 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 Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
3.73
1.83
NTRA
AVGO

Dividends

NTRA vs. AVGO - Dividend Comparison

NTRA has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 0.71%.


TTM20232022202120202019201820172016201520142013
NTRA
Natera, 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.
0.71%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%

Drawdowns

NTRA vs. AVGO - Drawdown Comparison

The maximum NTRA drawdown since its inception was -77.74%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for NTRA and AVGO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.80%
-10.55%
NTRA
AVGO

Volatility

NTRA vs. AVGO - Volatility Comparison

The current volatility for Natera, Inc. (NTRA) is 12.70%, while Broadcom Inc. (AVGO) has a volatility of 27.61%. This indicates that NTRA 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.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.70%
27.61%
NTRA
AVGO

Financials

NTRA vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between Natera, 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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