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

Key characteristics


NVDAAVGO
YTD Return167.92%68.38%
1Y Return189.73%119.96%
3Y Return (Ann)85.76%59.61%
5Y Return (Ann)96.07%50.54%
10Y Return (Ann)78.76%42.27%
Sharpe Ratio3.712.64
Sortino Ratio3.783.15
Omega Ratio1.481.41
Calmar Ratio7.144.78
Martin Ratio21.7414.70
Ulcer Index8.88%8.21%
Daily Std Dev52.02%45.68%
Max Drawdown-89.73%-48.30%
Current Drawdown-2.15%0.00%

Fundamentals


NVDAAVGO
Market Cap$3.25T$844.11B
EPS$2.14$1.24
PE Ratio61.99145.75
PEG Ratio1.061.23
Total Revenue (TTM)$96.31B$46.82B
Gross Profit (TTM)$73.17B$27.69B
EBITDA (TTM)$62.97B$23.05B

Correlation

-0.50.00.51.00.6

The correlation between NVDA 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.

Performance

NVDA vs. AVGO - Performance Comparison

In the year-to-date period, NVDA achieves a 167.92% return, which is significantly higher than AVGO's 68.38% return. Over the past 10 years, NVDA has outperformed AVGO with an annualized return of 78.76%, while AVGO has yielded a comparatively lower 42.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%MayJuneJulyAugustSeptemberOctober
46.41%
35.38%
NVDA
AVGO

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Risk-Adjusted Performance

NVDA vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) 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.


NVDA
Sharpe ratio
The chart of Sharpe ratio for NVDA, currently valued at 3.71, compared to the broader market-4.00-2.000.002.003.71
Sortino ratio
The chart of Sortino ratio for NVDA, currently valued at 3.78, compared to the broader market-4.00-2.000.002.004.003.78
Omega ratio
The chart of Omega ratio for NVDA, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for NVDA, currently valued at 7.14, compared to the broader market0.002.004.006.007.14
Martin ratio
The chart of Martin ratio for NVDA, currently valued at 21.74, compared to the broader market-30.00-20.00-10.000.0010.0020.0021.74
AVGO
Sharpe ratio
The chart of Sharpe ratio for AVGO, currently valued at 2.64, compared to the broader market-4.00-2.000.002.002.64
Sortino ratio
The chart of Sortino ratio for AVGO, currently valued at 3.15, compared to the broader market-4.00-2.000.002.004.003.15
Omega ratio
The chart of Omega ratio for AVGO, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for AVGO, currently valued at 4.78, compared to the broader market0.002.004.006.004.78
Martin ratio
The chart of Martin ratio for AVGO, currently valued at 14.70, compared to the broader market-30.00-20.00-10.000.0010.0020.0014.70

NVDA vs. AVGO - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 3.71, which is higher than the AVGO Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of NVDA and AVGO, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00MayJuneJulyAugustSeptemberOctober
3.71
2.64
NVDA
AVGO

Dividends

NVDA vs. AVGO - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.02%, less than AVGO's 1.13% yield.


TTM20232022202120202019201820172016201520142013
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
AVGO
Broadcom Inc.
1.13%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%

Drawdowns

NVDA vs. AVGO - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.73%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for NVDA and AVGO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.15%
0
NVDA
AVGO

Volatility

NVDA vs. AVGO - Volatility Comparison

NVIDIA Corporation (NVDA) has a higher volatility of 12.42% compared to Broadcom Inc. (AVGO) at 11.01%. This indicates that NVDA'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.


10.00%15.00%20.00%25.00%MayJuneJulyAugustSeptemberOctober
12.42%
11.01%
NVDA
AVGO

Financials

NVDA vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between NVIDIA Corporation 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