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

Correlation

The correlation between NVDA and AVGO is 0.55, 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.


-0.50.00.51.00.6

Performance

NVDA vs. AVGO - Performance Comparison

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

10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%JulyAugustSeptemberOctoberNovemberDecember
45,448.54%
20,626.17%
NVDA
AVGO

Key characteristics

Sharpe Ratio

NVDA:

3.38

AVGO:

2.18

Sortino Ratio

NVDA:

3.60

AVGO:

3.03

Omega Ratio

NVDA:

1.45

AVGO:

1.38

Calmar Ratio

NVDA:

6.56

AVGO:

4.66

Martin Ratio

NVDA:

20.19

AVGO:

13.52

Ulcer Index

NVDA:

8.78%

AVGO:

8.70%

Daily Std Dev

NVDA:

52.43%

AVGO:

53.81%

Max Drawdown

NVDA:

-89.73%

AVGO:

-48.30%

Current Drawdown

NVDA:

-7.97%

AVGO:

-3.04%

Fundamentals

Market Cap

NVDA:

$3.36T

AVGO:

$1.13T

EPS

NVDA:

$2.53

AVGO:

$1.30

PE Ratio

NVDA:

54.15

AVGO:

185.96

PEG Ratio

NVDA:

0.98

AVGO:

0.70

Total Revenue (TTM)

NVDA:

$113.27B

AVGO:

$51.57B

Gross Profit (TTM)

NVDA:

$85.93B

AVGO:

$31.04B

EBITDA (TTM)

NVDA:

$74.87B

AVGO:

$23.83B

Returns By Period

In the year-to-date period, NVDA achieves a 176.72% return, which is significantly higher than AVGO's 119.49% return. Over the past 10 years, NVDA has outperformed AVGO with an annualized return of 75.89%, while AVGO has yielded a comparatively lower 41.07% annualized return.


NVDA

YTD

176.72%

1M

1.24%

6M

10.92%

1Y

176.72%

5Y*

87.78%

10Y*

75.89%

AVGO

YTD

119.49%

1M

51.81%

6M

51.47%

1Y

118.29%

5Y*

54.59%

10Y*

41.07%

*Annualized

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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.


Sharpe ratio
The chart of Sharpe ratio for NVDA, currently valued at 3.38, compared to the broader market-4.00-2.000.002.003.382.18
The chart of Sortino ratio for NVDA, currently valued at 3.60, compared to the broader market-4.00-2.000.002.004.003.603.03
The chart of Omega ratio for NVDA, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.38
The chart of Calmar ratio for NVDA, currently valued at 6.56, compared to the broader market0.002.004.006.006.564.66
The chart of Martin ratio for NVDA, currently valued at 20.19, compared to the broader market0.005.0010.0015.0020.0025.0020.1913.52
NVDA
AVGO

The current NVDA Sharpe Ratio is 3.38, which is higher than the AVGO Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of NVDA 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.38
2.18
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 0.90% yield.


TTM20232022202120202019201820172016201520142013
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
AVGO
Broadcom Inc.
0.90%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%JulyAugustSeptemberOctoberNovemberDecember
-7.97%
-3.04%
NVDA
AVGO

Volatility

NVDA vs. AVGO - Volatility Comparison

The current volatility for NVIDIA Corporation (NVDA) is 9.60%, while Broadcom Inc. (AVGO) has a volatility of 28.04%. This indicates that NVDA 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%30.00%JulyAugustSeptemberOctoberNovemberDecember
9.60%
28.04%
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
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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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