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

Performance

NXPI vs. AVGO - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%JuneJulyAugustSeptemberOctoberNovember
1,604.59%
9,995.54%
NXPI
AVGO

Returns By Period

In the year-to-date period, NXPI achieves a -4.33% return, which is significantly lower than AVGO's 49.26% return. Over the past 10 years, NXPI has underperformed AVGO with an annualized return of 12.36%, while AVGO has yielded a comparatively higher 37.38% annualized return.


NXPI

YTD

-4.33%

1M

-6.74%

6M

-18.28%

1Y

9.93%

5Y (annualized)

14.92%

10Y (annualized)

12.36%

AVGO

YTD

49.26%

1M

-8.37%

6M

18.91%

1Y

71.19%

5Y (annualized)

43.36%

10Y (annualized)

37.38%

Fundamentals


NXPIAVGO
Market Cap$57.13B$823.05B
EPS$10.47$1.23
PE Ratio21.47143.27
PEG Ratio1.691.26
Total Revenue (TTM)$12.92B$37.52B
Gross Profit (TTM)$7.23B$21.28B
EBITDA (TTM)$4.37B$17.73B

Key characteristics


NXPIAVGO
Sharpe Ratio0.281.56
Sortino Ratio0.612.22
Omega Ratio1.081.28
Calmar Ratio0.402.84
Martin Ratio0.908.60
Ulcer Index11.09%8.33%
Daily Std Dev35.21%45.96%
Max Drawdown-59.98%-48.30%
Current Drawdown-25.03%-11.35%

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Correlation

-0.50.00.51.00.6

The correlation between NXPI and AVGO is 0.60, 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.

Risk-Adjusted Performance

NXPI vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NXP Semiconductors N.V. (NXPI) 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 NXPI, currently valued at 0.28, compared to the broader market-4.00-2.000.002.000.281.56
The chart of Sortino ratio for NXPI, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.612.22
The chart of Omega ratio for NXPI, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.28
The chart of Calmar ratio for NXPI, currently valued at 0.40, compared to the broader market0.002.004.006.000.402.84
The chart of Martin ratio for NXPI, currently valued at 0.90, compared to the broader market0.0010.0020.0030.000.908.60
NXPI
AVGO

The current NXPI Sharpe Ratio is 0.28, which is lower than the AVGO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of NXPI 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.28
1.56
NXPI
AVGO

Dividends

NXPI vs. AVGO - Dividend Comparison

NXPI's dividend yield for the trailing twelve months is around 1.87%, more than AVGO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
NXPI
NXP Semiconductors N.V.
1.87%1.77%2.14%0.99%0.94%0.98%0.68%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
1.28%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%

Drawdowns

NXPI vs. AVGO - Drawdown Comparison

The maximum NXPI drawdown since its inception was -59.98%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for NXPI and AVGO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-25.03%
-11.35%
NXPI
AVGO

Volatility

NXPI vs. AVGO - Volatility Comparison

NXP Semiconductors N.V. (NXPI) has a higher volatility of 11.43% compared to Broadcom Inc. (AVGO) at 10.08%. This indicates that NXPI'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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.43%
10.08%
NXPI
AVGO

Financials

NXPI vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between NXP Semiconductors N.V. 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