NXPI vs. AVGO
Compare and contrast key facts about NXP Semiconductors N.V. (NXPI) and Broadcom Inc. (AVGO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NXPI or AVGO.
Performance
NXPI vs. AVGO - Performance Comparison
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
-4.33%
-6.74%
-18.28%
9.93%
14.92%
12.36%
AVGO
49.26%
-8.37%
18.91%
71.19%
43.36%
37.38%
Fundamentals
NXPI | AVGO | |
---|---|---|
Market Cap | $57.13B | $823.05B |
EPS | $10.47 | $1.23 |
PE Ratio | 21.47 | 143.27 |
PEG Ratio | 1.69 | 1.26 |
Total Revenue (TTM) | $12.92B | $37.52B |
Gross Profit (TTM) | $7.23B | $21.28B |
EBITDA (TTM) | $4.37B | $17.73B |
Key characteristics
NXPI | AVGO | |
---|---|---|
Sharpe Ratio | 0.28 | 1.56 |
Sortino Ratio | 0.61 | 2.22 |
Omega Ratio | 1.08 | 1.28 |
Calmar Ratio | 0.40 | 2.84 |
Martin Ratio | 0.90 | 8.60 |
Ulcer Index | 11.09% | 8.33% |
Daily Std Dev | 35.21% | 45.96% |
Max Drawdown | -59.98% | -48.30% |
Current Drawdown | -25.03% | -11.35% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities