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

Performance

OGS vs. AVGO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.57%
17.33%
OGS
AVGO

Returns By Period

In the year-to-date period, OGS achieves a 23.50% return, which is significantly lower than AVGO's 49.26% return. Over the past 10 years, OGS has underperformed AVGO with an annualized return of 9.96%, while AVGO has yielded a comparatively higher 37.38% annualized return.


OGS

YTD

23.50%

1M

2.05%

6M

20.57%

1Y

27.59%

5Y (annualized)

0.35%

10Y (annualized)

9.96%

AVGO

YTD

49.26%

1M

-8.37%

6M

18.91%

1Y

71.19%

5Y (annualized)

43.36%

10Y (annualized)

37.38%

Fundamentals


OGSAVGO
Market Cap$4.27B$823.05B
EPS$3.83$1.23
PE Ratio19.66143.27
PEG Ratio4.191.26
Total Revenue (TTM)$607.37M$37.52B
Gross Profit (TTM)-$1.38B$21.28B
EBITDA (TTM)$120.86M$17.73B

Key characteristics


OGSAVGO
Sharpe Ratio1.241.56
Sortino Ratio1.842.22
Omega Ratio1.221.28
Calmar Ratio0.822.84
Martin Ratio6.688.60
Ulcer Index4.13%8.33%
Daily Std Dev22.33%45.96%
Max Drawdown-33.50%-48.30%
Current Drawdown-9.20%-11.35%

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Correlation

-0.50.00.51.00.1

The correlation between OGS and AVGO is 0.14, 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.

Risk-Adjusted Performance

OGS vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ONE Gas, Inc. (OGS) 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 OGS, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.241.55
The chart of Sortino ratio for OGS, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.001.842.21
The chart of Omega ratio for OGS, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.28
The chart of Calmar ratio for OGS, currently valued at 0.82, compared to the broader market0.002.004.006.000.822.82
The chart of Martin ratio for OGS, currently valued at 6.68, compared to the broader market0.0010.0020.0030.006.688.49
OGS
AVGO

The current OGS Sharpe Ratio is 1.24, which is comparable to the AVGO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of OGS 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.24
1.55
OGS
AVGO

Dividends

OGS vs. AVGO - Dividend Comparison

OGS's dividend yield for the trailing twelve months is around 3.46%, more than AVGO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
OGS
ONE Gas, Inc.
3.46%4.08%3.28%2.99%2.81%2.14%2.31%2.29%2.19%2.39%2.04%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

OGS vs. AVGO - Drawdown Comparison

The maximum OGS drawdown since its inception was -33.50%, smaller than the maximum AVGO drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for OGS and AVGO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.20%
-11.35%
OGS
AVGO

Volatility

OGS vs. AVGO - Volatility Comparison

The current volatility for ONE Gas, Inc. (OGS) is 7.37%, while Broadcom Inc. (AVGO) has a volatility of 10.07%. This indicates that OGS 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.37%
10.07%
OGS
AVGO

Financials

OGS vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between ONE Gas, 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