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

Correlation

The correlation between PI and AVGO is 0.42, 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.


-0.50.00.51.00.4

Performance

PI vs. AVGO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-1.56%
46.80%
PI
AVGO

Key characteristics

Sharpe Ratio

PI:

1.21

AVGO:

2.03

Sortino Ratio

PI:

1.93

AVGO:

2.90

Omega Ratio

PI:

1.25

AVGO:

1.36

Calmar Ratio

PI:

1.58

AVGO:

4.31

Martin Ratio

PI:

5.39

AVGO:

12.51

Ulcer Index

PI:

12.74%

AVGO:

8.71%

Daily Std Dev

PI:

57.01%

AVGO:

53.79%

Max Drawdown

PI:

-81.35%

AVGO:

-48.30%

Current Drawdown

PI:

-38.75%

AVGO:

-6.81%

Fundamentals

Market Cap

PI:

$4.19B

AVGO:

$1.12T

EPS

PI:

$0.92

AVGO:

$1.30

PE Ratio

PI:

160.93

AVGO:

184.79

PEG Ratio

PI:

0.00

AVGO:

0.72

Total Revenue (TTM)

PI:

$345.17M

AVGO:

$51.57B

Gross Profit (TTM)

PI:

$176.01M

AVGO:

$31.04B

EBITDA (TTM)

PI:

$1.99M

AVGO:

$21.22B

Returns By Period

In the year-to-date period, PI achieves a 62.32% return, which is significantly lower than AVGO's 110.96% return.


PI

YTD

62.32%

1M

-23.50%

6M

-1.56%

1Y

66.05%

5Y*

40.19%

10Y*

N/A

AVGO

YTD

110.96%

1M

41.86%

6M

46.80%

1Y

109.88%

5Y*

53.03%

10Y*

40.57%

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Risk-Adjusted Performance

PI vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Impinj, Inc. (PI) 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 PI, currently valued at 1.21, compared to the broader market-4.00-2.000.002.001.212.03
The chart of Sortino ratio for PI, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.932.90
The chart of Omega ratio for PI, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.36
The chart of Calmar ratio for PI, currently valued at 1.58, compared to the broader market0.002.004.006.001.584.31
The chart of Martin ratio for PI, currently valued at 5.39, compared to the broader market-5.000.005.0010.0015.0020.0025.005.3912.51
PI
AVGO

The current PI Sharpe Ratio is 1.21, which is lower than the AVGO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of PI 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 Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.21
2.03
PI
AVGO

Dividends

PI vs. AVGO - Dividend Comparison

PI has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 0.93%.


TTM20232022202120202019201820172016201520142013
PI
Impinj, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
0.93%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%

Drawdowns

PI vs. AVGO - Drawdown Comparison

The maximum PI drawdown since its inception was -81.35%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for PI and AVGO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.75%
-6.81%
PI
AVGO

Volatility

PI vs. AVGO - Volatility Comparison

The current volatility for Impinj, Inc. (PI) is 13.95%, while Broadcom Inc. (AVGO) has a volatility of 27.95%. This indicates that PI 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%JulyAugustSeptemberOctoberNovemberDecember
13.95%
27.95%
PI
AVGO

Financials

PI vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between Impinj, 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
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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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