QRVO vs. AVGO
Compare and contrast key facts about Qorvo, Inc. (QRVO) and Broadcom Inc. (AVGO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QRVO or AVGO.
Performance
QRVO vs. AVGO - Performance Comparison
Returns By Period
In the year-to-date period, QRVO achieves a -41.11% return, which is significantly lower than AVGO's 50.01% return. Over the past 10 years, QRVO has underperformed AVGO with an annualized return of 1.54%, while AVGO has yielded a comparatively higher 37.41% annualized return.
QRVO
-41.11%
-36.54%
-32.79%
-29.51%
-8.25%
1.54%
AVGO
50.01%
-7.90%
17.92%
72.05%
44.06%
37.41%
Fundamentals
QRVO | AVGO | |
---|---|---|
Market Cap | $6.36B | $769.90B |
EPS | -$1.45 | $1.24 |
PEG Ratio | 0.47 | 1.16 |
Total Revenue (TTM) | $3.95B | $37.52B |
Gross Profit (TTM) | $1.58B | $21.28B |
EBITDA (TTM) | $363.98M | $16.59B |
Key characteristics
QRVO | AVGO | |
---|---|---|
Sharpe Ratio | -0.65 | 1.64 |
Sortino Ratio | -0.61 | 2.30 |
Omega Ratio | 0.90 | 1.29 |
Calmar Ratio | -0.36 | 2.98 |
Martin Ratio | -1.81 | 9.01 |
Ulcer Index | 16.17% | 8.36% |
Daily Std Dev | 45.34% | 45.99% |
Max Drawdown | -99.18% | -48.30% |
Current Drawdown | -81.05% | -10.91% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between QRVO and AVGO is 0.59, 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
QRVO vs. AVGO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Qorvo, Inc. (QRVO) 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
QRVO vs. AVGO - Dividend Comparison
QRVO has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 1.27%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Qorvo, 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% |
Broadcom Inc. | 1.27% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
Drawdowns
QRVO vs. AVGO - Drawdown Comparison
The maximum QRVO drawdown since its inception was -99.18%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for QRVO and AVGO. For additional features, visit the drawdowns tool.
Volatility
QRVO vs. AVGO - Volatility Comparison
Qorvo, Inc. (QRVO) has a higher volatility of 31.83% compared to Broadcom Inc. (AVGO) at 10.11%. This indicates that QRVO'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
QRVO vs. AVGO - Financials Comparison
This section allows you to compare key financial metrics between Qorvo, 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.
Total Revenue: Total amount of money received from sales and other business activities