PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QRVO vs. AVGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.6

Performance

QRVO vs. AVGO - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
-30.86%
51.80%
QRVO
AVGO

Key characteristics

Sharpe Ratio

QRVO:

-0.33

AVGO:

2.19

Sortino Ratio

QRVO:

-0.13

AVGO:

3.02

Omega Ratio

QRVO:

0.98

AVGO:

1.38

Calmar Ratio

QRVO:

-0.19

AVGO:

4.67

Martin Ratio

QRVO:

-0.65

AVGO:

13.36

Ulcer Index

QRVO:

24.11%

AVGO:

8.83%

Daily Std Dev

QRVO:

47.24%

AVGO:

53.96%

Max Drawdown

QRVO:

-99.18%

AVGO:

-48.30%

Current Drawdown

QRVO:

-75.94%

AVGO:

-4.77%

Fundamentals

Market Cap

QRVO:

$7.96B

AVGO:

$1.11T

EPS

QRVO:

-$1.66

AVGO:

$1.33

PEG Ratio

QRVO:

0.47

AVGO:

0.65

Total Revenue (TTM)

QRVO:

$2.87B

AVGO:

$51.57B

Gross Profit (TTM)

QRVO:

$1.19B

AVGO:

$31.04B

EBITDA (TTM)

QRVO:

$317.88M

AVGO:

$23.83B

Returns By Period

In the year-to-date period, QRVO achieves a 20.42% return, which is significantly higher than AVGO's 2.42% return. Over the past 10 years, QRVO has underperformed AVGO with an annualized return of 2.17%, while AVGO has yielded a comparatively higher 40.27% annualized return.


QRVO

YTD

20.42%

1M

22.93%

6M

-30.86%

1Y

-18.86%

5Y*

-6.01%

10Y*

2.17%

AVGO

YTD

2.42%

1M

6.46%

6M

51.80%

1Y

110.36%

5Y*

54.85%

10Y*

40.27%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

QRVO vs. AVGO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QRVO
The Risk-Adjusted Performance Rank of QRVO is 3030
Overall Rank
The Sharpe Ratio Rank of QRVO is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of QRVO is 2828
Sortino Ratio Rank
The Omega Ratio Rank of QRVO is 2727
Omega Ratio Rank
The Calmar Ratio Rank of QRVO is 3535
Calmar Ratio Rank
The Martin Ratio Rank of QRVO is 3333
Martin Ratio Rank

AVGO
The Risk-Adjusted Performance Rank of AVGO is 9494
Overall Rank
The Sharpe Ratio Rank of AVGO is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of AVGO is 9292
Sortino Ratio Rank
The Omega Ratio Rank of AVGO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of AVGO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of AVGO is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for QRVO, currently valued at -0.33, compared to the broader market-2.000.002.004.00-0.332.19
The chart of Sortino ratio for QRVO, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.00-0.133.02
The chart of Omega ratio for QRVO, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.38
The chart of Calmar ratio for QRVO, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.234.67
The chart of Martin ratio for QRVO, currently valued at -0.65, compared to the broader market-10.000.0010.0020.0030.00-0.6513.36
QRVO
AVGO

The current QRVO Sharpe Ratio is -0.33, which is lower than the AVGO Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of QRVO 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.33
2.19
QRVO
AVGO

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 0.91%.


TTM20242023202220212020201920182017201620152014
QRVO
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%
AVGO
Broadcom Inc.
0.91%0.94%1.71%3.02%2.24%3.05%3.54%4.48%1.87%1.43%1.13%1.22%

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-57.80%
-4.77%
QRVO
AVGO

Volatility

QRVO vs. AVGO - Volatility Comparison

Qorvo, Inc. (QRVO) has a higher volatility of 15.03% compared to Broadcom Inc. (AVGO) at 13.04%. 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.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
15.03%
13.04%
QRVO
AVGO

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab