STEP vs. AVGO
Compare and contrast key facts about StepStone Group Inc. (STEP) and Broadcom Inc. (AVGO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STEP or AVGO.
Key characteristics
| STEP | AVGO | |
|---|---|---|
| YTD Return | 109.20% | 54.28% |
| 1Y Return | 148.60% | 77.37% |
| 3Y Return (Ann) | 9.12% | 48.03% |
| Sharpe Ratio | 4.12 | 1.70 |
| Sortino Ratio | 4.95 | 2.35 |
| Omega Ratio | 1.60 | 1.30 |
| Calmar Ratio | 2.83 | 3.08 |
| Martin Ratio | 43.93 | 9.38 |
| Ulcer Index | 3.31% | 8.30% |
| Daily Std Dev | 35.35% | 45.83% |
| Max Drawdown | -60.21% | -48.30% |
| Current Drawdown | -5.71% | -8.37% |
Fundamentals
| STEP | AVGO | |
|---|---|---|
| Market Cap | $8.06B | $823.05B |
| EPS | $0.61 | $1.23 |
| PE Ratio | 111.52 | 143.27 |
| Total Revenue (TTM) | $802.40M | $37.52B |
| Gross Profit (TTM) | $651.83M | $21.28B |
| EBITDA (TTM) | $214.08M | $17.73B |
Correlation
The correlation between STEP and AVGO is 0.39, 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.
Performance
STEP vs. AVGO - Performance Comparison
In the year-to-date period, STEP achieves a 109.20% return, which is significantly higher than AVGO's 54.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
STEP vs. AVGO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for StepStone Group Inc. (STEP) 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
STEP vs. AVGO - Dividend Comparison
STEP's dividend yield for the trailing twelve months is around 1.56%, more than AVGO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STEP StepStone Group Inc. | 1.56% | 3.36% | 2.98% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.24% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
Drawdowns
STEP vs. AVGO - Drawdown Comparison
The maximum STEP drawdown since its inception was -60.21%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for STEP and AVGO. For additional features, visit the drawdowns tool.
Volatility
STEP vs. AVGO - Volatility Comparison
StepStone Group Inc. (STEP) has a higher volatility of 14.43% compared to Broadcom Inc. (AVGO) at 10.07%. This indicates that STEP'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
STEP vs. AVGO - Financials Comparison
This section allows you to compare key financial metrics between StepStone Group 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