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

Correlation

The correlation between TXN and AVGO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

TXN vs. AVGO - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
893.14%
16,080.77%
TXN
AVGO

Key characteristics

Sharpe Ratio

TXN:

0.05

AVGO:

0.88

Sortino Ratio

TXN:

0.35

AVGO:

1.62

Omega Ratio

TXN:

1.05

AVGO:

1.21

Calmar Ratio

TXN:

0.06

AVGO:

1.35

Martin Ratio

TXN:

0.17

AVGO:

3.89

Ulcer Index

TXN:

11.79%

AVGO:

14.28%

Daily Std Dev

TXN:

38.10%

AVGO:

63.17%

Max Drawdown

TXN:

-85.81%

AVGO:

-48.30%

Current Drawdown

TXN:

-25.86%

AVGO:

-24.31%

Fundamentals

Market Cap

TXN:

$138.44B

AVGO:

$884.67B

EPS

TXN:

$5.39

AVGO:

$2.16

PE Ratio

TXN:

28.23

AVGO:

87.11

PEG Ratio

TXN:

1.52

AVGO:

0.47

PS Ratio

TXN:

8.85

AVGO:

16.22

PB Ratio

TXN:

7.90

AVGO:

11.92

Total Revenue (TTM)

TXN:

$11.98B

AVGO:

$54.53B

Gross Profit (TTM)

TXN:

$7.00B

AVGO:

$34.51B

EBITDA (TTM)

TXN:

$5.77B

AVGO:

$25.47B

Returns By Period

In the year-to-date period, TXN achieves a -12.90% return, which is significantly higher than AVGO's -18.60% return. Over the past 10 years, TXN has underperformed AVGO with an annualized return of 14.40%, while AVGO has yielded a comparatively higher 35.20% annualized return.


TXN

YTD

-12.90%

1M

-11.87%

6M

-20.43%

1Y

-4.66%

5Y*

10.38%

10Y*

14.40%

AVGO

YTD

-18.60%

1M

-0.06%

6M

10.43%

1Y

51.53%

5Y*

52.04%

10Y*

35.20%

*Annualized

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Risk-Adjusted Performance

TXN vs. AVGO — Risk-Adjusted Performance Rank

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

TXN
The Risk-Adjusted Performance Rank of TXN is 5252
Overall Rank
The Sharpe Ratio Rank of TXN is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of TXN is 4848
Sortino Ratio Rank
The Omega Ratio Rank of TXN is 4848
Omega Ratio Rank
The Calmar Ratio Rank of TXN is 5555
Calmar Ratio Rank
The Martin Ratio Rank of TXN is 5454
Martin Ratio Rank

AVGO
The Risk-Adjusted Performance Rank of AVGO is 8383
Overall Rank
The Sharpe Ratio Rank of AVGO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of AVGO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of AVGO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of AVGO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of AVGO is 8383
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.

TXN vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Instruments Incorporated (TXN) 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.


The chart of Sharpe ratio for TXN, currently valued at 0.05, compared to the broader market-2.00-1.000.001.002.003.00
TXN: 0.05
AVGO: 0.88
The chart of Sortino ratio for TXN, currently valued at 0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
TXN: 0.35
AVGO: 1.62
The chart of Omega ratio for TXN, currently valued at 1.05, compared to the broader market0.501.001.502.00
TXN: 1.05
AVGO: 1.21
The chart of Calmar ratio for TXN, currently valued at 0.06, compared to the broader market0.001.002.003.004.005.00
TXN: 0.06
AVGO: 1.35
The chart of Martin ratio for TXN, currently valued at 0.17, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TXN: 0.17
AVGO: 3.89

The current TXN Sharpe Ratio is 0.05, which is lower than the AVGO Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of TXN 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.05
0.88
TXN
AVGO

Dividends

TXN vs. AVGO - Dividend Comparison

TXN's dividend yield for the trailing twelve months is around 3.28%, more than AVGO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
TXN
Texas Instruments Incorporated
3.28%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%
AVGO
Broadcom Inc.
1.19%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%

Drawdowns

TXN vs. AVGO - Drawdown Comparison

The maximum TXN drawdown since its inception was -85.81%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for TXN and AVGO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.86%
-24.31%
TXN
AVGO

Volatility

TXN vs. AVGO - Volatility Comparison

The current volatility for Texas Instruments Incorporated (TXN) is 24.37%, while Broadcom Inc. (AVGO) has a volatility of 26.82%. This indicates that TXN 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%25.00%30.00%NovemberDecember2025FebruaryMarchApril
24.37%
26.82%
TXN
AVGO

Financials

TXN vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between Texas Instruments Incorporated 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