Broadcom Inc.

10-Year Study

1YD.XETRA · Technology · DE · Common Stock

Executive Summary: Broadcom Inc. has compounded at 40.0% annually over the last 10 years, with a maximum drawdown of 33.2% and an annualized volatility of 43.8%.

1Y CAGR
+67.9%
3Y CAGR
+69.4%
5Y CAGR
+58.4%
10Y CAGR
+40.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
33.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +126.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.3-4.7-2.529.0————————13.6%
2025-4.5-11.6-20.810.426.611.311.0-3.110.214.98.0-13.632.1%
20247.59.52.61.8-2.123.2-2.2-0.86.60.8-1.248.5126.7%
20234.12.96.2-4.034.06.02.53.4-6.01.06.220.8100.5%
2022-14.03.310.0-6.1-0.6-12.611.4-4.7-5.62.56.02.9-10.7%
20216.74.61.9-3.61.64.31.83.70.76.99.621.575.4%
20201.8-15.1-7.611.72.78.9-2.37.29.4-3.08.77.029.0%
20197.31.211.46.2-18.910.25.2-3.2-2.45.310.2-1.330.7%
2018-9.53.2-6.3-2.015.7-2.8-8.6-3.412.5-9.410.34.60.1%
20177.08.5-0.40.93.8-3.22.5-0.0-2.39.02.7-4.325.5%
2016———-9.111.3-1.86.87.3-1.7-0.86.86.025.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 43.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 44.2% of variance. Idiosyncratic stock-specific factors contribute 20.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019085.877236517803
2016-05-0110116.000302828927
2016-06-019938.929499743437
2016-07-0110612.050908907378
2016-08-0111383.507600164872
2016-09-0111193.314210247394
2016-10-0111106.25089376593
2016-11-0111857.687228190009
2016-12-0112571.26994675258
2017-01-0113449.221477300449
2017-02-0114596.858991074956
2017-03-0114533.349035573989
2017-04-0114657.761253038803
2017-05-0115207.816351079671
2017-06-0114716.139940611882
2017-07-0115088.619520689104
2017-08-0115083.992967639364
2017-09-0114736.160297445302
2017-10-0116062.971592964275
2017-11-0116491.642762809242
2017-12-0115779.74242717385
2018-01-0114282.50574113174
2018-02-0114741.375684519553
2018-03-0113812.868547009984
2018-04-0113530.985287561301
2018-05-0115649.778346049343
2018-06-0115216.90121888643
2018-07-0113908.932612151852
2018-08-0113431.304099126002
2018-09-0115107.041613741703
2018-10-0113693.58759747306
2018-11-0115107.041613741703
2018-12-0115794.967992664813
2019-01-0116953.37275717326
2019-02-0117162.156478436056
2019-03-0119112.543005913576
2019-04-0120301.987735428458
2019-05-0116472.043001707618
2019-06-0118144.920465347117
2019-07-0119095.21446176364
2019-08-0118477.3593317575
2019-09-0118032.957881543418
2019-10-0118997.636251987315
2019-11-0120926.992992875108
2019-12-0120647.885665256268
2020-01-0121019.944649601694
2020-02-0117854.036457238028
2020-03-0116501.737060372314
2020-04-0118429.15906089385
2020-05-0118933.285105022755
2020-06-0120617.182176835267
2020-07-0120141.74076161475
2020-08-0121594.141942647566
2020-09-0123619.646867823583
2020-10-0122905.727672675577
2020-11-0124892.62190967286
2020-12-0126632.121737228612
2021-01-0128407.79279771869
2021-02-0129703.39588993851
2021-03-0130264.722953591467
2021-04-0129162.762136289835
2021-05-0129615.82785857889
2021-06-0130880.979819816785
2021-07-0131422.791241514482
2021-08-0132583.719580413697
2021-09-0132821.10381143852
2021-10-0135074.15102751537
2021-11-0138453.72185163065
2021-12-0146720.69919834453
2022-01-0140162.85466735083
2022-02-0141496.39549457852
2022-03-0145627.31853397151
2022-04-0142864.42517181336
2022-05-0142627.629774813046
2022-06-0137255.10813516264
2022-07-0141509.349843117794
2022-08-0139541.298294904904
2022-09-0137318.95456724905
2022-10-0138239.89098158632
2022-11-0140530.28709864653
2022-12-0141723.853666333
2023-01-0143450.651502788554
2023-02-0144701.250851706354
2023-03-0147489.88467265035
2023-04-0145605.61579421092
2023-05-0161102.54965132613
2023-06-0164799.16553806812
2023-07-0166439.7412495058
2023-08-0168708.77110339084
2023-09-0164554.12646472463
2023-10-0165177.53345839046
2023-11-0169237.79641484199
2023-12-0183645.05085002398
2024-01-0189955.08037584434
2024-02-0198538.68218945313
2024-03-01101077.73450315026
2024-04-01102880.66016706063
2024-05-01100763.4653723534
2024-06-01124118.97812061003
2024-07-01121398.73316565584
2024-08-01120420.09101691637
2024-09-01128327.79548953137
2024-10-01129309.46592753976
2024-11-01127745.52275843502
2024-12-01189648.63432565887
2025-01-01181060.4900781467
2025-02-01160023.63748012684
2025-03-01126712.6237602941
2025-04-01139873.905399608
2025-05-01177016.37799779608
2025-06-01196959.8499314429
2025-07-01218583.51769446244
2025-08-01211836.5733224539
2025-09-01233525.60166219433
2025-10-01268367.6679649055
2025-11-01289902.5900285164
2025-12-01250506.81785681238
2026-01-01237342.17145164407
2026-02-01226280.5037054484
2026-03-01220644.52089940192
2026-04-01284659.1912785269
Annual Return Matrix
YearAnnual Return
20170.2552226222180587
20180.000964880482760222
20190.3072445398335186
20200.2898231891143159
20210.7542987997473152
2022-0.10695142876176378
20231.0047297528875485
20241.2673025169857315
20250.3208996666258599
20260.13633310946944244
Total Factor Risk
0.43775800062669196
VTI.US Exposure
0.20061951425689953
VEA.US Exposure
0.011138567892127577
VWO.US Exposure
0.008750738722790237
QQQ.US Exposure
0.16326214626937952
VTV.US Exposure
-0.01581152453940471
IJR.US Exposure
0.029716696649914952
QUAL.US Exposure
-0.06149229841623274
SHV.US Exposure
0.44177290127858987
TLT.US Exposure
-0.00030095421325116833
LQD.US Exposure
-0.007359982762294216
HYG.US Exposure
-0.007386712491462721
GLD.US Exposure
0.0007314720314809635
USO.US Exposure
0.0010193194588967538
VNQ.US Exposure
-0.008289988464619728
BTC-USD.CC Exposure
-0.011471479555713477
CPER.US Exposure
-0.0005772232007852928
VIX.INDX Exposure
0.02038605201495285
UUP.US Exposure
0.018598408813879426
TIP.US Exposure
0.015489705912756049
Idiosyncratic Exposure
0.20120464034209626
Value Score
25.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →61.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.92%
Market Cap$1.3T
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$937
Avg Yield on Cost
4.69%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$462.464.62%Solid
2026$475.044.75%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+19.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+18.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Broadcom Inc. a high-risk investment?

Broadcom Inc. (1YD.XETRA) has an annualized volatility of 43.8% and experienced a maximum drawdown of 33.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 1YD.XETRA?

Over the past 10 years, 1YD.XETRA has generated a Compound Annual Growth Rate (CAGR) of 40.0%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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