Broadcom CDR (CAD Hedged)

10-Year Study

AVGO.TO · · CA · Common Stock

Executive Summary: Broadcom CDR (CAD Hedged) has compounded at 5.7% annually over the last 10 years, with a maximum drawdown of 93.5% and an annualized volatility of 133.6%.

1Y CAGR
+68.0%
3Y CAGR
+138.4%
5Y CAGR
+5.7%
10Y CAGR
+5.7%

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 →
93.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.92
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
165.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +107.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -70.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.6-3.7-3.528.5————————14.0%
2025-4.6-10.3-15.613.127.113.36.61.111.011.98.9-14.546.5%
20245.410.32.3-1.92.320.60.21.06.2-1.7-4.643.1107.4%
2023-2.8-43.0-18.4-5.3-20.131.0-30.9-28.8320.21.39.920.824.6%
2022-41.7-6.419.1-4.512.8-4.2-35.411.5-4.32.7-23.2-19.2-70.5%

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 133.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.7% of variance. Idiosyncratic stock-specific factors contribute 31.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-12-0110000
2022-01-015833.333333333334
2022-02-015458.333492279053
2022-03-016500.000158945719
2022-04-016208.333174387613
2022-05-016999.999682108561
2022-06-016708.333492279053
2022-07-014333.333174387614
2022-08-014833.333492279053
2022-09-014625.00015894572
2022-10-014749.99984105428
2022-11-013650.0000953674316
2022-12-012949.9999682108564
2023-01-012866.666714350383
2023-02-011633.333365122477
2023-03-011333.333353201548
2023-04-011262.499988079071
2023-05-011008.3333651224773
2023-06-011320.833365122477
2023-07-01912.5000238418579
2023-08-01649.9999761581421
2023-09-012731.5
2023-10-012768
2023-11-013042.4999999999995
2023-12-013675.583333333334
2024-01-013873.9166666666665
2024-02-014271.916666666666
2024-03-014370.5
2024-04-014287.25
2024-05-014384.166666666667
2024-06-015286.000000000001
2024-07-015295.583333333334
2024-08-015347.499999999999
2024-09-015676.583333333333
2024-10-015581.833333333334
2024-11-015326.5
2024-12-017622.833333333333
2025-01-017273.166666666667
2025-02-016523
2025-03-015503.083333333333
2025-04-016223.75
2025-05-017910.833333333334
2025-06-018959.166666666666
2025-07-019548.666666666666
2025-08-019651
2025-09-0110711.5
2025-10-0111988.25
2025-11-0113058.416666666666
2025-12-0111166.666666666666
2026-01-0110658.333333333332
2026-02-0110266.666666666666
2026-03-019908.333333333334
2026-04-0112733.333333333332
Annual Return Matrix
YearAnnual Return
2022-0.7050000031789143
20230.24596046540384742
20241.0739111705624955
20250.46489712923890947
20260.14029850746268657
Total Factor Risk
1.3361127052010484
VTI.US Exposure
-0.008249423456533797
VEA.US Exposure
0.007326856012574229
VWO.US Exposure
-0.0020826960855650067
QQQ.US Exposure
0.10886485474401991
VTV.US Exposure
-0.00025428367488425667
IJR.US Exposure
0.016296064410325734
QUAL.US Exposure
-0.002861110142432919
SHV.US Exposure
0.27676492671806996
TLT.US Exposure
0.11042413196994981
LQD.US Exposure
0.1375218287744657
HYG.US Exposure
0.018416769564739532
GLD.US Exposure
0.006526774289669017
USO.US Exposure
-0.00019914568283222722
VNQ.US Exposure
0.00036042755680581475
BTC-USD.CC Exposure
0.00366870120121877
CPER.US Exposure
0.007564526153079443
VIX.INDX Exposure
0.0002690939898388349
UUP.US Exposure
0.003243380646143731
TIP.US Exposure
-0.0003197431973651946
Idiosyncratic Exposure
0.31671806620871296
Value Score
46.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
133.6%

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 →9.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →20.58%
Market Cap$1.6T
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
$42
Avg Yield on Cost
0.21%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$20.830.21%Solid
2026$20.830.21%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 →
+21.9%
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 →
+20.4%
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 →
5.0% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Broadcom CDR (CAD Hedged) a high-risk investment?

Broadcom CDR (CAD Hedged) (AVGO.TO) has an annualized volatility of 133.6% and experienced a maximum drawdown of 93.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AVGO.TO?

Over the past 10 years, AVGO.TO has generated a Compound Annual Growth Rate (CAGR) of 5.7%. It has had a positive return in 80% 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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