Broadcom Inc

10-Year Study

AVGO.US · Technology · US · Common Stock

Executive Summary: Broadcom Inc has compounded at 42.4% annually over the last 10 years, with a maximum drawdown of 31.7% and an annualized volatility of 40.4%.

1Y CAGR
+73.3%
3Y CAGR
+75.0%
5Y CAGR
+57.4%
10Y CAGR
+42.4%

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 →
31.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +110.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.3%
% 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.
2026-4.3-3.5-3.128.7————————15.1%
2025-4.6-9.9-15.815.025.814.16.51.311.112.09.0-13.950.6%
20245.710.22.4-1.92.221.20.11.36.3-1.6-4.543.4110.5%
20234.61.68.7-2.329.07.93.62.7-9.51.310.021.1104.2%
2022-12.00.37.9-12.04.6-15.610.2-6.8-10.35.917.22.3-13.3%
20212.94.3-0.6-1.63.51.71.82.4-1.89.64.120.956.5%
2020-3.4-10.7-11.614.67.29.50.49.65.9-4.014.910.044.9%
20195.52.710.25.9-21.015.50.7-2.5-1.46.18.01.029.1%
2018-3.5-0.6-3.7-2.69.9-3.1-8.6-1.213.5-9.46.28.22.2%
201712.95.74.30.88.5-2.35.82.2-3.48.85.3-7.048.2%
2016———-5.75.91.04.28.9-1.9-1.30.14.315.8%

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 40.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.3% of variance. Idiosyncratic stock-specific factors contribute 25.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019433.66395952603
2016-05-019991.013180668353
2016-06-0110090.034615896686
2016-07-0110517.241379310344
2016-08-0111454.866196245508
2016-09-0111235.354812941021
2016-10-0111089.485421381973
2016-11-0111103.215284249767
2016-12-0111578.018905605111
2017-01-0113066.75209692451
2017-02-0113815.404074024762
2017-03-0114406.370656370655
2017-04-0114528.108773798429
2017-05-0115756.47383837039
2017-06-0115398.74850219678
2017-07-0116298.012914392226
2017-08-0116655.48861669551
2017-09-0116091.232858474237
2017-10-0117509.070030621755
2017-11-0118439.871521768073
2017-12-0117157.003062175478
2018-01-0116564.62188789775
2018-02-0116459.77566236187
2018-03-0115852.250033284516
2018-04-0115433.197976301424
2018-05-0116956.879909466115
2018-06-0116431.150978564772
2018-07-0115017.890427373184
2018-08-0114832.329250432698
2018-09-0116833.643988816402
2018-10-0115248.052855811478
2018-11-0116197.743309812276
2018-12-0117531.53707895087
2019-01-0118494.70776194914
2019-02-0118984.905471974438
2019-03-0120917.903741179605
2019-04-0122148.43229929437
2019-05-0117504.493409665825
2019-06-0120216.01650911996
2019-07-0120365.630408733858
2019-08-0119849.387564904806
2019-09-0119566.385967248036
2019-10-0120755.72493675942
2019-11-0122411.29676474504
2019-12-0122624.733723871654
2020-01-0121847.207429103983
2020-02-0119517.62415124484
2020-03-0117263.180668353085
2020-04-0119776.577686060446
2020-05-0121207.22939688457
2020-06-0123216.199573958194
2020-07-0123300.076554386902
2020-08-0125536.296764745042
2020-09-0127043.586073758484
2020-10-0125953.185328185325
2020-11-0129809.44614565304
2020-12-0132778.757821861276
2021-01-0133725.70230328851
2021-02-0135175.825455997874
2021-03-0134982.275995207034
2021-04-0134419.43482891759
2021-05-0135636.39994674477
2021-06-0136258.32112901078
2021-07-0136909.19984023432
2021-08-0137807.21608307816
2021-09-0137143.68925575822
2021-10-0140723.77180135801
2021-11-0142409.63253894288
2021-12-0151293.76913859673
2022-01-0145163.09412861137
2022-02-0145283.3344428172
2022-03-0148867.660764212495
2022-04-0143024.64718412994
2022-05-0145022.3006257489
2022-06-0138011.74943416323
2022-07-0141898.13273864998
2022-08-0139052.3898282519
2022-09-0135032.45240314206
2022-10-0137092.514312341904
2022-11-0143476.318066835316
2022-12-0144483.50752230063
2023-01-0146542.487684729065
2023-02-0147280.73825056583
2023-03-0151407.26933830383
2023-04-0150202.120223671955
2023-05-0164742.710690986554
2023-06-0169878.34509386234
2023-07-0172393.40633737185
2023-08-0174346.12568233257
2023-09-0167274.24776993743
2023-10-0168148.21594994009
2023-11-0174981.02782585542
2023-12-0190828.28518173347
2024-01-0196015.59379576621
2024-02-01105819.71441885235
2024-03-01108306.73345759553
2024-04-01106252.41312741312
2024-05-01108563.3570762881
2024-06-01131613.55012648116
2024-07-01131717.64745040608
2024-08-01133471.9078684596
2024-09-01141872.17081613635
2024-10-01139626.88057515645
2024-11-01133302.3232592198
2024-12-01191187.09226467847
2025-01-01182470.54320330182
2025-02-01164460.20836107043
2025-03-01138489.13260551193
2025-04-01159200.8387698043
2025-05-01200227.33324457463
2025-06-01228542.30461989087
2025-07-01243507.60551191584
2025-08-01246567.03501531086
2025-09-01273998.13606710156
2025-10-01306986.50312874455
2025-11-01334667.9037411796
2025-12-01287994.2750632406
2026-01-01275679.00412728003
2026-02-01265901.6775396086
2026-03-01257547.26401278123
2026-04-01331572.0276927173
Annual Return Matrix
YearAnnual Return
20170.4818599971251978
20180.021829804157411203
20190.2905162634619127
20200.4488019272145498
20210.5648478632825786
2022-0.13276976386536632
20231.0418418025197118
20241.1049290084266419
20250.506347900644583
20260.1513146489453916
Total Factor Risk
0.4041073591953407
VTI.US Exposure
0.1705657133451017
VEA.US Exposure
0.034873674090206856
VWO.US Exposure
0.0010004489124901448
QQQ.US Exposure
0.22734104725349938
VTV.US Exposure
-0.033497281710405225
IJR.US Exposure
0.02471771341602838
QUAL.US Exposure
-0.0664118229360295
SHV.US Exposure
0.3929046988355706
TLT.US Exposure
-0.0034169965020653596
LQD.US Exposure
-0.01638091358703305
HYG.US Exposure
0.0040022410205405165
GLD.US Exposure
0.0003838981221395591
USO.US Exposure
-0.0011861396990991077
VNQ.US Exposure
-0.017119147647381608
BTC-USD.CC Exposure
-0.014616003498954176
CPER.US Exposure
-0.0017653307009036303
VIX.INDX Exposure
0.022341606768382646
UUP.US Exposure
0.0008492747660377206
TIP.US Exposure
0.02076706346646031
Idiosyncratic Exposure
0.25464625628541376
Value Score
25.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.4%

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 →61.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.79%
Market Cap$1.5T
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
$7,689
Avg Yield on Cost
12.81%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$1,110.8711.11%Solid
2021$1,239.8512.40%Solid
2022$1,406.2714.06%Solid
2023$1,585.1815.85%Solid
2024$1,805.6818.06%Solid
2026$540.875.41%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 →
+20.2%
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 →
+20.0%
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 →
3.3% 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 (AVGO.US) has an annualized volatility of 40.4% and experienced a maximum drawdown of 31.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AVGO.US has generated a Compound Annual Growth Rate (CAGR) of 42.4%. 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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