Broadcom (AVGO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Broadcom, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology sector. Data as of 2026-09-13.
| Last close price | $361.99 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +64.40% |
| Total return over period | +340.00% |
| Annualized volatility | 49.95% |
| Period volatility | 86.23% |
| Sharpe ratio | 1.21 |
| Sortino ratio | 1.90 |
| Max drawdown | -41.15% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.60% |
| Correlation with the S&P 500 | 0.61 |
| Period range | $78.40 – $480.81 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Broadcom (AVGO) has posted an annualized return of +64.40% with annual volatility of 49.95%, a Sharpe ratio of 1.21. Its worst stretch (max drawdown from a peak) was -41.15%. Its correlation with the S&P 500 is 0.61, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how AVGO would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Broadcom (AVGO) is of both the S&P 500 and the Nasdaq 100.
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