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. Data as of 2026-10-29.
| Last close price | $351.81 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +63.38% |
| Total return over period | +332.70% |
| Annualized volatility | 50.19% |
| Period volatility | 86.70% |
| Period T-bill | 12.40% |
| Sharpe ratio | 3.69 |
| Sortino ratio | 5.78 |
| Max drawdown | -41.15% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.62% |
| Correlation with the S&P 500 | 0.62 |
| Period range | $81.59 – $480.81 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Broadcom (AVGO) has posted an annualized return of +63.38% with annual volatility of 50.19%, a Sharpe ratio of 3.69. Its worst stretch (max drawdown from a peak) was -41.15%. Its correlation with the S&P 500 is 0.62, 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.
Optimize a portfolio with AVGO →
Other Information Technology stocks
Is it part of the S&P 500?
Yes, Broadcom (AVGO) is of both the S&P 500 and the Nasdaq 100.
What is the Sharpe ratio? · How to optimize an investment portfolio