AVGO vs AMD: returns, Sharpe ratio and drawdown

Over the past year, AMD returned +182.97% against +11.37% for AVGO. Over five years, AVGO averaged +48.51% a year, compared with +40.37% for AMD. AMD had the higher Sharpe ratio over the past year (1.84 vs 0.37), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -27.76% for AMD and -29.55% for AVGO.