PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Comcast Corporation (CMCSA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US20030N1019

CUSIP

20030N101

Sector

Communication Services

IPO Date

Jun 29, 1972

Highlights

Market Cap

$169.13B

EPS (TTM)

$3.71

PE Ratio

11.91

PEG Ratio

1.50

Total Revenue (TTM)

$123.07B

Gross Profit (TTM)

$78.40B

EBITDA (TTM)

$34.34B

Year Range

$35.87 - $46.04

Target Price

$47.95

Short %

1.53%

Short Ratio

3.16

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CMCSA vs. DIS CMCSA vs. CSCO CMCSA vs. T CMCSA vs. VOO CMCSA vs. SPY CMCSA vs. CHTR CMCSA vs. SCHD CMCSA vs. VTI CMCSA vs. INTC CMCSA vs. AAPL
Popular comparisons:
CMCSA vs. DIS CMCSA vs. CSCO CMCSA vs. T CMCSA vs. VOO CMCSA vs. SPY CMCSA vs. CHTR CMCSA vs. SCHD CMCSA vs. VTI CMCSA vs. INTC CMCSA vs. AAPL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Comcast Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%JuneJulyAugustSeptemberOctoberNovember
17,848.93%
3,382.39%
CMCSA (Comcast Corporation)
Benchmark (^GSPC)

Returns By Period

Comcast Corporation had a return of 0.73% year-to-date (YTD) and 4.12% in the last 12 months. Over the past 10 years, Comcast Corporation had an annualized return of 6.97%, while the S&P 500 had an annualized return of 11.11%, indicating that Comcast Corporation did not perform as well as the benchmark.


CMCSA

YTD

0.73%

1M

2.27%

6M

10.91%

1Y

4.12%

5Y (annualized)

1.63%

10Y (annualized)

6.97%

^GSPC (Benchmark)

YTD

23.08%

1M

0.10%

6M

10.70%

1Y

30.05%

5Y (annualized)

13.52%

10Y (annualized)

11.11%

Monthly Returns

The table below presents the monthly returns of CMCSA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.84%-7.93%1.17%-11.44%5.04%-2.17%6.25%-4.12%5.56%5.33%0.73%
202313.40%-5.54%1.99%9.97%-4.88%5.59%9.69%3.31%-5.18%-6.27%1.45%4.68%29.08%
2022-0.18%-6.46%0.13%-14.60%11.37%-11.38%-3.74%-3.54%-18.96%9.18%15.44%-4.56%-28.68%
2021-4.97%6.35%2.64%4.25%2.12%-0.56%3.62%3.14%-7.83%-7.64%-2.82%0.70%-2.22%
2020-3.50%-6.39%-14.41%9.45%5.24%-0.98%9.80%4.70%3.24%-8.23%18.94%4.30%19.13%
20197.40%5.74%3.39%9.45%-5.81%3.12%2.61%2.52%1.85%-0.11%-1.50%1.86%34.04%
20186.61%-14.86%-5.63%-7.61%-0.67%5.23%9.69%3.38%-4.27%8.29%2.28%-12.23%-12.71%
20179.22%-0.77%0.45%4.70%6.38%-6.26%3.93%0.40%-5.24%-5.98%4.19%6.69%17.45%
2016-0.84%3.63%5.80%-0.08%4.18%2.99%3.60%-2.96%1.66%-6.43%12.44%-0.27%24.99%
2015-8.03%11.73%-4.47%2.28%1.21%3.30%3.77%-9.74%0.98%10.56%-2.81%-7.28%-1.08%
20144.78%-5.07%-2.75%3.44%0.85%3.26%0.09%1.84%-1.31%2.92%3.05%1.70%13.08%
20131.93%4.49%5.50%-1.15%-2.75%3.95%8.48%-6.63%7.66%5.51%4.77%4.59%41.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CMCSA is 44, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of CMCSA is 4444
Combined Rank
The Sharpe Ratio Rank of CMCSA is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCSA is 3939
Sortino Ratio Rank
The Omega Ratio Rank of CMCSA is 3838
Omega Ratio Rank
The Calmar Ratio Rank of CMCSA is 4747
Calmar Ratio Rank
The Martin Ratio Rank of CMCSA is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Comcast Corporation (CMCSA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CMCSA, currently valued at 0.18, compared to the broader market-4.00-2.000.002.000.182.48
The chart of Sortino ratio for CMCSA, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.413.33
The chart of Omega ratio for CMCSA, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.46
The chart of Calmar ratio for CMCSA, currently valued at 0.11, compared to the broader market0.002.004.006.000.113.58
The chart of Martin ratio for CMCSA, currently valued at 0.33, compared to the broader market0.0010.0020.0030.000.3315.96
CMCSA
^GSPC

The current Comcast Corporation Sharpe ratio is 0.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Comcast Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.18
2.48
CMCSA (Comcast Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Comcast Corporation provided a 2.85% dividend yield over the last twelve months, with an annual payout of $1.22 per share. The company has been increasing its dividends for 4 consecutive years.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.22$1.14$1.06$0.98$0.90$0.63$0.92$0.47$0.68$0.49$0.34$0.39

Dividend yield

2.85%2.60%3.03%1.95%1.72%1.40%2.70%1.18%1.96%1.73%1.16%1.50%

Monthly Dividends

The table displays the monthly dividend distributions for Comcast Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.29$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00$0.31$0.00$1.22
2023$0.27$0.00$0.00$0.29$0.00$0.00$0.29$0.00$0.00$0.29$0.00$0.00$1.14
2022$0.25$0.00$0.00$0.27$0.00$0.00$0.27$0.00$0.00$0.27$0.00$0.00$1.06
2021$0.23$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.98
2020$0.21$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.00$0.23$0.00$0.00$0.90
2019$0.00$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.63
2018$0.16$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.19$0.92
2017$0.00$0.00$0.00$0.16$0.00$0.16$0.00$0.00$0.00$0.16$0.00$0.00$0.47
2016$0.13$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.14$0.68
2015$0.11$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.00$0.13$0.00$0.00$0.49
2014$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.00$0.34
2013$0.10$0.00$0.00$0.10$0.00$0.10$0.00$0.00$0.10$0.39

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%2.9%
Comcast Corporation has a dividend yield of 2.85%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%29.0%
Comcast Corporation has a payout ratio of 28.98%, which is quite average when compared to the overall market. This suggests that Comcast Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-24.09%
-2.18%
CMCSA (Comcast Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Comcast Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Comcast Corporation was 67.90%, occurring on Mar 9, 2009. Recovery took 858 trading sessions.

The current Comcast Corporation drawdown is 24.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.9%Dec 27, 19992313Mar 9, 2009858Aug 1, 20123171
-58.16%Oct 10, 1989255Oct 11, 1990549Dec 11, 1992804
-52.11%Sep 3, 2021278Oct 11, 2022
-50.05%Nov 1, 1993374Apr 25, 1995627Oct 15, 19971001
-38.71%Jul 28, 198766Oct 28, 198781Feb 24, 1988147

Volatility

Volatility Chart

The current Comcast Corporation volatility is 9.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.09%
4.06%
CMCSA (Comcast Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Comcast Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Comcast Corporation compared to its peers in the Entertainment industry.


PE Ratio
50.0100.0150.0200.0250.011.9
The chart displays the price to earnings (P/E) ratio for CMCSA in comparison to other companies of the Entertainment industry. Currently, CMCSA has a PE value of 11.9. This PE ratio falls in the average range for the industry.
PEG Ratio
0.0100.0200.0300.0400.0500.01.5
The chart displays the price to earnings to growth (PEG) ratio for CMCSA in comparison to other companies of the Entertainment industry. Currently, CMCSA has a PEG value of 1.5. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Comcast Corporation.


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items