PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CommScope Holding Company, Inc. (COMM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US20337X1090

CUSIP

20337X109

Sector

Technology

IPO Date

Oct 25, 2013

Highlights

Market Cap

$1.02B

EPS (TTM)

-$2.96

PEG Ratio

2.28

Total Revenue (TTM)

$4.82B

Gross Profit (TTM)

$1.63B

EBITDA (TTM)

$744.80M

Year Range

$0.86 - $7.19

Target Price

$3.70

Short %

4.31%

Short Ratio

2.13

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:
COMM vs. GLW COMM vs. PDBC COMM vs. APH COMM vs. BDC COMM vs. INTU COMM vs. CCRV COMM vs. PLTR COMM vs. T COMM vs. SPY
Popular comparisons:
COMM vs. GLW COMM vs. PDBC COMM vs. APH COMM vs. BDC COMM vs. INTU COMM vs. CCRV COMM vs. PLTR COMM vs. T COMM vs. SPY

Performance

Performance Chart

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


0.00%100.00%200.00%300.00%400.00%JuneJulyAugustSeptemberOctoberNovember
207.35%
11.03%
COMM (CommScope Holding Company, Inc.)
Benchmark (^GSPC)

Returns By Period

CommScope Holding Company, Inc. had a return of 46.10% year-to-date (YTD) and 116.84% in the last 12 months. Over the past 10 years, CommScope Holding Company, Inc. had an annualized return of -14.84%, while the S&P 500 had an annualized return of 11.10%, indicating that CommScope Holding Company, Inc. did not perform as well as the benchmark.


COMM

YTD

46.10%

1M

-31.90%

6M

207.46%

1Y

116.84%

5Y (annualized)

-21.19%

10Y (annualized)

-14.84%

^GSPC (Benchmark)

YTD

23.56%

1M

0.49%

6M

11.03%

1Y

30.56%

5Y (annualized)

13.70%

10Y (annualized)

11.10%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-17.73%-49.78%12.45%-31.76%61.07%-14.58%110.57%49.03%58.29%10.15%46.10%
202314.29%-13.81%-12.02%-22.61%-15.62%35.34%-20.07%-25.78%0.60%-55.95%12.84%68.86%-61.63%
2022-14.95%1.60%-17.40%-23.48%24.54%-18.51%47.55%25.14%-18.50%43.76%-32.93%-17.23%-33.42%
20219.63%-0.68%5.28%7.10%23.47%4.92%-0.70%-25.33%-13.99%-21.19%-7.00%10.84%-17.61%
2020-14.13%-9.64%-17.26%20.86%-6.36%-18.34%11.40%10.99%-11.69%-1.11%33.15%13.94%-2.80%
201927.58%11.48%-6.38%14.04%-34.83%-2.03%-9.22%-24.79%10.33%-4.76%21.43%5.01%-11.31%
20182.11%0.21%3.26%-4.38%-23.29%-0.12%9.95%-1.31%-2.67%-21.78%-24.77%-8.99%-56.22%
20171.67%0.61%9.62%0.79%-12.01%2.81%-3.29%-10.11%0.45%-3.22%11.98%5.11%1.69%
2016-13.40%12.36%10.84%8.92%2.43%-0.39%-3.48%-1.27%1.83%1.46%17.77%3.39%43.68%
201523.11%12.08%-9.40%3.40%5.62%-2.12%2.82%3.12%-7.17%7.99%-11.75%-9.54%13.40%
2014-5.28%35.08%1.90%8.10%-0.90%-12.52%6.53%4.55%-7.18%-9.91%3.06%2.84%20.60%
20131.93%5.30%17.65%26.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of COMM is 78, placing it in the top 22% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of COMM is 7878
Combined Rank
The Sharpe Ratio Rank of COMM is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of COMM is 7878
Sortino Ratio Rank
The Omega Ratio Rank of COMM is 7777
Omega Ratio Rank
The Calmar Ratio Rank of COMM is 8484
Calmar Ratio Rank
The Martin Ratio Rank of COMM is 7272
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 CommScope Holding Company, Inc. (COMM) 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 COMM, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.332.51
The chart of Sortino ratio for COMM, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.002.123.36
The chart of Omega ratio for COMM, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.47
The chart of Calmar ratio for COMM, currently valued at 1.47, compared to the broader market0.002.004.006.001.473.62
The chart of Martin ratio for COMM, currently valued at 3.74, compared to the broader market-10.000.0010.0020.0030.003.7416.12
COMM
^GSPC

The current CommScope Holding Company, Inc. Sharpe ratio is 1.33. 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 CommScope Holding Company, Inc. 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.33
2.51
COMM (CommScope Holding Company, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

CommScope Holding Company, Inc. provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.50%1.00%1.50%2.00%2.50%$0.00$0.10$0.20$0.30$0.40201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.00$0.00$0.00$0.00$0.28$0.36$0.24

Dividend yield

0.00%0.00%0.00%0.00%2.09%2.54%1.49%

Monthly Dividends

The table displays the monthly dividend distributions for CommScope Holding Company, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.10$0.28
2019$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.36
2018$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.24

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-89.63%
-1.80%
COMM (CommScope Holding Company, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the CommScope Holding Company, Inc.. 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 CommScope Holding Company, Inc. was 97.81%, occurring on May 1, 2024. The portfolio has not yet recovered.

The current CommScope Holding Company, Inc. drawdown is 89.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.81%May 2, 20171762May 1, 2024
-40.81%Sep 9, 2015108Feb 11, 2016188Nov 8, 2016296
-27.48%May 5, 2014115Oct 15, 201472Jan 29, 2015187
-14.73%Jun 11, 201552Aug 24, 20158Sep 3, 201560
-12.05%Mar 4, 20147Mar 12, 20147Mar 21, 201414

Volatility

Volatility Chart

The current CommScope Holding Company, Inc. volatility is 34.18%, 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.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
34.18%
4.06%
COMM (CommScope Holding Company, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for CommScope Holding Company, Inc..


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