AZO vs. CMTL
AZO (AutoZone, Inc.) and CMTL (Comtech Telecommunications Corp.) are both stocks. AZO operates in Specialty Retail (Consumer Cyclical), while CMTL operates in Communication Equipment (Technology). Over the past 10 years, AZO returned 15.09%/yr vs -12.29%/yr for CMTL. At a 0.13 correlation, their price movements are largely independent.
Performance
AZO vs. CMTL - Performance Comparison
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Returns By Period
In the year-to-date period, AZO achieves a -9.36% return, which is significantly higher than CMTL's -15.03% return. Over the past 10 years, AZO has outperformed CMTL with an annualized return of 15.09%, while CMTL has yielded a comparatively lower -12.29% annualized return.
AZO
- 1D
- -1.36%
- 1M
- -12.07%
- YTD
- -9.36%
- 6M
- -18.39%
- 1Y
- -17.35%
- 3Y*
- 9.16%
- 5Y*
- 17.26%
- 10Y*
- 15.09%
CMTL
- 1D
- -4.77%
- 1M
- 14.38%
- YTD
- -15.03%
- 6M
- 36.63%
- 1Y
- 98.02%
- 3Y*
- -21.75%
- 5Y*
- -26.59%
- 10Y*
- -12.29%
AZO vs. CMTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZO AutoZone, Inc. | -9.36% | 5.92% | 23.84% | 4.84% | 17.64% | 76.84% | -0.49% | 42.10% | 17.85% | -9.93% |
CMTL Comtech Telecommunications Corp. | -15.03% | 31.92% | -52.43% | -30.04% | -47.10% | 16.52% | -40.46% | 48.02% | 11.56% | 91.66% |
Correlation
The correlation between AZO and CMTL is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 1992 | 0.13 |
The correlation between AZO and CMTL shifts across timeframes, from -0.05 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AZO:
$51.80B
CMTL:
$134.06M
AZO:
$145.27
CMTL:
-$680.48K
AZO:
2.62
CMTL:
0.00
AZO:
$19.99B
CMTL:
$106.76T
AZO:
$10.34B
CMTL:
$36.22T
AZO:
$4.26B
CMTL:
$4.11T
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Return for Risk
AZO vs. CMTL — Risk / Return Rank
AZO
CMTL
AZO vs. CMTL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AutoZone, Inc. (AZO) and Comtech Telecommunications Corp. (CMTL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AZO | CMTL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.24 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 1.98 | -2.52 |
| Martin ratioReturn relative to average drawdown | -1.15 | 4.63 | -5.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AZO | CMTL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.64 | 1.16 | -1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | -0.30 | +1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | -0.17 | +0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.07 | +0.56 |
Drawdowns
AZO vs. CMTL - Drawdown Comparison
The maximum AZO drawdown since its inception was -46.32%, smaller than the maximum CMTL drawdown of -96.69%. Use the drawdown chart below to compare losses from any high point for AZO and CMTL.
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Drawdown Indicators
| AZO | CMTL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.32% | -96.69% | +50.37% |
Max Drawdown (1Y)Largest decline over 1 year | -32.59% | -49.67% | +17.08% |
Max Drawdown (3Y)Largest decline over 3 years | -32.59% | -90.21% | +57.62% |
Max Drawdown (5Y)Largest decline over 5 years | -32.59% | -95.27% | +62.68% |
Max Drawdown (10Y)Largest decline over 10 years | -42.14% | -96.42% | +54.28% |
Current DrawdownCurrent decline from peak | -29.41% | -88.08% | +58.67% |
Average DrawdownAverage peak-to-trough decline | -10.88% | -47.43% | +36.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.08% | 21.23% | -6.15% |
Volatility
AZO vs. CMTL - Volatility Comparison
The current volatility for AutoZone, Inc. (AZO) is 11.38%, while Comtech Telecommunications Corp. (CMTL) has a volatility of 29.59%. This indicates that AZO experiences smaller price fluctuations and is considered to be less risky than CMTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AZO | CMTL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.38% | 29.59% | -18.21% |
Volatility (6M)Calculated over the trailing 6-month period | 22.93% | 66.19% | -43.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.20% | 85.50% | -58.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.45% | 90.33% | -65.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.48% | 73.87% | -47.39% |
Dividends
AZO vs. CMTL - Dividend Comparison
Neither AZO nor CMTL has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZO AutoZone, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CMTL Comtech Telecommunications Corp. | 0.00% | 0.00% | 0.00% | 1.19% | 3.29% | 1.69% | 1.93% | 1.13% | 1.64% | 1.81% | 10.13% | 5.97% |
Financials
AZO vs. CMTL - Financials Comparison
This section allows you to compare key financial metrics between AutoZone, Inc. and Comtech Telecommunications Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
AZO vs. CMTL - Profitability Comparison
AZO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AutoZone, Inc. reported a gross profit of 2.52B and revenue of 4.84B. Therefore, the gross margin over that period was 52.2%.
CMTL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Comtech Telecommunications Corp. reported a gross profit of 36.22T and revenue of 106.76T. Therefore, the gross margin over that period was 33.9%.
AZO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AutoZone, Inc. reported an operating income of 923.76M and revenue of 4.84B, resulting in an operating margin of 19.1%.
CMTL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Comtech Telecommunications Corp. reported an operating income of 4.11T and revenue of 106.76T, resulting in an operating margin of 3.9%.
AZO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AutoZone, Inc. reported a net income of 641.49M and revenue of 4.84B, resulting in a net margin of 13.3%.
CMTL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Comtech Telecommunications Corp. reported a net income of -20.16T and revenue of 106.76T, resulting in a net margin of -18.9%.
Frequently Asked Questions
AZO and CMTL have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMTL has higher volatility (29.59%) compared to AZO (11.38%). In terms of maximum drawdown, AZO dropped -46.32% vs CMTL's -96.69%.
CMTL currently has the higher Sharpe Ratio (1.16 vs -0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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