PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BDC vs. GLW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BDCGLW
YTD Return15.16%11.21%
1Y Return11.88%9.88%
3Y Return (Ann)27.17%-6.34%
5Y Return (Ann)8.06%4.06%
10Y Return (Ann)2.44%7.66%
Sharpe Ratio0.290.33
Daily Std Dev41.60%21.69%
Max Drawdown-85.69%-99.02%
Current Drawdown-10.05%-56.36%

Fundamentals


BDCGLW
Market Cap$3.39B$26.80B
EPS$5.66$0.68
PE Ratio14.7446.07
PEG Ratio2.141.12
Revenue (TTM)$2.51B$12.59B
Gross Profit (TTM)$926.35M$4.84B
EBITDA (TTM)$417.73M$2.69B

Correlation

-0.50.00.51.00.4

The correlation between BDC and GLW is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BDC vs. GLW - Performance Comparison

In the year-to-date period, BDC achieves a 15.16% return, which is significantly higher than GLW's 11.21% return. Over the past 10 years, BDC has underperformed GLW with an annualized return of 2.44%, while GLW has yielded a comparatively higher 7.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%December2024FebruaryMarchAprilMay
1,728.52%
632.65%
BDC
GLW

Compare stocks, funds, or ETFs

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


Belden Inc.

Corning Incorporated

Risk-Adjusted Performance

BDC vs. GLW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Belden Inc. (BDC) and Corning Incorporated (GLW). 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.


BDC
Sharpe ratio
The chart of Sharpe ratio for BDC, currently valued at 0.29, compared to the broader market-2.00-1.000.001.002.003.004.000.29
Sortino ratio
The chart of Sortino ratio for BDC, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.006.000.63
Omega ratio
The chart of Omega ratio for BDC, currently valued at 1.12, compared to the broader market0.501.001.501.12
Calmar ratio
The chart of Calmar ratio for BDC, currently valued at 0.33, compared to the broader market0.002.004.006.000.33
Martin ratio
The chart of Martin ratio for BDC, currently valued at 0.71, compared to the broader market-10.000.0010.0020.0030.000.71
GLW
Sharpe ratio
The chart of Sharpe ratio for GLW, currently valued at 0.33, compared to the broader market-2.00-1.000.001.002.003.004.000.33
Sortino ratio
The chart of Sortino ratio for GLW, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.006.000.65
Omega ratio
The chart of Omega ratio for GLW, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for GLW, currently valued at 0.11, compared to the broader market0.002.004.006.000.11
Martin ratio
The chart of Martin ratio for GLW, currently valued at 0.59, compared to the broader market-10.000.0010.0020.0030.000.59

BDC vs. GLW - Sharpe Ratio Comparison

The current BDC Sharpe Ratio is 0.29, which roughly equals the GLW Sharpe Ratio of 0.33. The chart below compares the 12-month rolling Sharpe Ratio of BDC and GLW.


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.40December2024FebruaryMarchAprilMay
0.29
0.33
BDC
GLW

Dividends

BDC vs. GLW - Dividend Comparison

BDC's dividend yield for the trailing twelve months is around 0.22%, less than GLW's 3.34% yield.


TTM20232022202120202019201820172016201520142013
BDC
Belden Inc.
0.22%0.26%0.28%0.30%0.48%0.36%0.50%0.26%0.27%0.42%0.25%0.28%
GLW
Corning Incorporated
3.34%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%

Drawdowns

BDC vs. GLW - Drawdown Comparison

The maximum BDC drawdown since its inception was -85.69%, smaller than the maximum GLW drawdown of -99.02%. Use the drawdown chart below to compare losses from any high point for BDC and GLW. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%December2024FebruaryMarchAprilMay
-10.05%
-56.36%
BDC
GLW

Volatility

BDC vs. GLW - Volatility Comparison

Belden Inc. (BDC) has a higher volatility of 11.44% compared to Corning Incorporated (GLW) at 6.78%. This indicates that BDC's price experiences larger fluctuations and is considered to be riskier than GLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
11.44%
6.78%
BDC
GLW

Financials

BDC vs. GLW - Financials Comparison

This section allows you to compare key financial metrics between Belden Inc. and Corning Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items