PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CCOI vs. AY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CCOIAY
YTD Return12.12%9.56%
1Y Return30.01%25.55%
3Y Return (Ann)8.78%-11.97%
5Y Return (Ann)11.67%4.76%
10Y Return (Ann)14.84%2.04%
Sharpe Ratio0.910.95
Sortino Ratio1.381.56
Omega Ratio1.181.24
Calmar Ratio0.870.44
Martin Ratio1.933.05
Ulcer Index15.31%7.97%
Daily Std Dev32.48%25.62%
Max Drawdown-96.52%-64.00%
Current Drawdown-3.97%-39.35%

Fundamentals


CCOIAY
Market Cap$4.00B$2.56B
EPS$0.77$0.30
PE Ratio105.7573.57
PEG Ratio85.895.20
Total Revenue (TTM)$798.71M$899.46M
Gross Profit (TTM)$86.33M$520.43M
EBITDA (TTM)$72.80M$357.43M

Correlation

-0.50.00.51.00.2

The correlation between CCOI and AY is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

CCOI vs. AY - Performance Comparison

In the year-to-date period, CCOI achieves a 12.12% return, which is significantly higher than AY's 9.56% return. Over the past 10 years, CCOI has outperformed AY with an annualized return of 14.84%, while AY has yielded a comparatively lower 2.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
33.27%
7.36%
CCOI
AY

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CCOI vs. AY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cogent Communications Holdings, Inc. (CCOI) and Atlantica Sustainable Infrastructure plc (AY). 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.


CCOI
Sharpe ratio
The chart of Sharpe ratio for CCOI, currently valued at 0.91, compared to the broader market-4.00-2.000.002.000.91
Sortino ratio
The chart of Sortino ratio for CCOI, currently valued at 1.38, compared to the broader market-4.00-2.000.002.004.001.38
Omega ratio
The chart of Omega ratio for CCOI, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for CCOI, currently valued at 0.87, compared to the broader market0.002.004.006.000.87
Martin ratio
The chart of Martin ratio for CCOI, currently valued at 1.93, compared to the broader market-10.000.0010.0020.0030.001.93
AY
Sharpe ratio
The chart of Sharpe ratio for AY, currently valued at 0.95, compared to the broader market-4.00-2.000.002.000.95
Sortino ratio
The chart of Sortino ratio for AY, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.56
Omega ratio
The chart of Omega ratio for AY, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for AY, currently valued at 0.44, compared to the broader market0.002.004.006.000.44
Martin ratio
The chart of Martin ratio for AY, currently valued at 3.05, compared to the broader market-10.000.0010.0020.0030.003.05

CCOI vs. AY - Sharpe Ratio Comparison

The current CCOI Sharpe Ratio is 0.91, which is comparable to the AY Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of CCOI and AY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.91
0.95
CCOI
AY

Dividends

CCOI vs. AY - Dividend Comparison

CCOI's dividend yield for the trailing twelve months is around 4.76%, less than AY's 8.06% yield.


TTM20232022202120202019201820172016201520142013
CCOI
Cogent Communications Holdings, Inc.
4.76%4.94%6.23%4.33%4.64%3.71%4.69%3.97%3.65%4.21%3.31%1.88%
AY
Atlantica Sustainable Infrastructure plc
8.06%8.28%6.83%4.80%4.37%5.95%6.79%6.13%2.34%7.41%0.14%0.00%

Drawdowns

CCOI vs. AY - Drawdown Comparison

The maximum CCOI drawdown since its inception was -96.52%, which is greater than AY's maximum drawdown of -64.00%. Use the drawdown chart below to compare losses from any high point for CCOI and AY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.97%
-39.35%
CCOI
AY

Volatility

CCOI vs. AY - Volatility Comparison

Cogent Communications Holdings, Inc. (CCOI) has a higher volatility of 6.36% compared to Atlantica Sustainable Infrastructure plc (AY) at 0.50%. This indicates that CCOI's price experiences larger fluctuations and is considered to be riskier than AY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.36%
0.50%
CCOI
AY

Financials

CCOI vs. AY - Financials Comparison

This section allows you to compare key financial metrics between Cogent Communications Holdings, Inc. and Atlantica Sustainable Infrastructure plc. 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