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CCZ vs. CMCSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CCZ and CMCSA is 0.02, 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.


-0.50.00.51.00.0

Performance

CCZ vs. CMCSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comcast Holdings Corp. (CCZ) and Comcast Corporation (CMCSA). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
11.64%
-7.54%
CCZ
CMCSA

Key characteristics

Sharpe Ratio

CCZ:

0.58

CMCSA:

-0.40

Sortino Ratio

CCZ:

1.04

CMCSA:

-0.37

Omega Ratio

CCZ:

1.31

CMCSA:

0.95

Calmar Ratio

CCZ:

0.12

CMCSA:

-0.25

Martin Ratio

CCZ:

2.68

CMCSA:

-0.97

Ulcer Index

CCZ:

1.94%

CMCSA:

10.52%

Daily Std Dev

CCZ:

32.66%

CMCSA:

25.59%

Max Drawdown

CCZ:

-87.31%

CMCSA:

-67.89%

Current Drawdown

CCZ:

-41.69%

CMCSA:

-35.30%

Fundamentals

Market Cap

CCZ:

$59.02B

CMCSA:

$137.02B

PE Ratio

CCZ:

53.17

CMCSA:

8.75

PEG Ratio

CCZ:

0.00

CMCSA:

1.47

Total Revenue (TTM)

CCZ:

$123.73B

CMCSA:

$123.73B

Gross Profit (TTM)

CCZ:

$79.29B

CMCSA:

$79.29B

EBITDA (TTM)

CCZ:

$35.61B

CMCSA:

$35.61B

Returns By Period

In the year-to-date period, CCZ achieves a 2.03% return, which is significantly higher than CMCSA's -2.63% return. Over the past 10 years, CCZ has underperformed CMCSA with an annualized return of 2.13%, while CMCSA has yielded a comparatively higher 4.34% annualized return.


CCZ

YTD

2.03%

1M

-2.63%

6M

11.65%

1Y

16.04%

5Y*

1.74%

10Y*

2.13%

CMCSA

YTD

-2.63%

1M

-2.34%

6M

-7.54%

1Y

-10.78%

5Y*

-2.11%

10Y*

4.34%

*Annualized

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

CCZ vs. CMCSA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCZ
The Risk-Adjusted Performance Rank of CCZ is 6767
Overall Rank
The Sharpe Ratio Rank of CCZ is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of CCZ is 6060
Sortino Ratio Rank
The Omega Ratio Rank of CCZ is 8484
Omega Ratio Rank
The Calmar Ratio Rank of CCZ is 5252
Calmar Ratio Rank
The Martin Ratio Rank of CCZ is 7070
Martin Ratio Rank

CMCSA
The Risk-Adjusted Performance Rank of CMCSA is 2525
Overall Rank
The Sharpe Ratio Rank of CMCSA is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCSA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of CMCSA is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CMCSA is 3131
Calmar Ratio Rank
The Martin Ratio Rank of CMCSA is 2424
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.

CCZ vs. CMCSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Comcast Holdings Corp. (CCZ) and Comcast Corporation (CMCSA). 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.


Sharpe ratio
The chart of Sharpe ratio for CCZ, currently valued at 0.79, compared to the broader market-2.000.002.000.79-0.40
The chart of Sortino ratio for CCZ, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.006.001.35-0.37
The chart of Omega ratio for CCZ, currently valued at 1.29, compared to the broader market0.501.001.502.001.290.95
The chart of Calmar ratio for CCZ, currently valued at 0.31, compared to the broader market0.002.004.006.000.31-0.25
The chart of Martin ratio for CCZ, currently valued at 5.16, compared to the broader market-10.000.0010.0020.0030.005.16-0.97
CCZ
CMCSA

The current CCZ Sharpe Ratio is 0.58, which is higher than the CMCSA Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of CCZ and CMCSA, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.79
-0.40
CCZ
CMCSA

Dividends

CCZ vs. CMCSA - Dividend Comparison

CCZ's dividend yield for the trailing twelve months is around 2.65%, less than CMCSA's 3.42% yield.


TTM20242023202220212020201920182017201620152014
CCZ
Comcast Holdings Corp.
2.65%2.70%2.61%3.37%2.36%3.02%1.24%0.00%0.00%0.00%0.00%0.00%
CMCSA
Comcast Corporation
3.42%3.25%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%

Drawdowns

CCZ vs. CMCSA - Drawdown Comparison

The maximum CCZ drawdown since its inception was -87.31%, which is greater than CMCSA's maximum drawdown of -67.89%. Use the drawdown chart below to compare losses from any high point for CCZ and CMCSA. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%SeptemberOctoberNovemberDecember2025February
-41.69%
-35.30%
CCZ
CMCSA

Volatility

CCZ vs. CMCSA - Volatility Comparison

The current volatility for Comcast Holdings Corp. (CCZ) is 3.56%, while Comcast Corporation (CMCSA) has a volatility of 13.22%. This indicates that CCZ experiences smaller price fluctuations and is considered to be less risky than CMCSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
3.56%
13.22%
CCZ
CMCSA

Financials

CCZ vs. CMCSA - Financials Comparison

This section allows you to compare key financial metrics between Comcast Holdings Corp. and Comcast Corporation. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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