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

Correlation

The correlation between CHTR and CMCSA is 0.44, 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

CHTR vs. CMCSA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CHTR:

1.35

CMCSA:

-0.25

Sortino Ratio

CHTR:

2.13

CMCSA:

-0.18

Omega Ratio

CHTR:

1.27

CMCSA:

0.97

Calmar Ratio

CHTR:

0.80

CMCSA:

-0.19

Martin Ratio

CHTR:

5.15

CMCSA:

-0.57

Ulcer Index

CHTR:

10.41%

CMCSA:

13.42%

Daily Std Dev

CHTR:

40.25%

CMCSA:

28.11%

Max Drawdown

CHTR:

-68.99%

CMCSA:

-67.89%

Current Drawdown

CHTR:

-47.96%

CMCSA:

-36.08%

Fundamentals

Market Cap

CHTR:

$58.89B

CMCSA:

$131.58B

EPS

CHTR:

$35.84

CMCSA:

$4.15

PE Ratio

CHTR:

11.71

CMCSA:

8.51

PEG Ratio

CHTR:

0.44

CMCSA:

1.65

PS Ratio

CHTR:

1.07

CMCSA:

1.06

PB Ratio

CHTR:

3.58

CMCSA:

1.52

Total Revenue (TTM)

CHTR:

$55.14B

CMCSA:

$123.56B

Gross Profit (TTM)

CHTR:

$31.64B

CMCSA:

$79.52B

EBITDA (TTM)

CHTR:

$21.61B

CMCSA:

$31.91B

Returns By Period

In the year-to-date period, CHTR achieves a 24.65% return, which is significantly higher than CMCSA's -3.80% return. Over the past 10 years, CHTR has outperformed CMCSA with an annualized return of 8.95%, while CMCSA has yielded a comparatively lower 4.51% annualized return.


CHTR

YTD

24.65%

1M

28.50%

6M

9.67%

1Y

53.94%

5Y*

-3.23%

10Y*

8.95%

CMCSA

YTD

-3.80%

1M

5.75%

6M

-15.81%

1Y

-6.86%

5Y*

2.41%

10Y*

4.51%

*Annualized

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Risk-Adjusted Performance

CHTR vs. CMCSA — Risk-Adjusted Performance Rank

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

CHTR
The Risk-Adjusted Performance Rank of CHTR is 8686
Overall Rank
The Sharpe Ratio Rank of CHTR is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of CHTR is 8787
Sortino Ratio Rank
The Omega Ratio Rank of CHTR is 8585
Omega Ratio Rank
The Calmar Ratio Rank of CHTR is 8080
Calmar Ratio Rank
The Martin Ratio Rank of CHTR is 8787
Martin Ratio Rank

CMCSA
The Risk-Adjusted Performance Rank of CMCSA is 3535
Overall Rank
The Sharpe Ratio Rank of CMCSA is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCSA is 3030
Sortino Ratio Rank
The Omega Ratio Rank of CMCSA is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CMCSA is 3939
Calmar Ratio Rank
The Martin Ratio Rank of CMCSA is 3838
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.

CHTR vs. CMCSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Charter Communications, Inc. (CHTR) 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.


The current CHTR Sharpe Ratio is 1.35, which is higher than the CMCSA Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of CHTR 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.


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Dividends

CHTR vs. CMCSA - Dividend Comparison

CHTR has not paid dividends to shareholders, while CMCSA's dividend yield for the trailing twelve months is around 3.55%.


TTM20242023202220212020201920182017201620152014
CHTR
Charter Communications, 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%
CMCSA
Comcast Corporation
3.55%3.25%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%

Drawdowns

CHTR vs. CMCSA - Drawdown Comparison

The maximum CHTR drawdown since its inception was -68.99%, roughly equal to the maximum CMCSA drawdown of -67.89%. Use the drawdown chart below to compare losses from any high point for CHTR and CMCSA. For additional features, visit the drawdowns tool.


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Volatility

CHTR vs. CMCSA - Volatility Comparison

Charter Communications, Inc. (CHTR) has a higher volatility of 13.03% compared to Comcast Corporation (CMCSA) at 6.30%. This indicates that CHTR's price experiences larger fluctuations and is considered to be riskier than CMCSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CHTR vs. CMCSA - Financials Comparison

This section allows you to compare key financial metrics between Charter Communications, Inc. 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


10.00B15.00B20.00B25.00B30.00B20212022202320242025
13.74B
29.89B
(CHTR) Total Revenue
(CMCSA) Total Revenue
Values in USD except per share items

CHTR vs. CMCSA - Profitability Comparison

The chart below illustrates the profitability comparison between Charter Communications, Inc. and Comcast Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
48.9%
71.8%
(CHTR) Gross Margin
(CMCSA) Gross Margin
CHTR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Charter Communications, Inc. reported a gross profit of 6.71B and revenue of 13.74B. Therefore, the gross margin over that period was 48.9%.

CMCSA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Comcast Corporation reported a gross profit of 21.47B and revenue of 29.89B. Therefore, the gross margin over that period was 71.8%.

CHTR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Charter Communications, Inc. reported an operating income of 3.24B and revenue of 13.74B, resulting in an operating margin of 23.6%.

CMCSA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Comcast Corporation reported an operating income of 5.66B and revenue of 29.89B, resulting in an operating margin of 18.9%.

CHTR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Charter Communications, Inc. reported a net income of 1.22B and revenue of 13.74B, resulting in a net margin of 8.9%.

CMCSA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Comcast Corporation reported a net income of 3.38B and revenue of 29.89B, resulting in a net margin of 11.3%.