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

Correlation

The correlation between CHTR and CMCSA is 0.54, 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.


-0.50.00.51.00.5

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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
12.27%
-5.99%
CHTR
CMCSA

Key characteristics

Sharpe Ratio

CHTR:

-0.05

CMCSA:

-0.45

Sortino Ratio

CHTR:

0.22

CMCSA:

-0.48

Omega Ratio

CHTR:

1.03

CMCSA:

0.94

Calmar Ratio

CHTR:

-0.03

CMCSA:

-0.30

Martin Ratio

CHTR:

-0.11

CMCSA:

-0.84

Ulcer Index

CHTR:

19.46%

CMCSA:

13.00%

Daily Std Dev

CHTR:

40.78%

CMCSA:

23.94%

Max Drawdown

CHTR:

-68.99%

CMCSA:

-67.78%

Current Drawdown

CHTR:

-57.20%

CMCSA:

-34.69%

Fundamentals

Market Cap

CHTR:

$49.96B

CMCSA:

$139.97B

EPS

CHTR:

$32.33

CMCSA:

$3.71

PE Ratio

CHTR:

10.87

CMCSA:

9.86

PEG Ratio

CHTR:

0.35

CMCSA:

1.14

Total Revenue (TTM)

CHTR:

$41.16B

CMCSA:

$91.82B

Gross Profit (TTM)

CHTR:

$16.37B

CMCSA:

$57.40B

EBITDA (TTM)

CHTR:

$16.13B

CMCSA:

$29.27B

Returns By Period

In the year-to-date period, CHTR achieves a 2.51% return, which is significantly higher than CMCSA's -1.71% return. Over the past 10 years, CHTR has outperformed CMCSA with an annualized return of 8.50%, while CMCSA has yielded a comparatively lower 5.06% annualized return.


CHTR

YTD

2.51%

1M

-0.40%

6M

9.70%

1Y

-5.32%

5Y*

-6.93%

10Y*

8.50%

CMCSA

YTD

-1.71%

1M

-1.37%

6M

-7.28%

1Y

-12.93%

5Y*

-2.63%

10Y*

5.06%

*Annualized

Compare stocks, funds, or ETFs

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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 4141
Overall Rank
The Sharpe Ratio Rank of CHTR is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of CHTR is 3737
Sortino Ratio Rank
The Omega Ratio Rank of CHTR is 3838
Omega Ratio Rank
The Calmar Ratio Rank of CHTR is 4343
Calmar Ratio Rank
The Martin Ratio Rank of CHTR is 4343
Martin Ratio Rank

CMCSA
The Risk-Adjusted Performance Rank of CMCSA is 2424
Overall Rank
The Sharpe Ratio Rank of CMCSA is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCSA is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CMCSA is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CMCSA is 2828
Calmar Ratio Rank
The Martin Ratio Rank of CMCSA is 2828
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.


Sharpe ratio
The chart of Sharpe ratio for CHTR, currently valued at -0.05, compared to the broader market-2.000.002.004.00-0.05-0.45
The chart of Sortino ratio for CHTR, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.22-0.48
The chart of Omega ratio for CHTR, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.94
The chart of Calmar ratio for CHTR, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.03-0.30
The chart of Martin ratio for CHTR, currently valued at -0.11, compared to the broader market-10.000.0010.0020.0030.00-0.11-0.84
CHTR
CMCSA

The current CHTR Sharpe Ratio is -0.05, which is higher than the CMCSA Sharpe Ratio of -0.45. 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.


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.000.200.400.60AugustSeptemberOctoberNovemberDecember2025
-0.05
-0.45
CHTR
CMCSA

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 3.39%.


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
3.39%3.25%2.60%3.03%1.95%1.72%1.40%2.70%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 -67.78%. Use the drawdown chart below to compare losses from any high point for CHTR and CMCSA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-57.20%
-34.69%
CHTR
CMCSA

Volatility

CHTR vs. CMCSA - Volatility Comparison

Charter Communications, Inc. (CHTR) has a higher volatility of 8.23% compared to Comcast Corporation (CMCSA) at 4.98%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.23%
4.98%
CHTR
CMCSA

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


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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