CHTR vs. CMCSA
CHTR (Charter Communications, Inc.) and CMCSA (Comcast Corporation) are both stocks. Both operate in the Entertainment industry within the Communication Services sector. Over the past 10 years, CHTR returned -5.32%/yr vs 0.50%/yr for CMCSA. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
CHTR vs. CMCSA - Performance Comparison
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Returns By Period
In the year-to-date period, CHTR achieves a -39.86% return, which is significantly lower than CMCSA's -13.71% return. Over the past 10 years, CHTR has underperformed CMCSA with an annualized return of -5.32%, while CMCSA has yielded a comparatively higher 0.50% annualized return.
CHTR
- 1D
- -0.55%
- 1M
- -13.51%
- YTD
- -39.86%
- 6M
- -39.06%
- 1Y
- -67.51%
- 3Y*
- -27.27%
- 5Y*
- -29.07%
- 10Y*
- -5.32%
CMCSA
- 1D
- -0.49%
- 1M
- -11.45%
- YTD
- -13.71%
- 6M
- -11.85%
- 1Y
- -23.82%
- 3Y*
- -11.33%
- 5Y*
- -11.93%
- 10Y*
- 0.50%
CHTR vs. CMCSA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHTR Charter Communications, Inc. | -39.86% | -39.10% | -11.81% | 14.62% | -47.99% | -1.45% | 36.38% | 70.22% | -15.18% | 16.69% |
CMCSA Comcast Corporation | -13.71% | -17.35% | -11.84% | 29.08% | -28.68% | -2.22% | 19.13% | 34.04% | -12.71% | 17.45% |
Correlation
The correlation between CHTR and CMCSA is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010 | 0.55 |
The correlation between CHTR and CMCSA shifts across timeframes, from 0.55 (all time) to 0.66 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CHTR:
$15.92B
CMCSA:
$80.73B
CHTR:
$38.46
CMCSA:
$5.05
CHTR:
3.26
CMCSA:
4.42
CHTR:
0.32
CMCSA:
0.09
CHTR:
0.31
CMCSA:
0.66
CHTR:
0.97
CMCSA:
0.91
CHTR:
$54.64B
CMCSA:
$125.28B
CHTR:
$23.64B
CMCSA:
$77.26B
CHTR:
$20.40B
CMCSA:
$45.00B
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Return for Risk
CHTR vs. CMCSA — Risk / Return Rank
CHTR
CMCSA
CHTR vs. CMCSA - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHTR | CMCSA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 0.87 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | -0.78 | -0.18 |
| Martin ratioReturn relative to average drawdown | -1.45 | -1.60 | +0.15 |
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Drawdowns
CHTR vs. CMCSA - Drawdown Comparison
The maximum CHTR drawdown since its inception was -84.71%, which is greater than CMCSA's maximum drawdown of -67.89%. Use the drawdown chart below to compare losses from any high point for CHTR and CMCSA.
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Drawdown Indicators
| CHTR | CMCSA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.71% | -67.89% | -16.82% |
Max Drawdown (1Y)Largest decline over 1 year | -69.98% | -30.48% | -39.50% |
Max Drawdown (3Y)Largest decline over 3 years | -72.45% | -41.39% | -31.06% |
Max Drawdown (5Y)Largest decline over 5 years | -84.71% | -52.61% | -32.10% |
Max Drawdown (10Y)Largest decline over 10 years | -84.71% | -52.61% | -32.10% |
Current DrawdownCurrent decline from peak | -84.71% | -52.61% | -32.10% |
Average DrawdownAverage peak-to-trough decline | -20.79% | -24.63% | +3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.51% | 14.92% | +31.59% |
Volatility
CHTR vs. CMCSA - Volatility Comparison
Charter Communications, Inc. (CHTR) has a higher volatility of 14.57% compared to Comcast Corporation (CMCSA) at 8.20%. 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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Volatility by Period
| CHTR | CMCSA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.57% | 8.20% | +6.37% |
Volatility (6M)Calculated over the trailing 6-month period | 42.99% | 24.40% | +18.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.40% | 29.62% | +19.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.29% | 27.06% | +12.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.27% | 26.55% | +7.72% |
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 13.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 13.00% | 4.35% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% |
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.
Total Revenue: Total amount of money received from sales and other business activities
CHTR vs. CMCSA - Profitability Comparison
CHTR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Charter Communications, Inc. reported a gross profit of 5.43B and revenue of 13.60B. Therefore, the gross margin over that period was 40.0%.
CMCSA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported a gross profit of 20.57B and revenue of 31.46B. Therefore, the gross margin over that period was 65.4%.
CHTR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Charter Communications, Inc. reported an operating income of 3.21B and revenue of 13.60B, 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 Jun 2026, Comcast Corporation reported an operating income of 4.14B and revenue of 31.46B, resulting in an operating margin of 13.1%.
CHTR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Charter Communications, Inc. reported a net income of 1.36B and revenue of 13.60B, resulting in a net margin of 10.0%.
CMCSA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported a net income of 2.17B and revenue of 31.46B, resulting in a net margin of 6.9%.
Frequently Asked Questions
CHTR and CMCSA have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHTR has higher volatility (14.57%) compared to CMCSA (8.20%). In terms of maximum drawdown, CHTR dropped -84.71% vs CMCSA's -67.89%.
CMCSA currently has the higher Sharpe Ratio (-0.81 vs -1.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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