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

Correlation

The correlation between CHTR and LBRDA 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. LBRDA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CHTR:

1.35

LBRDA:

1.74

Sortino Ratio

CHTR:

2.13

LBRDA:

3.00

Omega Ratio

CHTR:

1.27

LBRDA:

1.38

Calmar Ratio

CHTR:

0.80

LBRDA:

1.17

Martin Ratio

CHTR:

5.15

LBRDA:

6.02

Ulcer Index

CHTR:

10.41%

LBRDA:

14.27%

Daily Std Dev

CHTR:

40.25%

LBRDA:

49.22%

Max Drawdown

CHTR:

-68.99%

LBRDA:

-74.16%

Current Drawdown

CHTR:

-47.96%

LBRDA:

-46.45%

Fundamentals

Market Cap

CHTR:

$58.89B

LBRDA:

$13.90B

EPS

CHTR:

$35.84

LBRDA:

$6.26

PE Ratio

CHTR:

11.71

LBRDA:

15.38

PEG Ratio

CHTR:

0.44

LBRDA:

-657.00

PS Ratio

CHTR:

1.07

LBRDA:

13.40

PB Ratio

CHTR:

3.58

LBRDA:

1.37

Total Revenue (TTM)

CHTR:

$55.14B

LBRDA:

$1.04B

Gross Profit (TTM)

CHTR:

$31.64B

LBRDA:

$697.00M

EBITDA (TTM)

CHTR:

$21.61B

LBRDA:

$1.36B

Returns By Period

In the year-to-date period, CHTR achieves a 24.65% return, which is significantly lower than LBRDA's 34.75% return. Over the past 10 years, CHTR has outperformed LBRDA with an annualized return of 8.95%, while LBRDA has yielded a comparatively lower 6.68% annualized return.


CHTR

YTD

24.65%

1M

28.50%

6M

9.67%

1Y

53.94%

5Y*

-3.23%

10Y*

8.95%

LBRDA

YTD

34.75%

1M

32.75%

6M

14.33%

1Y

84.60%

5Y*

-3.61%

10Y*

6.68%

*Annualized

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Risk-Adjusted Performance

CHTR vs. LBRDA — 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

LBRDA
The Risk-Adjusted Performance Rank of LBRDA is 9191
Overall Rank
The Sharpe Ratio Rank of LBRDA is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of LBRDA is 9595
Sortino Ratio Rank
The Omega Ratio Rank of LBRDA is 9393
Omega Ratio Rank
The Calmar Ratio Rank of LBRDA is 8686
Calmar Ratio Rank
The Martin Ratio Rank of LBRDA is 8989
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. LBRDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Charter Communications, Inc. (CHTR) and Liberty Broadband Corporation (LBRDA). 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 comparable to the LBRDA Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of CHTR and LBRDA, 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. LBRDA - Dividend Comparison

Neither CHTR nor LBRDA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CHTR vs. LBRDA - Drawdown Comparison

The maximum CHTR drawdown since its inception was -68.99%, smaller than the maximum LBRDA drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for CHTR and LBRDA. For additional features, visit the drawdowns tool.


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Volatility

CHTR vs. LBRDA - Volatility Comparison

Charter Communications, Inc. (CHTR) and Liberty Broadband Corporation (LBRDA) have volatilities of 13.03% and 13.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CHTR vs. LBRDA - Financials Comparison

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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
13.74B
266.00M
(CHTR) Total Revenue
(LBRDA) Total Revenue
Values in USD except per share items