PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CHTR vs. LBRDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHTR and LBRDA is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

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.

60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
113.51%
61.30%
CHTR
LBRDA

Key characteristics

Sharpe Ratio

CHTR:

0.60

LBRDA:

0.92

Sortino Ratio

CHTR:

1.17

LBRDA:

1.90

Omega Ratio

CHTR:

1.14

LBRDA:

1.24

Calmar Ratio

CHTR:

0.33

LBRDA:

0.58

Martin Ratio

CHTR:

2.37

LBRDA:

3.30

Ulcer Index

CHTR:

9.60%

LBRDA:

13.01%

Daily Std Dev

CHTR:

37.61%

LBRDA:

46.66%

Max Drawdown

CHTR:

-68.99%

LBRDA:

-74.16%

Current Drawdown

CHTR:

-58.80%

LBRDA:

-59.33%

Fundamentals

Market Cap

CHTR:

$48.04B

LBRDA:

$11.05B

EPS

CHTR:

$34.98

LBRDA:

$6.08

PE Ratio

CHTR:

9.67

LBRDA:

12.52

PEG Ratio

CHTR:

0.36

LBRDA:

-657.00

Total Revenue (TTM)

CHTR:

$41.41B

LBRDA:

$771.00M

Gross Profit (TTM)

CHTR:

$24.93B

LBRDA:

$431.00M

EBITDA (TTM)

CHTR:

$16.34B

LBRDA:

$1.07B

Returns By Period

In the year-to-date period, CHTR achieves a -1.31% return, which is significantly lower than LBRDA's 2.34% return. Over the past 10 years, CHTR has outperformed LBRDA with an annualized return of 5.96%, while LBRDA has yielded a comparatively lower 3.17% annualized return.


CHTR

YTD

-1.31%

1M

-10.60%

6M

3.67%

1Y

24.72%

5Y*

-4.86%

10Y*

5.96%

LBRDA

YTD

2.34%

1M

-11.62%

6M

-1.73%

1Y

45.62%

5Y*

-6.07%

10Y*

3.17%

*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

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 7373
Overall Rank
The Sharpe Ratio Rank of CHTR is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of CHTR is 7373
Sortino Ratio Rank
The Omega Ratio Rank of CHTR is 7070
Omega Ratio Rank
The Calmar Ratio Rank of CHTR is 7070
Calmar Ratio Rank
The Martin Ratio Rank of CHTR is 7777
Martin Ratio Rank

LBRDA
The Risk-Adjusted Performance Rank of LBRDA is 8484
Overall Rank
The Sharpe Ratio Rank of LBRDA is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of LBRDA is 8686
Sortino Ratio Rank
The Omega Ratio Rank of LBRDA is 8585
Omega Ratio Rank
The Calmar Ratio Rank of LBRDA is 7979
Calmar Ratio Rank
The Martin Ratio Rank of LBRDA is 8383
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.


Sharpe ratio
The chart of Sharpe ratio for CHTR, currently valued at 0.60, compared to the broader market-2.00-1.000.001.002.00
CHTR: 0.60
LBRDA: 0.92
The chart of Sortino ratio for CHTR, currently valued at 1.17, compared to the broader market-6.00-4.00-2.000.002.004.00
CHTR: 1.17
LBRDA: 1.90
The chart of Omega ratio for CHTR, currently valued at 1.14, compared to the broader market0.501.001.502.00
CHTR: 1.14
LBRDA: 1.24
The chart of Calmar ratio for CHTR, currently valued at 0.33, compared to the broader market0.001.002.003.004.00
CHTR: 0.33
LBRDA: 0.58
The chart of Martin ratio for CHTR, currently valued at 2.37, compared to the broader market-10.000.0010.0020.00
CHTR: 2.37
LBRDA: 3.30

The current CHTR Sharpe Ratio is 0.60, which is lower than the LBRDA Sharpe Ratio of 0.92. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.60
0.92
CHTR
LBRDA

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.


-60.00%-55.00%-50.00%NovemberDecember2025FebruaryMarchApril
-58.80%
-59.33%
CHTR
LBRDA

Volatility

CHTR vs. LBRDA - Volatility Comparison

The current volatility for Charter Communications, Inc. (CHTR) is 12.37%, while Liberty Broadband Corporation (LBRDA) has a volatility of 13.06%. This indicates that CHTR experiences smaller price fluctuations and is considered to be less risky than LBRDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
12.37%
13.06%
CHTR
LBRDA

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab