CMCSA vs. AMZN
CMCSA (Comcast Corporation) and AMZN (Amazon.com, Inc) are both stocks. CMCSA operates in Entertainment (Communication Services), while AMZN operates in Internet Retail (Consumer Cyclical). Over the past 10 years, CMCSA returned 1.03%/yr vs 20.82%/yr for AMZN. At a 0.30 correlation, their price movements are largely independent.
Performance
CMCSA vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, CMCSA achieves a -7.33% return, which is significantly lower than AMZN's 3.11% return. Over the past 10 years, CMCSA has underperformed AMZN with an annualized return of 1.03%, while AMZN has yielded a comparatively higher 20.82% annualized return.
CMCSA
- 1D
- 0.50%
- 1M
- -4.23%
- YTD
- -7.33%
- 6M
- 0.43%
- 1Y
- -20.69%
- 3Y*
- -9.30%
- 5Y*
- -11.11%
- 10Y*
- 1.03%
AMZN
- 1D
- -2.53%
- 1M
- -11.52%
- YTD
- 3.11%
- 6M
- 2.68%
- 1Y
- 9.37%
- 3Y*
- 24.47%
- 5Y*
- 7.30%
- 10Y*
- 20.82%
CMCSA vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | -7.33% | -17.35% | -11.84% | 29.08% | -28.68% | -2.22% | 19.13% | 34.04% | -12.71% | 17.45% |
AMZN Amazon.com, Inc | 3.11% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
Correlation
The correlation between CMCSA and AMZN is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 15, 1997 | 0.30 |
Over the past year, the correlation between CMCSA and AMZN has dropped to 0.02 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
Fundamentals
CMCSA:
$86.70B
AMZN:
$2.59T
CMCSA:
$5.05
AMZN:
$8.37
CMCSA:
4.75
AMZN:
28.43
CMCSA:
0.10
AMZN:
0.69
CMCSA:
0.71
AMZN:
3.48
CMCSA:
0.98
AMZN:
5.86
CMCSA:
$125.28B
AMZN:
$742.78B
CMCSA:
$77.26B
AMZN:
$348.59B
CMCSA:
$45.00B
AMZN:
$152.71B
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Return for Risk
CMCSA vs. AMZN — Risk / Return Rank
CMCSA
AMZN
CMCSA vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comcast Corporation (CMCSA) and Amazon.com, Inc (AMZN). 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.
| CMCSA | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.08 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 0.43 | -1.19 |
| Martin ratioReturn relative to average drawdown | -1.46 | 1.03 | -2.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMCSA | AMZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.71 | 0.31 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | 0.21 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.64 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.54 | -0.27 |
Drawdowns
CMCSA vs. AMZN - Drawdown Comparison
The maximum CMCSA drawdown since its inception was -67.89%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for CMCSA and AMZN.
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Drawdown Indicators
| CMCSA | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.89% | -94.40% | +26.51% |
Max Drawdown (1Y)Largest decline over 1 year | -27.34% | -21.74% | -5.60% |
Max Drawdown (3Y)Largest decline over 3 years | -39.87% | -30.88% | -8.99% |
Max Drawdown (5Y)Largest decline over 5 years | -52.11% | -56.15% | +4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -52.11% | -56.15% | +4.04% |
Current DrawdownCurrent decline from peak | -49.11% | -13.45% | -35.66% |
Average DrawdownAverage peak-to-trough decline | -24.61% | -28.19% | +3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.22% | 9.15% | +5.07% |
Volatility
CMCSA vs. AMZN - Volatility Comparison
The current volatility for Comcast Corporation (CMCSA) is 6.72%, while Amazon.com, Inc (AMZN) has a volatility of 7.96%. This indicates that CMCSA experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMCSA | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 7.96% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 24.94% | 20.71% | +4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.33% | 30.15% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.96% | 35.53% | -8.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.49% | 32.49% | -6.00% |
Dividends
CMCSA vs. AMZN - Dividend Comparison
CMCSA's dividend yield for the trailing twelve months is around 12.10%, while AMZN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, 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 | 12.10% | 4.35% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% |
Financials
CMCSA vs. AMZN - Financials Comparison
This section allows you to compare key financial metrics between Comcast Corporation and Amazon.com, Inc. 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
CMCSA vs. AMZN - Profitability Comparison
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%.
AMZN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a gross profit of 66.77B and revenue of 181.52B. Therefore, the gross margin over that period was 36.8%.
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%.
AMZN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported an operating income of 23.85B and revenue of 181.52B, resulting in an operating margin of 13.1%.
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%.
AMZN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a net income of 30.26B and revenue of 181.52B, resulting in a net margin of 16.7%.
Frequently Asked Questions
CMCSA and AMZN have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZN has higher volatility (7.96%) compared to CMCSA (6.72%). In terms of maximum drawdown, CMCSA dropped -67.89% vs AMZN's -94.40%.
AMZN currently has the higher Sharpe Ratio (0.31 vs -0.71), 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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