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

Correlation

The correlation between CMCSA and CHTR 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

CMCSA vs. CHTR - Performance Comparison

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

0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember
0.96%
14.88%
CMCSA
CHTR

Key characteristics

Sharpe Ratio

CMCSA:

-0.47

CHTR:

-0.27

Sortino Ratio

CMCSA:

-0.50

CHTR:

-0.12

Omega Ratio

CMCSA:

0.94

CHTR:

0.98

Calmar Ratio

CMCSA:

-0.31

CHTR:

-0.16

Martin Ratio

CMCSA:

-0.91

CHTR:

-0.53

Ulcer Index

CMCSA:

12.30%

CHTR:

20.75%

Daily Std Dev

CMCSA:

23.99%

CHTR:

40.59%

Max Drawdown

CMCSA:

-67.90%

CHTR:

-68.99%

Current Drawdown

CMCSA:

-32.85%

CHTR:

-57.53%

Fundamentals

Market Cap

CMCSA:

$145.14B

CHTR:

$49.57B

EPS

CMCSA:

$3.71

CHTR:

$31.90

PE Ratio

CMCSA:

10.22

CHTR:

10.93

PEG Ratio

CMCSA:

1.18

CHTR:

0.34

Total Revenue (TTM)

CMCSA:

$123.07B

CHTR:

$54.87B

Gross Profit (TTM)

CMCSA:

$78.40B

CHTR:

$25.45B

EBITDA (TTM)

CMCSA:

$37.86B

CHTR:

$21.33B

Returns By Period

In the year-to-date period, CMCSA achieves a -10.90% return, which is significantly lower than CHTR's -10.30% return. Over the past 10 years, CMCSA has underperformed CHTR with an annualized return of 4.82%, while CHTR has yielded a comparatively higher 7.53% annualized return.


CMCSA

YTD

-10.90%

1M

-10.88%

6M

-1.62%

1Y

-11.45%

5Y*

-0.97%

10Y*

4.82%

CHTR

YTD

-10.30%

1M

-10.56%

6M

16.62%

1Y

-11.15%

5Y*

-6.35%

10Y*

7.53%

*Annualized

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Risk-Adjusted Performance

CMCSA vs. CHTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Comcast Corporation (CMCSA) and Charter Communications, Inc. (CHTR). 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 chart of Sharpe ratio for CMCSA, currently valued at -0.47, compared to the broader market-4.00-2.000.002.00-0.47-0.27
The chart of Sortino ratio for CMCSA, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.50-0.12
The chart of Omega ratio for CMCSA, currently valued at 0.94, compared to the broader market0.501.001.502.000.940.98
The chart of Calmar ratio for CMCSA, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.31-0.16
The chart of Martin ratio for CMCSA, currently valued at -0.91, compared to the broader market0.005.0010.0015.0020.0025.00-0.91-0.53
CMCSA
CHTR

The current CMCSA Sharpe Ratio is -0.47, which is lower than the CHTR Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of CMCSA and CHTR, 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-0.80-0.60-0.40-0.200.000.200.400.60AugustSeptemberOctoberNovemberDecember
-0.47
-0.27
CMCSA
CHTR

Dividends

CMCSA vs. CHTR - Dividend Comparison

CMCSA's dividend yield for the trailing twelve months is around 3.22%, while CHTR has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CMCSA
Comcast Corporation
3.22%2.60%3.03%1.95%1.72%1.40%2.70%1.18%1.96%1.73%1.16%1.50%
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%

Drawdowns

CMCSA vs. CHTR - Drawdown Comparison

The maximum CMCSA drawdown since its inception was -67.90%, roughly equal to the maximum CHTR drawdown of -68.99%. Use the drawdown chart below to compare losses from any high point for CMCSA and CHTR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember
-32.85%
-57.53%
CMCSA
CHTR

Volatility

CMCSA vs. CHTR - Volatility Comparison

Comcast Corporation (CMCSA) and Charter Communications, Inc. (CHTR) have volatilities of 11.41% and 11.97%, 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
11.41%
11.97%
CMCSA
CHTR

Financials

CMCSA vs. CHTR - Financials Comparison

This section allows you to compare key financial metrics between Comcast Corporation and Charter Communications, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items