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

Correlation

The correlation between CMCSA and CHTR 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

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.

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Key characteristics

Sharpe Ratio

CMCSA:

-0.25

CHTR:

1.35

Sortino Ratio

CMCSA:

-0.18

CHTR:

2.13

Omega Ratio

CMCSA:

0.97

CHTR:

1.27

Calmar Ratio

CMCSA:

-0.19

CHTR:

0.80

Martin Ratio

CMCSA:

-0.57

CHTR:

5.15

Ulcer Index

CMCSA:

13.42%

CHTR:

10.41%

Daily Std Dev

CMCSA:

28.11%

CHTR:

40.25%

Max Drawdown

CMCSA:

-67.89%

CHTR:

-68.99%

Current Drawdown

CMCSA:

-36.08%

CHTR:

-47.96%

Fundamentals

Market Cap

CMCSA:

$131.58B

CHTR:

$58.89B

EPS

CMCSA:

$4.15

CHTR:

$35.84

PE Ratio

CMCSA:

8.51

CHTR:

11.71

PEG Ratio

CMCSA:

1.65

CHTR:

0.44

PS Ratio

CMCSA:

1.06

CHTR:

1.07

PB Ratio

CMCSA:

1.52

CHTR:

3.58

Total Revenue (TTM)

CMCSA:

$123.56B

CHTR:

$55.14B

Gross Profit (TTM)

CMCSA:

$79.52B

CHTR:

$31.64B

EBITDA (TTM)

CMCSA:

$31.91B

CHTR:

$21.61B

Returns By Period

In the year-to-date period, CMCSA achieves a -3.80% return, which is significantly lower than CHTR's 24.65% return. Over the past 10 years, CMCSA has underperformed CHTR with an annualized return of 4.51%, while CHTR has yielded a comparatively higher 8.95% annualized return.


CMCSA

YTD

-3.80%

1M

5.75%

6M

-15.81%

1Y

-6.86%

5Y*

2.41%

10Y*

4.51%

CHTR

YTD

24.65%

1M

28.50%

6M

9.67%

1Y

53.94%

5Y*

-3.23%

10Y*

8.95%

*Annualized

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Risk-Adjusted Performance

CMCSA vs. CHTR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMCSA
The Risk-Adjusted Performance Rank of CMCSA is 3535
Overall Rank
The Sharpe Ratio Rank of CMCSA is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCSA is 3030
Sortino Ratio Rank
The Omega Ratio Rank of CMCSA is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CMCSA is 3939
Calmar Ratio Rank
The Martin Ratio Rank of CMCSA is 3838
Martin Ratio Rank

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
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.

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 current CMCSA Sharpe Ratio is -0.25, which is lower than the CHTR Sharpe Ratio of 1.35. 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.


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Dividends

CMCSA vs. CHTR - Dividend Comparison

CMCSA's dividend yield for the trailing twelve months is around 3.55%, while CHTR has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CMCSA
Comcast Corporation
3.55%3.25%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%
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 -67.89%, 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.


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Volatility

CMCSA vs. CHTR - Volatility Comparison

The current volatility for Comcast Corporation (CMCSA) is 6.30%, while Charter Communications, Inc. (CHTR) has a volatility of 13.03%. This indicates that CMCSA experiences smaller price fluctuations and is considered to be less risky than CHTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


10.00B15.00B20.00B25.00B30.00B20212022202320242025
29.89B
13.74B
(CMCSA) Total Revenue
(CHTR) Total Revenue
Values in USD except per share items

CMCSA vs. CHTR - Profitability Comparison

The chart below illustrates the profitability comparison between Comcast Corporation and Charter Communications, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
71.8%
48.9%
(CMCSA) Gross Margin
(CHTR) Gross Margin
CMCSA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Comcast Corporation reported a gross profit of 21.47B and revenue of 29.89B. Therefore, the gross margin over that period was 71.8%.

CHTR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Charter Communications, Inc. reported a gross profit of 6.71B and revenue of 13.74B. Therefore, the gross margin over that period was 48.9%.

CMCSA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Comcast Corporation reported an operating income of 5.66B and revenue of 29.89B, resulting in an operating margin of 18.9%.

CHTR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Charter Communications, Inc. reported an operating income of 3.24B and revenue of 13.74B, resulting in an operating margin of 23.6%.

CMCSA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Comcast Corporation reported a net income of 3.38B and revenue of 29.89B, resulting in a net margin of 11.3%.

CHTR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Charter Communications, Inc. reported a net income of 1.22B and revenue of 13.74B, resulting in a net margin of 8.9%.