CMCSA vs. CSCO
Compare and contrast key facts about Comcast Corporation (CMCSA) and Cisco Systems, Inc. (CSCO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMCSA or CSCO.
Performance
CMCSA vs. CSCO - Performance Comparison
Returns By Period
In the year-to-date period, CMCSA achieves a 0.73% return, which is significantly lower than CSCO's 17.44% return. Over the past 10 years, CMCSA has underperformed CSCO with an annualized return of 6.97%, while CSCO has yielded a comparatively higher 11.39% annualized return.
CMCSA
0.73%
2.27%
10.91%
4.12%
1.63%
6.97%
CSCO
17.44%
1.23%
21.23%
24.24%
8.13%
11.39%
Fundamentals
CMCSA | CSCO | |
---|---|---|
Market Cap | $169.13B | $234.02B |
EPS | $3.71 | $2.54 |
PE Ratio | 11.91 | 23.11 |
PEG Ratio | 1.50 | 2.50 |
Total Revenue (TTM) | $123.07B | $39.14B |
Gross Profit (TTM) | $78.40B | $25.60B |
EBITDA (TTM) | $34.34B | $10.71B |
Key characteristics
CMCSA | CSCO | |
---|---|---|
Sharpe Ratio | 0.18 | 0.56 |
Sortino Ratio | 0.41 | 0.85 |
Omega Ratio | 1.05 | 1.13 |
Calmar Ratio | 0.11 | 0.48 |
Martin Ratio | 0.33 | 1.85 |
Ulcer Index | 11.70% | 6.14% |
Daily Std Dev | 21.96% | 20.46% |
Max Drawdown | -67.90% | -89.26% |
Current Drawdown | -24.09% | -2.91% |
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Correlation
The correlation between CMCSA and CSCO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
CMCSA vs. CSCO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Comcast Corporation (CMCSA) and Cisco Systems, Inc. (CSCO). 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.
Dividends
CMCSA vs. CSCO - Dividend Comparison
CMCSA's dividend yield for the trailing twelve months is around 2.85%, more than CSCO's 2.77% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Comcast Corporation | 2.85% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.70% | 1.18% | 1.96% | 1.73% | 1.16% | 1.50% |
Cisco Systems, Inc. | 2.77% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
Drawdowns
CMCSA vs. CSCO - Drawdown Comparison
The maximum CMCSA drawdown since its inception was -67.90%, smaller than the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for CMCSA and CSCO. For additional features, visit the drawdowns tool.
Volatility
CMCSA vs. CSCO - Volatility Comparison
Comcast Corporation (CMCSA) has a higher volatility of 9.09% compared to Cisco Systems, Inc. (CSCO) at 4.92%. This indicates that CMCSA's price experiences larger fluctuations and is considered to be riskier than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CMCSA vs. CSCO - Financials Comparison
This section allows you to compare key financial metrics between Comcast Corporation and Cisco Systems, 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