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

Performance

CMCSA vs. CSCO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
11.08%
23.90%
CMCSA
CSCO

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

YTD

0.73%

1M

2.27%

6M

10.91%

1Y

4.12%

5Y (annualized)

1.63%

10Y (annualized)

6.97%

CSCO

YTD

17.44%

1M

1.23%

6M

21.23%

1Y

24.24%

5Y (annualized)

8.13%

10Y (annualized)

11.39%

Fundamentals


CMCSACSCO
Market Cap$169.13B$234.02B
EPS$3.71$2.54
PE Ratio11.9123.11
PEG Ratio1.502.50
Total Revenue (TTM)$123.07B$39.14B
Gross Profit (TTM)$78.40B$25.60B
EBITDA (TTM)$34.34B$10.71B

Key characteristics


CMCSACSCO
Sharpe Ratio0.180.56
Sortino Ratio0.410.85
Omega Ratio1.051.13
Calmar Ratio0.110.48
Martin Ratio0.331.85
Ulcer Index11.70%6.14%
Daily Std Dev21.96%20.46%
Max Drawdown-67.90%-89.26%
Current Drawdown-24.09%-2.91%

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Correlation

-0.50.00.51.00.3

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.


Sharpe ratio
The chart of Sharpe ratio for CMCSA, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.180.56
The chart of Sortino ratio for CMCSA, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.410.85
The chart of Omega ratio for CMCSA, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.13
The chart of Calmar ratio for CMCSA, currently valued at 0.11, compared to the broader market0.002.004.006.000.110.48
The chart of Martin ratio for CMCSA, currently valued at 0.33, compared to the broader market0.0010.0020.0030.000.331.85
CMCSA
CSCO

The current CMCSA Sharpe Ratio is 0.18, which is lower than the CSCO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of CMCSA and CSCO, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.18
0.56
CMCSA
CSCO

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.


TTM20232022202120202019201820172016201520142013
CMCSA
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%
CSCO
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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-24.09%
-2.91%
CMCSA
CSCO

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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.09%
4.92%
CMCSA
CSCO

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.


Quarterly
Annual

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


Values in USD except per share items