CMCSA vs. DGRO
CMCSA (Comcast Corporation) is a stock, while DGRO (iShares Core Dividend Growth ETF) is Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Over the past 10 years, CMCSA returned 1.27%/yr vs 13.52%/yr for DGRO. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
CMCSA vs. DGRO - Performance Comparison
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Returns By Period
In the year-to-date period, CMCSA achieves a -5.28% return, which is significantly lower than DGRO's 9.86% return. Over the past 10 years, CMCSA has underperformed DGRO with an annualized return of 1.27%, while DGRO has yielded a comparatively higher 13.52% annualized return.
CMCSA
- 1D
- 2.21%
- 1M
- -2.66%
- YTD
- -5.28%
- 6M
- 3.97%
- 1Y
- -17.53%
- 3Y*
- -8.98%
- 5Y*
- -10.72%
- 10Y*
- 1.27%
DGRO
- 1D
- 0.69%
- 1M
- 2.86%
- YTD
- 9.86%
- 6M
- 9.27%
- 1Y
- 23.49%
- 3Y*
- 16.74%
- 5Y*
- 10.82%
- 10Y*
- 13.52%
CMCSA vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | -5.28% | -17.35% | -11.84% | 29.08% | -28.68% | -2.22% | 19.13% | 34.04% | -12.71% | 17.45% |
DGRO iShares Core Dividend Growth ETF | 9.86% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 23.00% |
Correlation
The correlation between CMCSA and DGRO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014 | 0.58 |
Over the past year, the correlation between CMCSA and DGRO has dropped to 0.34 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
CMCSA vs. DGRO — Risk / Return Rank
CMCSA
DGRO
CMCSA vs. DGRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comcast Corporation (CMCSA) and iShares Core Dividend Growth ETF (DGRO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CMCSA | DGRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.96 | ||
| Sortino ratioReturn per unit of downside risk | -4.11 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.42 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 3.46 | -4.12 |
| Martin ratioReturn relative to average drawdown | -1.26 | 13.36 | -14.63 |
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Drawdowns
CMCSA vs. DGRO - Drawdown Comparison
The maximum CMCSA drawdown since its inception was -67.89%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for CMCSA and DGRO.
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Drawdown Indicators
| CMCSA | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.89% | -35.10% | -32.79% |
Max Drawdown (1Y)Largest decline over 1 year | -27.34% | -6.47% | -20.87% |
Max Drawdown (3Y)Largest decline over 3 years | -39.87% | -14.03% | -25.84% |
Max Drawdown (5Y)Largest decline over 5 years | -52.11% | -19.31% | -32.80% |
Max Drawdown (10Y)Largest decline over 10 years | -52.11% | -35.10% | -17.01% |
Current DrawdownCurrent decline from peak | -47.99% | 0.00% | -47.99% |
Average DrawdownAverage peak-to-trough decline | -24.62% | -3.44% | -21.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.38% | 1.68% | +12.70% |
Volatility
CMCSA vs. DGRO - Volatility Comparison
Comcast Corporation (CMCSA) has a higher volatility of 7.12% compared to iShares Core Dividend Growth ETF (DGRO) at 2.64%. This indicates that CMCSA's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMCSA | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.12% | 2.64% | +4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 6.96% | +17.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.24% | 9.59% | +19.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.96% | 13.83% | +13.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.49% | 16.62% | +9.87% |
Dividends
CMCSA vs. DGRO - Dividend Comparison
CMCSA's dividend yield for the trailing twelve months is around 11.84%, more than DGRO's 1.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | 11.84% | 4.35% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% |
DGRO iShares Core Dividend Growth ETF | 1.94% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
Frequently Asked Questions
CMCSA and DGRO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMCSA has higher volatility (7.12%) compared to DGRO (2.64%). In terms of maximum drawdown, CMCSA dropped -67.89% vs DGRO's -35.10%.
DGRO currently has the higher Sharpe Ratio (2.34 vs -0.62), 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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