CMCSA vs. FTXL

Last updated Aug 1, 2026

CMCSA (Comcast Corporation) is a stock, while FTXL (First Trust Nasdaq Semiconductor ETF) is Semiconductors fund tracking the Nasdaq U.S. Smart Semiconductor Index. Over the past 5 years, CMCSA returned -11.56%/yr vs 26.87%/yr for FTXL. Their 0.29 correlation means their historical movements had little consistent relationship.

Performance

CMCSA vs. FTXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comcast Corporation (CMCSA) and First Trust Nasdaq Semiconductor ETF (FTXL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CMCSA achieves a -6.11% return, which is significantly lower than FTXL's 67.20% return.

CMCSA

• 1D: 1.23%
• 1M: 0.71%
• 6M: -17.42%
• YTD: -6.11%
• 1Y: -12.79%
• 3Y*: -12.65%
• 5Y*: -11.56%
• 10Y*: 0.48%
• ALL TIME*: 9.78%

FTXL

• 1D: -0.59%
• 1M: -13.49%
• 6M: 42.44%
• YTD: 67.20%
• 1Y: 127.03%
• 3Y*: 42.82%
• 5Y*: 26.87%
• 10Y*: —
• ALL TIME*: 27.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CMCSA Comcast Corporation	$874.68M	$810.14M	$870.96M
FTXL First Trust Nasdaq Semiconductor ETF	$143.42M	$100.61M	$86.48M

CMCSA vs. FTXL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CMCSA Comcast Corporation	-6.11%	-17.35%	-11.84%	29.08%	-28.68%	-2.22%	19.13%	34.04%	-12.71%	17.45%
FTXL First Trust Nasdaq Semiconductor ETF	67.20%	48.94%	7.59%	54.41%	-33.88%	36.04%	46.08%	61.77%	-14.47%	32.19%

Correlation

The correlation between CMCSA and FTXL is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.18
Correlation (3Y) Balances recent behavior with more history.	0.08
Correlation (5Y) Shows whether the relationship held over a longer period.	0.24
Correlation (All Time) Calculated using the full available price history since Sep 21, 2016	0.29

The correlation between CMCSA and FTXL shifts across timeframes, from -0.18 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CMCSA vs. FTXL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CMCSA

CMCSA Risk / Return Rank: 24
CMCSA Sharpe Ratio Rank: 23
CMCSA Sortino Ratio Rank: 22
CMCSA Omega Ratio Rank: 21
CMCSA Calmar Ratio Rank: 28
CMCSA Martin Ratio Rank: 24

FTXL

FTXL Risk / Return Rank: 91
FTXL Sharpe Ratio Rank: 95
FTXL Sortino Ratio Rank: 87
FTXL Omega Ratio Rank: 87
FTXL Calmar Ratio Rank: 90
FTXL Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CMCSA vs. FTXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Comcast Corporation (CMCSA) and First Trust Nasdaq Semiconductor ETF (FTXL). 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	FTXL	Difference
Sharpe ratio: Return per unit of total volatility	-0.47	2.71	-3.18
Sortino ratio: Return per unit of downside risk	-0.47	2.95	-3.42
Omega ratio: Gain probability vs. loss probability	0.94	1.39	-0.45
Calmar ratio: Return relative to maximum drawdown	-0.48	3.83	-4.31
Martin ratio: Return relative to average drawdown	-0.94	16.62	-17.56

CMCSA vs. FTXL - Sharpe Ratio Comparison

The current CMCSA Sharpe Ratio is -0.47, which is lower than the FTXL Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of CMCSA and FTXL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CMCSA vs. FTXL - Drawdown Comparison

The maximum CMCSA drawdown since its inception was -67.89%, which is greater than FTXL's maximum drawdown of -43.87%. Use the drawdown chart below to compare losses from any high point for CMCSA and FTXL.

Drawdown Indicators

	CMCSA	FTXL	Difference
Max Drawdown Largest peak-to-trough decline	-67.89%	-43.87%	-24.02%
Max Drawdown (1Y) Largest decline over 1 year	-30.80%	-32.64%	+1.84%
Max Drawdown (3Y) Largest decline over 3 years	-41.66%	-41.57%	-0.09%
Max Drawdown (5Y) Largest decline over 5 years	-52.83%	-43.87%	-8.96%
Max Drawdown (10Y) Largest decline over 10 years	-52.83%	—	—
Current Drawdown Current decline from peak	-48.44%	-27.09%	-21.35%
Average Drawdown Average peak-to-trough decline	-24.71%	-10.61%	-14.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.55%	7.51%	+8.04%

Volatility

CMCSA vs. FTXL - Volatility Comparison

The current volatility for Comcast Corporation (CMCSA) is 12.24%, while First Trust Nasdaq Semiconductor ETF (FTXL) has a volatility of 18.94%. This indicates that CMCSA experiences smaller price fluctuations and is considered to be less risky than FTXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMCSA	FTXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.24%	18.94%	-6.70%
Volatility (6M) Calculated over the trailing 6-month period	25.68%	39.98%	-14.30%
Volatility (1Y) Calculated over the trailing 1-year period	31.44%	46.28%	-14.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.58%	38.23%	-10.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.83%	35.28%	-8.45%

Dividends

CMCSA vs. FTXL - Dividend Comparison

CMCSA's dividend yield for the trailing twelve months is around 12.20%, more than FTXL's 0.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CMCSA Comcast Corporation	12.20%	4.35%	3.25%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%
FTXL First Trust Nasdaq Semiconductor ETF	0.11%	0.28%	0.54%	0.60%	0.89%	0.25%	0.48%	0.92%	0.71%	0.47%	0.12%	0.00%

Frequently Asked Questions

Can I hold both CMCSA and FTXL in my portfolio?

CMCSA and FTXL have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CMCSA or FTXL?

FTXL has higher volatility (18.94%) compared to CMCSA (12.24%). In terms of maximum drawdown, CMCSA dropped -67.89% vs FTXL's -43.87%.

Which has better risk-adjusted returns?

FTXL currently has the higher Sharpe Ratio (2.71 vs -0.47), 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.