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

Correlation

The correlation between CMCSA and ROKU is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

CMCSA vs. ROKU - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
5.85%
175.11%
CMCSA
ROKU

Key characteristics

Sharpe Ratio

CMCSA:

-0.54

ROKU:

0.17

Sortino Ratio

CMCSA:

-0.56

ROKU:

0.67

Omega Ratio

CMCSA:

0.92

ROKU:

1.09

Calmar Ratio

CMCSA:

-0.38

ROKU:

0.12

Martin Ratio

CMCSA:

-1.26

ROKU:

0.72

Ulcer Index

CMCSA:

12.27%

ROKU:

14.49%

Daily Std Dev

CMCSA:

28.71%

ROKU:

60.75%

Max Drawdown

CMCSA:

-67.89%

ROKU:

-91.91%

Current Drawdown

CMCSA:

-40.21%

ROKU:

-86.52%

Fundamentals

Market Cap

CMCSA:

$130.01B

ROKU:

$9.13B

EPS

CMCSA:

$4.14

ROKU:

-$0.94

PS Ratio

CMCSA:

1.05

ROKU:

2.10

PB Ratio

CMCSA:

1.52

ROKU:

3.66

Total Revenue (TTM)

CMCSA:

$93.67B

ROKU:

$3.23B

Gross Profit (TTM)

CMCSA:

$58.05B

ROKU:

$1.39B

EBITDA (TTM)

CMCSA:

$26.25B

ROKU:

$88.09M

Returns By Period

In the year-to-date period, CMCSA achieves a -10.01% return, which is significantly higher than ROKU's -13.03% return.


CMCSA

YTD

-10.01%

1M

-9.34%

6M

-18.91%

1Y

-14.69%

5Y*

0.36%

10Y*

3.52%

ROKU

YTD

-13.03%

1M

-20.90%

6M

-12.68%

1Y

4.56%

5Y*

-12.37%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CMCSA vs. ROKU — 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 2323
Overall Rank
The Sharpe Ratio Rank of CMCSA is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCSA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of CMCSA is 2121
Omega Ratio Rank
The Calmar Ratio Rank of CMCSA is 2828
Calmar Ratio Rank
The Martin Ratio Rank of CMCSA is 1818
Martin Ratio Rank

ROKU
The Risk-Adjusted Performance Rank of ROKU is 5959
Overall Rank
The Sharpe Ratio Rank of ROKU is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ROKU is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ROKU is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ROKU is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ROKU is 6161
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. ROKU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Comcast Corporation (CMCSA) and Roku, Inc. (ROKU). 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 chart of Sharpe ratio for CMCSA, currently valued at -0.54, compared to the broader market-2.00-1.000.001.002.003.00
CMCSA: -0.54
ROKU: 0.17
The chart of Sortino ratio for CMCSA, currently valued at -0.56, compared to the broader market-6.00-4.00-2.000.002.004.00
CMCSA: -0.56
ROKU: 0.67
The chart of Omega ratio for CMCSA, currently valued at 0.92, compared to the broader market0.501.001.502.00
CMCSA: 0.92
ROKU: 1.09
The chart of Calmar ratio for CMCSA, currently valued at -0.38, compared to the broader market0.001.002.003.004.005.00
CMCSA: -0.38
ROKU: 0.12
The chart of Martin ratio for CMCSA, currently valued at -1.26, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
CMCSA: -1.26
ROKU: 0.72

The current CMCSA Sharpe Ratio is -0.54, which is lower than the ROKU Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of CMCSA and ROKU, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.54
0.17
CMCSA
ROKU

Dividends

CMCSA vs. ROKU - Dividend Comparison

CMCSA's dividend yield for the trailing twelve months is around 3.80%, while ROKU has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CMCSA
Comcast Corporation
3.80%3.25%2.60%3.03%1.95%1.72%1.40%2.70%1.18%1.96%1.73%1.16%
ROKU
Roku, 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. ROKU - Drawdown Comparison

The maximum CMCSA drawdown since its inception was -67.89%, smaller than the maximum ROKU drawdown of -91.91%. Use the drawdown chart below to compare losses from any high point for CMCSA and ROKU. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-40.21%
-86.52%
CMCSA
ROKU

Volatility

CMCSA vs. ROKU - Volatility Comparison

The current volatility for Comcast Corporation (CMCSA) is 12.71%, while Roku, Inc. (ROKU) has a volatility of 27.97%. This indicates that CMCSA experiences smaller price fluctuations and is considered to be less risky than ROKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
12.71%
27.97%
CMCSA
ROKU

Financials

CMCSA vs. ROKU - Financials Comparison

This section allows you to compare key financial metrics between Comcast Corporation and Roku, 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