CMCSA vs. ROKU
CMCSA (Comcast Corporation) and ROKU (Roku, Inc.) are both stocks. Both operate in the Entertainment industry within the Communication Services sector. Over the past 5 years, CMCSA returned -11.49%/yr vs -17.88%/yr for ROKU. At a 0.26 correlation, their price movements are largely independent.
Performance
CMCSA vs. ROKU - Performance Comparison
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Returns By Period
In the year-to-date period, CMCSA achieves a -9.07% return, which is significantly lower than ROKU's 12.64% return.
CMCSA
- 1D
- -5.35%
- 1M
- -13.11%
- YTD
- -9.07%
- 6M
- -0.92%
- 1Y
- -20.03%
- 3Y*
- -9.09%
- 5Y*
- -11.49%
- 10Y*
- 0.72%
ROKU
- 1D
- -3.87%
- 1M
- -3.03%
- YTD
- 12.64%
- 6M
- 31.43%
- 1Y
- 67.47%
- 3Y*
- 26.66%
- 5Y*
- -17.88%
- 10Y*
- —
CMCSA vs. ROKU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | -9.07% | -17.35% | -11.84% | 29.08% | -28.68% | -2.22% | 19.13% | 34.04% | -12.71% | 6.34% |
ROKU Roku, Inc. | 12.64% | 45.94% | -18.90% | 125.21% | -82.16% | -31.27% | 147.96% | 337.01% | -40.83% | 120.34% |
Correlation
The correlation between CMCSA and ROKU is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2017 | 0.26 |
The correlation between CMCSA and ROKU shifts across timeframes, from 0.19 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CMCSA:
$85.07B
ROKU:
$18.46B
CMCSA:
$5.05
ROKU:
$1.34
CMCSA:
4.66
ROKU:
91.49
CMCSA:
0.69
ROKU:
3.71
CMCSA:
0.96
ROKU:
6.91
CMCSA:
$125.28B
ROKU:
$4.97B
CMCSA:
$77.26B
ROKU:
$2.19B
CMCSA:
$45.00B
ROKU:
$280.30M
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Return for Risk
CMCSA vs. ROKU — Risk / Return Rank
CMCSA
ROKU
CMCSA vs. ROKU - Risk-Adjusted Trends 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.
| CMCSA | ROKU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.27 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 2.45 | -3.20 |
| Martin ratioReturn relative to average drawdown | -1.46 | 6.96 | -8.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMCSA | ROKU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.69 | 1.52 | -2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.43 | -0.27 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.29 | -0.02 |
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.
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Drawdown Indicators
| CMCSA | ROKU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.89% | -91.91% | +24.02% |
Max Drawdown (1Y)Largest decline over 1 year | -26.74% | -27.69% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -39.87% | -51.65% | +11.78% |
Max Drawdown (5Y)Largest decline over 5 years | -52.11% | -91.91% | +39.80% |
Max Drawdown (10Y)Largest decline over 10 years | -52.11% | — | — |
Current DrawdownCurrent decline from peak | -50.07% | -74.52% | +24.45% |
Average DrawdownAverage peak-to-trough decline | -24.60% | -52.79% | +28.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.73% | 9.72% | +4.01% |
Volatility
CMCSA vs. ROKU - Volatility Comparison
The current volatility for Comcast Corporation (CMCSA) is 7.07%, while Roku, Inc. (ROKU) has a volatility of 8.70%. 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.
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Volatility by Period
| CMCSA | ROKU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 8.70% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 25.07% | 31.58% | -6.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.29% | 44.55% | -15.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.94% | 66.61% | -39.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.48% | 73.41% | -46.93% |
Dividends
CMCSA vs. ROKU - Dividend Comparison
CMCSA's dividend yield for the trailing twelve months is around 12.34%, while ROKU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | 12.34% | 4.35% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% |
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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
CMCSA vs. ROKU - Profitability Comparison
CMCSA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported a gross profit of 20.57B and revenue of 31.46B. Therefore, the gross margin over that period was 65.4%.
ROKU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Roku, Inc. reported a gross profit of 564.94M and revenue of 1.25B. Therefore, the gross margin over that period was 45.2%.
CMCSA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported an operating income of 4.14B and revenue of 31.46B, resulting in an operating margin of 13.1%.
ROKU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Roku, Inc. reported an operating income of 51.77M and revenue of 1.25B, resulting in an operating margin of 4.2%.
CMCSA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported a net income of 2.17B and revenue of 31.46B, resulting in a net margin of 6.9%.
ROKU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Roku, Inc. reported a net income of 85.70M and revenue of 1.25B, resulting in a net margin of 6.9%.
Frequently Asked Questions
CMCSA and ROKU have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROKU has higher volatility (8.70%) compared to CMCSA (7.07%). In terms of maximum drawdown, CMCSA dropped -67.89% vs ROKU's -91.91%.
ROKU currently has the higher Sharpe Ratio (1.52 vs -0.69), 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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