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CMCSA vs. T
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CMCSA vs. T - Performance Comparison

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

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CMCSA vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMCSA
Comcast Corporation
9.72%-17.35%-11.84%29.08%-28.68%-2.22%19.13%34.04%-12.71%17.45%
T
AT&T Inc.
18.07%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Fundamentals

Market Cap

CMCSA:

$104.39B

T:

$208.12B

EPS

CMCSA:

$5.34

T:

$3.04

PE Ratio

CMCSA:

5.38

T:

9.52

PEG Ratio

CMCSA:

0.12

T:

0.39

PS Ratio

CMCSA:

0.86

T:

1.66

PB Ratio

CMCSA:

1.07

T:

1.67

Total Revenue (TTM)

CMCSA:

$123.71B

T:

$125.65B

Gross Profit (TTM)

CMCSA:

$74.31B

T:

$100.22B

EBITDA (TTM)

CMCSA:

$46.79B

T:

$53.20B

Returns By Period

In the year-to-date period, CMCSA achieves a 9.72% return, which is significantly lower than T's 18.07% return. Over the past 10 years, CMCSA has underperformed T with an annualized return of 2.95%, while T has yielded a comparatively higher 5.86% annualized return.


CMCSA

1D
-0.66%
1M
-7.27%
YTD
9.72%
6M
5.48%
1Y
-8.54%
3Y*
-1.88%
5Y*
-7.27%
10Y*
2.95%

T

1D
0.73%
1M
3.50%
YTD
18.07%
6M
4.97%
1Y
6.99%
3Y*
21.14%
5Y*
11.20%
10Y*
5.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CMCSA vs. T — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMCSA
CMCSA Risk / Return Rank: 2828
Overall Rank
CMCSA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CMCSA Sortino Ratio Rank: 2424
Sortino Ratio Rank
CMCSA Omega Ratio Rank: 2525
Omega Ratio Rank
CMCSA Calmar Ratio Rank: 3333
Calmar Ratio Rank
CMCSA Martin Ratio Rank: 3232
Martin Ratio Rank

T
T Risk / Return Rank: 4949
Overall Rank
T Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
T Sortino Ratio Rank: 4545
Sortino Ratio Rank
T Omega Ratio Rank: 4444
Omega Ratio Rank
T Calmar Ratio Rank: 5151
Calmar Ratio Rank
T Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CMCSA vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Comcast Corporation (CMCSA) and AT&T Inc. (T). 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.


CMCSATDifference

Sharpe ratio

Return per unit of total volatility

-0.32

0.31

-0.63

Sortino ratio

Return per unit of downside risk

-0.29

0.58

-0.86

Omega ratio

Gain probability vs. loss probability

0.97

1.07

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.30

0.36

-0.66

Martin ratio

Return relative to average drawdown

-0.63

0.81

-1.45

CMCSA vs. T - Sharpe Ratio Comparison

The current CMCSA Sharpe Ratio is -0.32, which is lower than the T Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of CMCSA and T, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CMCSATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

0.31

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.47

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.25

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.40

-0.18

Correlation

The correlation between CMCSA and T is 0.33, 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.


Dividends

CMCSA vs. T - Dividend Comparison

CMCSA's dividend yield for the trailing twelve months is around 10.03%, more than T's 3.83% yield.


TTM20252024202320222021202020192018201720162015
CMCSA
Comcast Corporation
10.03%4.35%3.25%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%
T
AT&T Inc.
3.83%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Drawdowns

CMCSA vs. T - Drawdown Comparison

The maximum CMCSA drawdown since its inception was -77.16%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for CMCSA and T.


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Drawdown Indicators


CMCSATDifference

Max Drawdown

Largest peak-to-trough decline

-77.16%

-64.15%

-13.01%

Max Drawdown (1Y)

Largest decline over 1 year

-26.29%

-20.60%

-5.69%

Max Drawdown (5Y)

Largest decline over 5 years

-52.11%

-36.68%

-15.43%

Max Drawdown (10Y)

Largest decline over 10 years

-52.11%

-42.35%

-9.76%

Current Drawdown

Current decline from peak

-39.75%

-0.38%

-39.37%

Average Drawdown

Average peak-to-trough decline

-31.46%

-15.74%

-15.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.37%

9.06%

+3.31%

Volatility

CMCSA vs. T - Volatility Comparison

Comcast Corporation (CMCSA) has a higher volatility of 8.23% compared to AT&T Inc. (T) at 6.70%. This indicates that CMCSA's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMCSATDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

6.70%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

19.96%

16.42%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

26.77%

22.39%

+4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.08%

23.82%

+2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.93%

23.49%

+2.44%

Financials

CMCSA vs. T - Financials Comparison

This section allows you to compare key financial metrics between Comcast Corporation and AT&T 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


30.00B35.00B40.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
32.31B
33.47B
(CMCSA) Total Revenue
(T) Total Revenue
Values in USD except per share items