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

Correlation

The correlation between CMCSA and T is 0.50, 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. 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.

5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
14,350.13%
5,202.61%
CMCSA
T

Key characteristics

Sharpe Ratio

CMCSA:

-0.46

T:

3.11

Sortino Ratio

CMCSA:

-0.44

T:

3.72

Omega Ratio

CMCSA:

0.94

T:

1.55

Calmar Ratio

CMCSA:

-0.32

T:

2.82

Martin Ratio

CMCSA:

-1.07

T:

25.42

Ulcer Index

CMCSA:

12.33%

T:

2.79%

Daily Std Dev

CMCSA:

28.79%

T:

22.82%

Max Drawdown

CMCSA:

-67.89%

T:

-64.66%

Current Drawdown

CMCSA:

-38.93%

T:

-5.27%

Fundamentals

Market Cap

CMCSA:

$125.49B

T:

$198.24B

EPS

CMCSA:

$4.14

T:

$1.63

PE Ratio

CMCSA:

8.02

T:

16.89

PEG Ratio

CMCSA:

1.39

T:

1.13

PS Ratio

CMCSA:

1.01

T:

1.61

PB Ratio

CMCSA:

1.52

T:

1.89

Total Revenue (TTM)

CMCSA:

$123.56B

T:

$92.31B

Gross Profit (TTM)

CMCSA:

$87.94B

T:

$55.04B

EBITDA (TTM)

CMCSA:

$31.91B

T:

$32.43B

Returns By Period

In the year-to-date period, CMCSA achieves a -8.09% return, which is significantly lower than T's 20.53% return. Over the past 10 years, CMCSA has underperformed T with an annualized return of 3.72%, while T has yielded a comparatively higher 6.35% annualized return.


CMCSA

YTD

-8.09%

1M

-8.46%

6M

-17.20%

1Y

-7.48%

5Y*

0.79%

10Y*

3.72%

T

YTD

20.53%

1M

-2.01%

6M

25.72%

1Y

70.16%

5Y*

10.51%

10Y*

6.35%

*Annualized

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Risk-Adjusted Performance

CMCSA vs. T — 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 2626
Overall Rank
The Sharpe Ratio Rank of CMCSA is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCSA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of CMCSA is 2424
Omega Ratio Rank
The Calmar Ratio Rank of CMCSA is 3131
Calmar Ratio Rank
The Martin Ratio Rank of CMCSA is 2626
Martin Ratio Rank

T
The Risk-Adjusted Performance Rank of T is 9898
Overall Rank
The Sharpe Ratio Rank of T is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of T is 9797
Sortino Ratio Rank
The Omega Ratio Rank of T is 9797
Omega Ratio Rank
The Calmar Ratio Rank of T is 9696
Calmar Ratio Rank
The Martin Ratio Rank of T is 9999
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. T - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for CMCSA, currently valued at -0.46, compared to the broader market-2.00-1.000.001.002.003.00
CMCSA: -0.46
T: 3.11
The chart of Sortino ratio for CMCSA, currently valued at -0.44, compared to the broader market-6.00-4.00-2.000.002.004.00
CMCSA: -0.44
T: 3.72
The chart of Omega ratio for CMCSA, currently valued at 0.94, compared to the broader market0.501.001.502.00
CMCSA: 0.94
T: 1.55
The chart of Calmar ratio for CMCSA, currently valued at -0.32, compared to the broader market0.001.002.003.004.005.00
CMCSA: -0.32
T: 2.82
The chart of Martin ratio for CMCSA, currently valued at -1.07, compared to the broader market-5.000.005.0010.0015.0020.00
CMCSA: -1.07
T: 25.42

The current CMCSA Sharpe Ratio is -0.46, which is lower than the T Sharpe Ratio of 3.11. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.46
3.11
CMCSA
T

Dividends

CMCSA vs. T - Dividend Comparison

CMCSA's dividend yield for the trailing twelve months is around 3.72%, less than T's 4.14% yield.


TTM20242023202220212020201920182017201620152014
CMCSA
Comcast Corporation
3.72%3.25%2.60%3.03%1.95%1.72%1.40%2.70%1.18%1.96%1.73%1.16%
T
AT&T Inc.
4.14%4.87%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%

Drawdowns

CMCSA vs. T - Drawdown Comparison

The maximum CMCSA drawdown since its inception was -67.89%, roughly equal to the maximum T drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for CMCSA and T. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.93%
-5.27%
CMCSA
T

Volatility

CMCSA vs. T - Volatility Comparison

Comcast Corporation (CMCSA) has a higher volatility of 12.87% compared to AT&T Inc. (T) at 10.04%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.87%
10.04%
CMCSA
T

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


Values in USD except per share items