CMCSA vs. T
CMCSA (Comcast Corporation) and T (AT&T Inc.) are both stocks. Both are in the Communication Services sector — CMCSA in Entertainment, T in Telecom Services. Over the past 10 years, CMCSA returned 0.49%/yr vs 1.81%/yr for T. At a 0.33 correlation, their price movements are largely independent.
Performance
CMCSA vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, CMCSA achieves a -6.07% return, which is significantly higher than T's -10.13% return. Over the past 10 years, CMCSA has underperformed T with an annualized return of 0.49%, while T has yielded a comparatively higher 1.81% annualized return.
CMCSA
- 1D
- 1.70%
- 1M
- -0.83%
- 6M
- -14.43%
- YTD
- -6.07%
- 1Y
- -18.91%
- 3Y*
- -10.41%
- 5Y*
- -11.23%
- 10Y*
- 0.49%
T
- 1D
- 1.99%
- 1M
- -7.39%
- 6M
- -7.05%
- YTD
- -10.13%
- 1Y
- -16.34%
- 3Y*
- 20.29%
- 5Y*
- 6.14%
- 10Y*
- 1.81%
CMCSA vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | -6.07% | -17.35% | -11.84% | 29.08% | -28.68% | -2.22% | 19.13% | 34.04% | -12.71% | 17.45% |
T AT&T Inc. | -10.13% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between CMCSA and T is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 1988 | 0.33 |
Fundamentals
CMCSA:
$85.63B
T:
$149.84B
CMCSA:
$5.08
T:
$3.05
CMCSA:
4.72
T:
7.06
CMCSA:
0.10
T:
0.29
CMCSA:
0.70
T:
1.23
CMCSA:
$125.28B
T:
$125.65B
CMCSA:
$77.26B
T:
$105.41B
CMCSA:
$45.00B
T:
$54.70B
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Return for Risk
CMCSA vs. T — Risk / Return Rank
CMCSA
T
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.
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 | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.90 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | -0.57 | -0.06 |
| Martin ratioReturn relative to average drawdown | -1.19 | -1.31 | +0.12 |
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Drawdowns
CMCSA vs. T - Drawdown Comparison
The maximum CMCSA drawdown since its inception was -67.89%, 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
| CMCSA | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.89% | -64.15% | -3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -28.89% | -1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -41.39% | -28.89% | -12.50% |
Max Drawdown (5Y)Largest decline over 5 years | -52.61% | -32.01% | -20.60% |
Max Drawdown (10Y)Largest decline over 10 years | -52.61% | -42.35% | -10.26% |
Current DrawdownCurrent decline from peak | -48.42% | -24.17% | -24.25% |
Average DrawdownAverage peak-to-trough decline | -24.67% | -15.73% | -8.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.94% | 12.52% | +3.42% |
Volatility
CMCSA vs. T - Volatility Comparison
The current volatility for Comcast Corporation (CMCSA) is 8.79%, while AT&T Inc. (T) has a volatility of 10.00%. This indicates that CMCSA experiences smaller price fluctuations and is considered to be less risky 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
| CMCSA | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.79% | 10.00% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 23.78% | 19.81% | +3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.08% | 23.52% | +6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.14% | 24.36% | +2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.60% | 23.90% | +2.70% |
Dividends
CMCSA vs. T - Dividend Comparison
CMCSA's dividend yield for the trailing twelve months is around 12.19%, more than T's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | 12.19% | 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. | 5.15% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CMCSA and T have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (10.00%) compared to CMCSA (8.79%). In terms of maximum drawdown, CMCSA dropped -67.89% vs T's -64.15%.
CMCSA currently has the higher Sharpe Ratio (-0.63 vs -0.70), 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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