CMCSA vs. UNP
CMCSA (Comcast Corporation) and UNP (Union Pacific Corporation) are both stocks. CMCSA operates in Entertainment (Communication Services), while UNP operates in Railroads (Industrials). Over the past 10 years, CMCSA returned 1.27%/yr vs 14.48%/yr for UNP. At a 0.31 correlation, their price movements are largely independent.
Performance
CMCSA vs. UNP - Performance Comparison
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Returns By Period
In the year-to-date period, CMCSA achieves a -5.28% return, which is significantly lower than UNP's 19.12% return. Over the past 10 years, CMCSA has underperformed UNP with an annualized return of 1.27%, while UNP has yielded a comparatively higher 14.48% annualized return.
CMCSA
- 1D
- 2.21%
- 1M
- -2.66%
- YTD
- -5.28%
- 6M
- 3.97%
- 1Y
- -17.53%
- 3Y*
- -8.98%
- 5Y*
- -10.72%
- 10Y*
- 1.27%
UNP
- 1D
- 1.65%
- 1M
- 1.77%
- YTD
- 19.12%
- 6M
- 14.84%
- 1Y
- 24.86%
- 3Y*
- 13.61%
- 5Y*
- 6.64%
- 10Y*
- 14.48%
CMCSA vs. UNP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | -5.28% | -17.35% | -11.84% | 29.08% | -28.68% | -2.22% | 19.13% | 34.04% | -12.71% | 17.45% |
UNP Union Pacific Corporation | 19.12% | 3.86% | -5.10% | 21.61% | -15.93% | 23.31% | 17.64% | 33.70% | 5.26% | 32.30% |
Correlation
The correlation between CMCSA and UNP is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 1988 | 0.31 |
The correlation between CMCSA and UNP shifts across timeframes, from 0.30 (1 year) to 0.40 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
CMCSA:
$88.62B
UNP:
$161.87B
CMCSA:
$5.05
UNP:
$9.29
CMCSA:
4.85
UNP:
29.37
CMCSA:
0.10
UNP:
5.88
CMCSA:
0.72
UNP:
8.76
CMCSA:
1.00
UNP:
8.34K
CMCSA:
$125.28B
UNP:
$18.49B
CMCSA:
$77.26B
UNP:
$8.47B
CMCSA:
$45.00B
UNP:
$9.89B
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Return for Risk
CMCSA vs. UNP — Risk / Return Rank
CMCSA
UNP
CMCSA vs. UNP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comcast Corporation (CMCSA) and Union Pacific Corporation (UNP). 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 | UNP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.21 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 1.94 | -2.60 |
| Martin ratioReturn relative to average drawdown | -1.26 | 4.69 | -5.96 |
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Drawdowns
CMCSA vs. UNP - Drawdown Comparison
The maximum CMCSA drawdown since its inception was -67.89%, roughly equal to the maximum UNP drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for CMCSA and UNP.
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Drawdown Indicators
| CMCSA | UNP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.89% | -67.49% | -0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -27.34% | -12.28% | -15.06% |
Max Drawdown (3Y)Largest decline over 3 years | -39.87% | -17.75% | -22.12% |
Max Drawdown (5Y)Largest decline over 5 years | -52.11% | -31.83% | -20.28% |
Max Drawdown (10Y)Largest decline over 10 years | -52.11% | -38.72% | -13.39% |
Current DrawdownCurrent decline from peak | -47.99% | -1.89% | -46.10% |
Average DrawdownAverage peak-to-trough decline | -24.62% | -17.07% | -7.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.38% | 5.06% | +9.32% |
Volatility
CMCSA vs. UNP - Volatility Comparison
The current volatility for Comcast Corporation (CMCSA) is 7.12%, while Union Pacific Corporation (UNP) has a volatility of 8.34%. This indicates that CMCSA experiences smaller price fluctuations and is considered to be less risky than UNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMCSA | UNP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.12% | 8.34% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 17.35% | +7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.24% | 21.62% | +7.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.96% | 22.81% | +4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.49% | 25.32% | +1.17% |
Dividends
CMCSA vs. UNP - Dividend Comparison
CMCSA's dividend yield for the trailing twelve months is around 11.84%, more than UNP's 2.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | 11.84% | 4.35% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% |
UNP Union Pacific Corporation | 2.02% | 2.35% | 2.32% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% |
Financials
CMCSA vs. UNP - Financials Comparison
This section allows you to compare key financial metrics between Comcast Corporation and Union Pacific Corporation. 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. UNP - 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%.
UNP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Union Pacific Corporation reported a gross profit of 4.35M and revenue of 6.22M. Therefore, the gross margin over that period was 69.9%.
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%.
UNP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Union Pacific Corporation reported an operating income of 2.46M and revenue of 6.22M, resulting in an operating margin of 39.5%.
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%.
UNP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Union Pacific Corporation reported a net income of 1.70M and revenue of 6.22M, resulting in a net margin of 27.4%.
Frequently Asked Questions
CMCSA and UNP have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UNP has higher volatility (8.34%) compared to CMCSA (7.12%). In terms of maximum drawdown, CMCSA dropped -67.89% vs UNP's -67.49%.
UNP currently has the higher Sharpe Ratio (1.10 vs -0.62), 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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