CMTL vs. FEAM

Last updated Jun 23, 2026

CMTL (Comtech Telecommunications Corp.) and FEAM (5E Advanced Materials Inc) are both stocks. CMTL operates in Communication Equipment (Technology), while FEAM operates in Specialty Chemicals (Basic Materials). Over the past 3 years, CMTL returned -35.74%/yr vs -75.53%/yr for FEAM. At a 0.11 correlation, their price movements are largely independent.

Performance

CMTL vs. FEAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comtech Telecommunications Corp. (CMTL) and 5E Advanced Materials Inc (FEAM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CMTL achieves a -54.25% return, which is significantly lower than FEAM's -49.18% return.

CMTL

• 1D: 0.83%
• 1M: -49.48%
• YTD: -54.25%
• 6M: -37.79%
• 1Y: 8.52%
• 3Y*: -35.74%
• 5Y*: -37.26%
• 10Y*: -13.43%

FEAM

• 1D: -3.12%
• 1M: -18.42%
• YTD: -49.18%
• 6M: -54.68%
• 1Y: -55.33%
• 3Y*: -75.53%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CMTL vs. FEAM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CMTL Comtech Telecommunications Corp.	-54.25%	31.92%	-52.43%	-30.04%	-19.49%
FEAM 5E Advanced Materials Inc	-49.18%	-79.28%	-54.61%	-82.11%	-73.73%

Correlation

The correlation between CMTL and FEAM is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (All Time) Calculated using the full available price history since Mar 15, 2022	0.11

Fundamentals

Market Cap CMTL : $72.68M FEAM : $54.11M
EPS CMTL : -$479.78K FEAM : -$1.76
Total Revenue (TTM) CMTL : $106.00T FEAM : $0.00
Gross Profit (TTM) CMTL : $36.07T FEAM : -$10.56M
EBITDA (TTM) CMTL : $1.52T FEAM : -$22.23M

Return for Risk

CMTL vs. FEAM — Risk / Return Rank

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

CMTL

CMTL Risk / Return Rank: 48
CMTL Sharpe Ratio Rank: 46
CMTL Sortino Ratio Rank: 51
CMTL Omega Ratio Rank: 53
CMTL Calmar Ratio Rank: 45
CMTL Martin Ratio Rank: 46

FEAM

FEAM Risk / Return Rank: 22
FEAM Sharpe Ratio Rank: 21
FEAM Sortino Ratio Rank: 26
FEAM Omega Ratio Rank: 27
FEAM Calmar Ratio Rank: 17
FEAM Martin Ratio Rank: 20

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.

CMTL vs. FEAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Comtech Telecommunications Corp. (CMTL) and 5E Advanced Materials Inc (FEAM). 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.

	CMTL	FEAM	Difference
Sharpe ratio: Return per unit of total volatility	0.09	-0.48	+0.57
Sortino ratio: Return per unit of downside risk	0.81	-0.23	+1.04
Omega ratio: Gain probability vs. loss probability	1.12	0.97	+0.14
Calmar ratio: Return relative to maximum drawdown	0.14	-0.67	+0.81
Martin ratio: Return relative to average drawdown	0.38	-1.03	+1.41

CMTL vs. FEAM - Sharpe Ratio Comparison

The current CMTL Sharpe Ratio is 0.09, which is higher than the FEAM Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of CMTL and FEAM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CMTL vs. FEAM - Drawdown Comparison

The maximum CMTL drawdown since its inception was -96.69%, roughly equal to the maximum FEAM drawdown of -99.84%. Use the drawdown chart below to compare losses from any high point for CMTL and FEAM.

Drawdown Indicators

	CMTL	FEAM	Difference
Max Drawdown Largest peak-to-trough decline	-96.69%	-99.84%	+3.15%
Max Drawdown (1Y) Largest decline over 1 year	-59.87%	-82.66%	+22.79%
Max Drawdown (3Y) Largest decline over 3 years	-90.21%	-98.85%	+8.64%
Max Drawdown (5Y) Largest decline over 5 years	-95.27%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-96.42%	—	—
Current Drawdown Current decline from peak	-93.58%	-99.80%	+6.22%
Average Drawdown Average peak-to-trough decline	-47.48%	-86.44%	+38.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.64%	53.58%	-30.94%

Volatility

CMTL vs. FEAM - Volatility Comparison

Comtech Telecommunications Corp. (CMTL) has a higher volatility of 67.23% compared to 5E Advanced Materials Inc (FEAM) at 27.69%. This indicates that CMTL's price experiences larger fluctuations and is considered to be riskier than FEAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMTL	FEAM	Difference
Volatility (1M) Calculated over the trailing 1-month period	67.23%	27.69%	+39.54%
Volatility (6M) Calculated over the trailing 6-month period	87.23%	75.16%	+12.07%
Volatility (1Y) Calculated over the trailing 1-year period	94.85%	115.06%	-20.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	92.52%	109.54%	-17.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	75.19%	109.54%	-34.35%

Dividends

CMTL vs. FEAM - Dividend Comparison

Neither CMTL nor FEAM has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CMTL Comtech Telecommunications Corp.	0.00%	0.00%	0.00%	1.19%	3.29%	1.69%	1.93%	1.13%	1.64%	1.81%	10.13%	5.97%
FEAM 5E Advanced Materials 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

Frequently Asked Questions

Can I hold both CMTL and FEAM in my portfolio?

CMTL and FEAM have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CMTL or FEAM?

CMTL has higher volatility (67.23%) compared to FEAM (27.69%). In terms of maximum drawdown, CMTL dropped -96.69% vs FEAM's -99.84%.

Which has better risk-adjusted returns?

CMTL currently has the higher Sharpe Ratio (0.09 vs -0.48), 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.