CMTL vs. VSEC
Compare and contrast key facts about Comtech Telecommunications Corp. (CMTL) and VSE Corporation (VSEC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMTL or VSEC.
Performance
CMTL vs. VSEC - Performance Comparison
Returns By Period
In the year-to-date period, CMTL achieves a -69.16% return, which is significantly lower than VSEC's 79.41% return. Over the past 10 years, CMTL has underperformed VSEC with an annualized return of -21.75%, while VSEC has yielded a comparatively higher 16.04% annualized return.
CMTL
-69.16%
-36.89%
27.45%
-78.91%
-40.16%
-21.75%
VSEC
79.41%
9.12%
50.63%
87.27%
25.55%
16.04%
Fundamentals
| CMTL | VSEC | |
|---|---|---|
| Market Cap | $73.32M | $2.47B |
| EPS | -$4.70 | $2.04 |
| PEG Ratio | 1.99 | 1.08 |
| Total Revenue (TTM) | $388.49M | $1.02B |
| Gross Profit (TTM) | $98.72M | $350.71M |
| EBITDA (TTM) | -$57.17M | $113.30M |
Key characteristics
| CMTL | VSEC | |
|---|---|---|
| Sharpe Ratio | -0.59 | 2.23 |
| Sortino Ratio | -0.97 | 3.00 |
| Omega Ratio | 0.88 | 1.38 |
| Calmar Ratio | -0.82 | 4.89 |
| Martin Ratio | -1.19 | 14.55 |
| Ulcer Index | 66.53% | 5.91% |
| Daily Std Dev | 134.41% | 38.61% |
| Max Drawdown | -95.81% | -76.09% |
| Current Drawdown | -93.11% | -4.96% |
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Correlation
The correlation between CMTL and VSEC is 0.20, 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.
Risk-Adjusted Performance
CMTL vs. VSEC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Comtech Telecommunications Corp. (CMTL) and VSE Corporation (VSEC). 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.
Dividends
CMTL vs. VSEC - Dividend Comparison
CMTL has not paid dividends to shareholders, while VSEC's dividend yield for the trailing twelve months is around 0.35%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMTL Comtech Telecommunications Corp. | 0.00% | 1.19% | 3.29% | 1.69% | 1.93% | 1.13% | 1.64% | 1.81% | 10.13% | 5.97% | 3.81% | 2.62% |
VSEC VSE Corporation | 0.35% | 0.77% | 0.85% | 0.59% | 0.94% | 0.89% | 1.00% | 0.54% | 0.59% | 0.68% | 0.58% | 0.71% |
Drawdowns
CMTL vs. VSEC - Drawdown Comparison
The maximum CMTL drawdown since its inception was -95.81%, which is greater than VSEC's maximum drawdown of -76.09%. Use the drawdown chart below to compare losses from any high point for CMTL and VSEC. For additional features, visit the drawdowns tool.
Volatility
CMTL vs. VSEC - Volatility Comparison
Comtech Telecommunications Corp. (CMTL) has a higher volatility of 37.57% compared to VSE Corporation (VSEC) at 12.53%. This indicates that CMTL's price experiences larger fluctuations and is considered to be riskier than VSEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CMTL vs. VSEC - Financials Comparison
This section allows you to compare key financial metrics between Comtech Telecommunications Corp. and VSE 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