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COMM vs. APH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between COMM and APH is 0.44, 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.


-0.50.00.51.00.4

Performance

COMM vs. APH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CommScope Holding Company, Inc. (COMM) and Amphenol Corporation (APH). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
-60.33%
673.72%
COMM
APH

Key characteristics

Sharpe Ratio

COMM:

1.22

APH:

1.76

Sortino Ratio

COMM:

2.03

APH:

2.12

Omega Ratio

COMM:

1.26

APH:

1.33

Calmar Ratio

COMM:

1.33

APH:

2.71

Martin Ratio

COMM:

3.31

APH:

8.87

Ulcer Index

COMM:

39.20%

APH:

5.22%

Daily Std Dev

COMM:

106.21%

APH:

26.38%

Max Drawdown

COMM:

-97.81%

APH:

-63.41%

Current Drawdown

COMM:

-85.95%

APH:

-6.12%

Fundamentals

Market Cap

COMM:

$1.22B

APH:

$89.53B

EPS

COMM:

-$2.96

APH:

$1.75

PEG Ratio

COMM:

2.28

APH:

2.32

Total Revenue (TTM)

COMM:

$4.82B

APH:

$14.23B

Gross Profit (TTM)

COMM:

$1.63B

APH:

$4.76B

EBITDA (TTM)

COMM:

$788.40M

APH:

$3.50B

Returns By Period

In the year-to-date period, COMM achieves a 97.87% return, which is significantly higher than APH's 43.60% return. Over the past 10 years, COMM has underperformed APH with an annualized return of -12.68%, while APH has yielded a comparatively higher 18.85% annualized return.


COMM

YTD

97.87%

1M

28.57%

6M

339.37%

1Y

105.90%

5Y*

-15.97%

10Y*

-12.68%

APH

YTD

43.60%

1M

-0.22%

6M

3.19%

1Y

44.83%

5Y*

22.61%

10Y*

18.85%

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Risk-Adjusted Performance

COMM vs. APH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CommScope Holding Company, Inc. (COMM) and Amphenol Corporation (APH). 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.


Sharpe ratio
The chart of Sharpe ratio for COMM, currently valued at 1.22, compared to the broader market-4.00-2.000.002.001.221.76
The chart of Sortino ratio for COMM, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.032.12
The chart of Omega ratio for COMM, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.33
The chart of Calmar ratio for COMM, currently valued at 1.33, compared to the broader market0.002.004.006.001.332.71
The chart of Martin ratio for COMM, currently valued at 3.31, compared to the broader market-5.000.005.0010.0015.0020.0025.003.318.87
COMM
APH

The current COMM Sharpe Ratio is 1.22, which is lower than the APH Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of COMM and APH, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.22
1.76
COMM
APH

Dividends

COMM vs. APH - Dividend Comparison

COMM has not paid dividends to shareholders, while APH's dividend yield for the trailing twelve months is around 0.78%.


TTM20232022202120202019201820172016201520142013
COMM
CommScope Holding Company, Inc.
0.00%0.00%0.00%0.00%2.09%2.54%1.49%0.00%0.00%0.00%0.00%0.00%
APH
Amphenol Corporation
0.78%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%0.68%

Drawdowns

COMM vs. APH - Drawdown Comparison

The maximum COMM drawdown since its inception was -97.81%, which is greater than APH's maximum drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for COMM and APH. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-85.95%
-6.12%
COMM
APH

Volatility

COMM vs. APH - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 22.07% compared to Amphenol Corporation (APH) at 8.16%. This indicates that COMM's price experiences larger fluctuations and is considered to be riskier than APH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
22.07%
8.16%
COMM
APH

Financials

COMM vs. APH - Financials Comparison

This section allows you to compare key financial metrics between CommScope Holding Company, Inc. and Amphenol 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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