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

Correlation

The correlation between COMM and APH is 0.45, 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.


-0.50.00.51.0
Correlation: 0.4

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%NovemberDecember2025FebruaryMarchApril
-61.69%
646.26%
COMM
APH

Key characteristics

Sharpe Ratio

COMM:

3.10

APH:

0.61

Sortino Ratio

COMM:

3.26

APH:

0.95

Omega Ratio

COMM:

1.40

APH:

1.14

Calmar Ratio

COMM:

3.15

APH:

0.93

Martin Ratio

COMM:

15.75

APH:

2.37

Ulcer Index

COMM:

19.58%

APH:

8.48%

Daily Std Dev

COMM:

99.57%

APH:

33.23%

Max Drawdown

COMM:

-97.81%

APH:

-63.42%

Current Drawdown

COMM:

-86.43%

APH:

-13.33%

Fundamentals

Market Cap

COMM:

$1.17B

APH:

$82.23B

EPS

COMM:

-$2.46

APH:

$1.92

PEG Ratio

COMM:

2.28

APH:

2.35

Total Revenue (TTM)

COMM:

$3.64B

APH:

$11.97B

Gross Profit (TTM)

COMM:

$1.37B

APH:

$4.05B

EBITDA (TTM)

COMM:

$685.50M

APH:

$2.99B

Returns By Period

In the year-to-date period, COMM achieves a 3.45% return, which is significantly higher than APH's -1.98% return. Over the past 10 years, COMM has underperformed APH with an annualized return of -14.96%, while APH has yielded a comparatively higher 17.71% annualized return.


COMM

YTD

3.45%

1M

-12.78%

6M

-12.92%

1Y

338.21%

5Y*

-8.23%

10Y*

-14.96%

APH

YTD

-1.98%

1M

7.29%

6M

9.79%

1Y

21.20%

5Y*

33.18%

10Y*

17.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

COMM vs. APH — Risk-Adjusted Performance Rank

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

COMM
The Risk-Adjusted Performance Rank of COMM is 9696
Overall Rank
The Sharpe Ratio Rank of COMM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of COMM is 9595
Sortino Ratio Rank
The Omega Ratio Rank of COMM is 9393
Omega Ratio Rank
The Calmar Ratio Rank of COMM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of COMM is 9797
Martin Ratio Rank

APH
The Risk-Adjusted Performance Rank of APH is 7373
Overall Rank
The Sharpe Ratio Rank of APH is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of APH is 6565
Sortino Ratio Rank
The Omega Ratio Rank of APH is 6868
Omega Ratio Rank
The Calmar Ratio Rank of APH is 8383
Calmar Ratio Rank
The Martin Ratio Rank of APH is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 3.10, compared to the broader market-2.00-1.000.001.002.003.00
COMM: 3.10
APH: 0.61
The chart of Sortino ratio for COMM, currently valued at 3.26, compared to the broader market-6.00-4.00-2.000.002.004.00
COMM: 3.26
APH: 0.95
The chart of Omega ratio for COMM, currently valued at 1.40, compared to the broader market0.501.001.502.00
COMM: 1.40
APH: 1.14
The chart of Calmar ratio for COMM, currently valued at 3.15, compared to the broader market0.001.002.003.004.005.00
COMM: 3.15
APH: 0.93
The chart of Martin ratio for COMM, currently valued at 15.75, compared to the broader market-5.000.005.0010.0015.0020.00
COMM: 15.75
APH: 2.37

The current COMM Sharpe Ratio is 3.10, which is higher than the APH Sharpe Ratio of 0.61. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
3.10
0.61
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 0.89%.


TTM20242023202220212020201920182017201620152014
COMM
CommScope Holding Company, Inc.
0.00%0.00%0.00%0.00%0.00%2.09%2.54%1.49%0.00%0.00%0.00%0.00%
APH
Amphenol Corporation
0.89%0.79%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%

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 -63.42%. Use the drawdown chart below to compare losses from any high point for COMM and APH. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-86.43%
-13.33%
COMM
APH

Volatility

COMM vs. APH - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 21.15% compared to Amphenol Corporation (APH) at 11.19%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
21.15%
11.19%
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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