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

Correlation

The correlation between COMM and BDC is 0.48, 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.


Performance

COMM vs. BDC - Performance Comparison

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

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Key characteristics

Sharpe Ratio

COMM:

3.92

BDC:

0.56

Sortino Ratio

COMM:

3.48

BDC:

1.06

Omega Ratio

COMM:

1.46

BDC:

1.14

Calmar Ratio

COMM:

4.14

BDC:

0.62

Martin Ratio

COMM:

17.12

BDC:

1.67

Ulcer Index

COMM:

23.52%

BDC:

12.59%

Daily Std Dev

COMM:

103.18%

BDC:

36.88%

Max Drawdown

COMM:

-97.81%

BDC:

-85.69%

Current Drawdown

COMM:

-85.19%

BDC:

-14.41%

Fundamentals

Market Cap

COMM:

$1.24B

BDC:

$4.44B

EPS

COMM:

-$0.18

BDC:

$5.19

PEG Ratio

COMM:

2.28

BDC:

2.14

PS Ratio

COMM:

0.28

BDC:

1.74

PB Ratio

COMM:

30.36

BDC:

3.62

Total Revenue (TTM)

COMM:

$4.75B

BDC:

$2.55B

Gross Profit (TTM)

COMM:

$1.84B

BDC:

$956.53M

EBITDA (TTM)

COMM:

$819.50M

BDC:

$371.91M

Returns By Period

In the year-to-date period, COMM achieves a 12.86% return, which is significantly higher than BDC's -0.15% return. Over the past 10 years, COMM has underperformed BDC with an annualized return of -14.91%, while BDC has yielded a comparatively higher 3.10% annualized return.


COMM

YTD

12.86%

1M

70.93%

6M

41.69%

1Y

398.31%

5Y*

-7.19%

10Y*

-14.91%

BDC

YTD

-0.15%

1M

20.11%

6M

-5.16%

1Y

20.59%

5Y*

32.67%

10Y*

3.10%

*Annualized

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Risk-Adjusted Performance

COMM vs. BDC — 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 9898
Overall Rank
The Sharpe Ratio Rank of COMM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of COMM is 9797
Sortino Ratio Rank
The Omega Ratio Rank of COMM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of COMM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of COMM is 9898
Martin Ratio Rank

BDC
The Risk-Adjusted Performance Rank of BDC is 7070
Overall Rank
The Sharpe Ratio Rank of BDC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of BDC is 6767
Sortino Ratio Rank
The Omega Ratio Rank of BDC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of BDC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of BDC is 7070
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. BDC - Risk-Adjusted Performance Comparison

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


The current COMM Sharpe Ratio is 3.92, which is higher than the BDC Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of COMM and BDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

COMM vs. BDC - Dividend Comparison

COMM has not paid dividends to shareholders, while BDC's dividend yield for the trailing twelve months is around 0.18%.


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%
BDC
Belden Inc.
0.18%0.18%0.26%0.28%0.30%0.48%0.36%0.50%0.26%0.27%0.42%0.25%

Drawdowns

COMM vs. BDC - Drawdown Comparison

The maximum COMM drawdown since its inception was -97.81%, which is greater than BDC's maximum drawdown of -85.69%. Use the drawdown chart below to compare losses from any high point for COMM and BDC. For additional features, visit the drawdowns tool.


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Volatility

COMM vs. BDC - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 30.86% compared to Belden Inc. (BDC) at 8.83%. This indicates that COMM's price experiences larger fluctuations and is considered to be riskier than BDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

COMM vs. BDC - Financials Comparison

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


500.00M1.00B1.50B2.00B20212022202320242025
1.11B
624.86M
(COMM) Total Revenue
(BDC) Total Revenue
Values in USD except per share items

COMM vs. BDC - Profitability Comparison

The chart below illustrates the profitability comparison between CommScope Holding Company, Inc. and Belden Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%20212022202320242025
42.1%
39.3%
(COMM) Gross Margin
(BDC) Gross Margin
COMM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, CommScope Holding Company, Inc. reported a gross profit of 468.60M and revenue of 1.11B. Therefore, the gross margin over that period was 42.1%.

BDC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Belden Inc. reported a gross profit of 245.84M and revenue of 624.86M. Therefore, the gross margin over that period was 39.3%.

COMM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, CommScope Holding Company, Inc. reported an operating income of 134.00M and revenue of 1.11B, resulting in an operating margin of 12.1%.

BDC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Belden Inc. reported an operating income of 72.63M and revenue of 624.86M, resulting in an operating margin of 11.6%.

COMM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, CommScope Holding Company, Inc. reported a net income of 784.00M and revenue of 1.11B, resulting in a net margin of 70.5%.

BDC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Belden Inc. reported a net income of 51.94M and revenue of 624.86M, resulting in a net margin of 8.3%.