COMM vs. BDC
Compare and contrast key facts about CommScope Holding Company, Inc. (COMM) and Belden Inc. (BDC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COMM or BDC.
Performance
COMM vs. BDC - Performance Comparison
Returns By Period
In the year-to-date period, COMM achieves a 46.10% return, which is significantly lower than BDC's 53.42% return. Over the past 10 years, COMM has underperformed BDC with an annualized return of -14.84%, while BDC has yielded a comparatively higher 5.35% annualized return.
COMM
46.10%
-31.90%
207.46%
116.84%
-21.19%
-14.84%
BDC
53.42%
-1.30%
25.44%
72.08%
17.98%
5.35%
Fundamentals
COMM | BDC | |
---|---|---|
Market Cap | $900.92M | $4.77B |
EPS | -$2.96 | $4.31 |
PEG Ratio | 2.28 | 2.14 |
Total Revenue (TTM) | $4.82B | $2.35B |
Gross Profit (TTM) | $1.63B | $860.54M |
EBITDA (TTM) | $788.40M | $346.76M |
Key characteristics
COMM | BDC | |
---|---|---|
Sharpe Ratio | 1.33 | 2.21 |
Sortino Ratio | 2.12 | 3.25 |
Omega Ratio | 1.27 | 1.40 |
Calmar Ratio | 1.47 | 2.25 |
Martin Ratio | 3.74 | 16.36 |
Ulcer Index | 38.47% | 4.55% |
Daily Std Dev | 107.53% | 33.80% |
Max Drawdown | -97.81% | -85.69% |
Current Drawdown | -89.63% | -9.97% |
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Correlation
The correlation between COMM and BDC is 0.46, 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.
Risk-Adjusted Performance
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.
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 0.17%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Belden Inc. | 0.17% | 0.26% | 0.28% | 0.30% | 0.48% | 0.36% | 0.50% | 0.26% | 0.27% | 0.42% | 0.25% | 0.28% |
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.
Volatility
COMM vs. BDC - Volatility Comparison
CommScope Holding Company, Inc. (COMM) has a higher volatility of 34.18% compared to Belden Inc. (BDC) at 12.70%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities