PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
COMM vs. BDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.5

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.

0.00%100.00%200.00%300.00%AugustSeptemberOctoberNovemberDecember2025
209.76%
23.69%
COMM
BDC

Key characteristics

Sharpe Ratio

COMM:

1.24

BDC:

1.86

Sortino Ratio

COMM:

2.03

BDC:

2.81

Omega Ratio

COMM:

1.26

BDC:

1.34

Calmar Ratio

COMM:

1.34

BDC:

2.40

Martin Ratio

COMM:

3.79

BDC:

10.75

Ulcer Index

COMM:

34.54%

BDC:

5.85%

Daily Std Dev

COMM:

105.89%

BDC:

33.86%

Max Drawdown

COMM:

-97.81%

BDC:

-85.69%

Current Drawdown

COMM:

-86.50%

BDC:

-10.68%

Fundamentals

Market Cap

COMM:

$1.17B

BDC:

$4.73B

EPS

COMM:

-$2.94

BDC:

$4.31

PEG Ratio

COMM:

2.28

BDC:

2.14

Total Revenue (TTM)

COMM:

$3.64B

BDC:

$1.79B

Gross Profit (TTM)

COMM:

$1.25B

BDC:

$662.47M

EBITDA (TTM)

COMM:

$589.70M

BDC:

$276.89M

Returns By Period

In the year-to-date period, COMM achieves a 2.88% return, which is significantly lower than BDC's 4.20% return. Over the past 10 years, COMM has underperformed BDC with an annualized return of -12.51%, while BDC has yielded a comparatively higher 3.77% annualized return.


COMM

YTD

2.88%

1M

-3.94%

6M

209.83%

1Y

125.21%

5Y*

-17.78%

10Y*

-12.51%

BDC

YTD

4.20%

1M

3.17%

6M

23.69%

1Y

60.16%

5Y*

17.61%

10Y*

3.77%

*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. 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 8080
Overall Rank
The Sharpe Ratio Rank of COMM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of COMM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of COMM is 7979
Omega Ratio Rank
The Calmar Ratio Rank of COMM is 8484
Calmar Ratio Rank
The Martin Ratio Rank of COMM is 7676
Martin Ratio Rank

BDC
The Risk-Adjusted Performance Rank of BDC is 9090
Overall Rank
The Sharpe Ratio Rank of BDC is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BDC is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BDC is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BDC is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BDC is 9292
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.


Sharpe ratio
The chart of Sharpe ratio for COMM, currently valued at 1.24, compared to the broader market-2.000.002.004.001.241.86
The chart of Sortino ratio for COMM, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.032.81
The chart of Omega ratio for COMM, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.34
The chart of Calmar ratio for COMM, currently valued at 1.34, compared to the broader market0.002.004.006.001.342.40
The chart of Martin ratio for COMM, currently valued at 3.79, compared to the broader market-10.000.0010.0020.0030.003.7910.75
COMM
BDC

The current COMM Sharpe Ratio is 1.24, which is lower than the BDC Sharpe Ratio of 1.86. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.24
1.86
COMM
BDC

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%.


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.
0.17%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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-86.50%
-10.68%
COMM
BDC

Volatility

COMM vs. BDC - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 18.25% compared to Belden Inc. (BDC) at 7.89%. 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.


10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
18.25%
7.89%
COMM
BDC

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab