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

Key characteristics


COMMGLW
YTD Return-66.81%3.79%
1Y Return-79.61%-0.83%
3Y Return (Ann)-61.78%-8.28%
5Y Return (Ann)-47.86%1.60%
10Y Return (Ann)-27.68%6.97%
Sharpe Ratio-0.790.03
Daily Std Dev100.66%21.24%
Max Drawdown-97.70%-99.02%
Current Drawdown-97.64%-59.27%

Fundamentals


COMMGLW
Market Cap$199.73M$26.80B
EPS-$4.33$0.68
PEG Ratio2.281.12
Revenue (TTM)$5.79B$12.59B
Gross Profit (TTM)$2.80B$4.84B
EBITDA (TTM)$1.08B$2.69B

Correlation

-0.50.00.51.00.5

The correlation between COMM and GLW 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. GLW - Performance Comparison

In the year-to-date period, COMM achieves a -66.81% return, which is significantly lower than GLW's 3.79% return. Over the past 10 years, COMM has underperformed GLW with an annualized return of -27.68%, while GLW has yielded a comparatively higher 6.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%150.00%NovemberDecember2024FebruaryMarchApril
-93.35%
138.19%
COMM
GLW

Compare stocks, funds, or ETFs

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


CommScope Holding Company, Inc.

Corning Incorporated

Risk-Adjusted Performance

COMM vs. GLW - Risk-Adjusted Performance Comparison

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


COMM
Sharpe ratio
The chart of Sharpe ratio for COMM, currently valued at -0.79, compared to the broader market-2.00-1.000.001.002.003.004.00-0.79
Sortino ratio
The chart of Sortino ratio for COMM, currently valued at -1.25, compared to the broader market-4.00-2.000.002.004.006.00-1.25
Omega ratio
The chart of Omega ratio for COMM, currently valued at 0.82, compared to the broader market0.501.001.500.82
Calmar ratio
The chart of Calmar ratio for COMM, currently valued at -0.81, compared to the broader market0.002.004.006.00-0.81
Martin ratio
The chart of Martin ratio for COMM, currently valued at -1.38, compared to the broader market0.0010.0020.0030.00-1.38
GLW
Sharpe ratio
The chart of Sharpe ratio for GLW, currently valued at 0.03, compared to the broader market-2.00-1.000.001.002.003.004.000.03
Sortino ratio
The chart of Sortino ratio for GLW, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.006.000.21
Omega ratio
The chart of Omega ratio for GLW, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for GLW, currently valued at 0.02, compared to the broader market0.002.004.006.000.02
Martin ratio
The chart of Martin ratio for GLW, currently valued at 0.06, compared to the broader market0.0010.0020.0030.000.06

COMM vs. GLW - Sharpe Ratio Comparison

The current COMM Sharpe Ratio is -0.79, which is lower than the GLW Sharpe Ratio of 0.03. The chart below compares the 12-month rolling Sharpe Ratio of COMM and GLW.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.000.20NovemberDecember2024FebruaryMarchApril
-0.79
0.03
COMM
GLW

Dividends

COMM vs. GLW - Dividend Comparison

COMM has not paid dividends to shareholders, while GLW's dividend yield for the trailing twelve months is around 3.57%.


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%
GLW
Corning Incorporated
3.57%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%

Drawdowns

COMM vs. GLW - Drawdown Comparison

The maximum COMM drawdown since its inception was -97.70%, roughly equal to the maximum GLW drawdown of -99.02%. Use the drawdown chart below to compare losses from any high point for COMM and GLW. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2024FebruaryMarchApril
-97.64%
-25.71%
COMM
GLW

Volatility

COMM vs. GLW - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 25.41% compared to Corning Incorporated (GLW) at 4.30%. This indicates that COMM's price experiences larger fluctuations and is considered to be riskier than GLW 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%50.00%60.00%NovemberDecember2024FebruaryMarchApril
25.41%
4.30%
COMM
GLW

Financials

COMM vs. GLW - Financials Comparison

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