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

Performance

COMM vs. GLW - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%JuneJulyAugustSeptemberOctoberNovember
207.35%
33.42%
COMM
GLW

Returns By Period

In the year-to-date period, COMM achieves a 46.10% return, which is significantly lower than GLW's 56.99% return. Over the past 10 years, COMM has underperformed GLW with an annualized return of -14.84%, while GLW has yielded a comparatively higher 11.32% annualized return.


COMM

YTD

46.10%

1M

-31.90%

6M

207.46%

1Y

116.84%

5Y (annualized)

-21.19%

10Y (annualized)

-14.84%

GLW

YTD

56.99%

1M

0.12%

6M

33.42%

1Y

67.85%

5Y (annualized)

13.56%

10Y (annualized)

11.32%

Fundamentals


COMMGLW
Market Cap$900.92M$39.76B
EPS-$2.96$0.19
PEG Ratio2.280.60
Total Revenue (TTM)$4.82B$12.61B
Gross Profit (TTM)$1.63B$3.95B
EBITDA (TTM)$788.40M$2.32B

Key characteristics


COMMGLW
Sharpe Ratio1.332.57
Sortino Ratio2.123.70
Omega Ratio1.271.49
Calmar Ratio1.471.07
Martin Ratio3.7413.10
Ulcer Index38.47%5.22%
Daily Std Dev107.53%26.63%
Max Drawdown-97.81%-99.02%
Current Drawdown-89.63%-38.39%

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Correlation

-0.50.00.51.00.5

The correlation between COMM and GLW 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. 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.


Sharpe ratio
The chart of Sharpe ratio for COMM, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.332.57
The chart of Sortino ratio for COMM, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.002.123.70
The chart of Omega ratio for COMM, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.49
The chart of Calmar ratio for COMM, currently valued at 1.47, compared to the broader market0.002.004.006.001.471.97
The chart of Martin ratio for COMM, currently valued at 3.74, compared to the broader market-10.000.0010.0020.0030.003.7413.10
COMM
GLW

The current COMM Sharpe Ratio is 1.33, which is lower than the GLW Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of COMM and GLW, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.33
2.57
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 2.41%.


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
2.41%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 -97.81%, 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%0.00%JuneJulyAugustSeptemberOctoberNovember
-89.63%
-4.72%
COMM
GLW

Volatility

COMM vs. GLW - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 34.18% compared to Corning Incorporated (GLW) at 7.55%. 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%JuneJulyAugustSeptemberOctoberNovember
34.18%
7.55%
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