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

Correlation

The correlation between COMM and INTU is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

COMM vs. INTU - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
-60.33%
901.01%
COMM
INTU

Key characteristics

Sharpe Ratio

COMM:

1.22

INTU:

0.18

Sortino Ratio

COMM:

2.03

INTU:

0.42

Omega Ratio

COMM:

1.26

INTU:

1.06

Calmar Ratio

COMM:

1.33

INTU:

0.29

Martin Ratio

COMM:

3.31

INTU:

0.80

Ulcer Index

COMM:

39.20%

INTU:

6.39%

Daily Std Dev

COMM:

106.21%

INTU:

28.13%

Max Drawdown

COMM:

-97.81%

INTU:

-75.29%

Current Drawdown

COMM:

-85.95%

INTU:

-8.90%

Fundamentals

Market Cap

COMM:

$1.22B

INTU:

$189.72B

EPS

COMM:

-$2.96

INTU:

$10.27

PEG Ratio

COMM:

2.28

INTU:

2.02

Total Revenue (TTM)

COMM:

$4.82B

INTU:

$16.59B

Gross Profit (TTM)

COMM:

$1.63B

INTU:

$12.99B

EBITDA (TTM)

COMM:

$788.40M

INTU:

$4.31B

Returns By Period

In the year-to-date period, COMM achieves a 97.87% return, which is significantly higher than INTU's 3.55% return. Over the past 10 years, COMM has underperformed INTU with an annualized return of -12.68%, while INTU has yielded a comparatively higher 22.10% annualized return.


COMM

YTD

97.87%

1M

28.57%

6M

339.37%

1Y

105.90%

5Y*

-15.97%

10Y*

-12.68%

INTU

YTD

3.55%

1M

-1.11%

6M

2.09%

1Y

4.23%

5Y*

19.99%

10Y*

22.10%

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Risk-Adjusted Performance

COMM vs. INTU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CommScope Holding Company, Inc. (COMM) and Intuit Inc. (INTU). 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 1.22, compared to the broader market-4.00-2.000.002.001.220.18
The chart of Sortino ratio for COMM, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.030.42
The chart of Omega ratio for COMM, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.06
The chart of Calmar ratio for COMM, currently valued at 1.33, compared to the broader market0.002.004.006.001.330.29
The chart of Martin ratio for COMM, currently valued at 3.31, compared to the broader market-5.000.005.0010.0015.0020.0025.003.310.80
COMM
INTU

The current COMM Sharpe Ratio is 1.22, which is higher than the INTU Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of COMM and INTU, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.22
0.18
COMM
INTU

Dividends

COMM vs. INTU - Dividend Comparison

COMM has not paid dividends to shareholders, while INTU's dividend yield for the trailing twelve months is around 0.58%.


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%
INTU
Intuit Inc.
0.58%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%

Drawdowns

COMM vs. INTU - Drawdown Comparison

The maximum COMM drawdown since its inception was -97.81%, which is greater than INTU's maximum drawdown of -75.29%. Use the drawdown chart below to compare losses from any high point for COMM and INTU. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-85.95%
-8.90%
COMM
INTU

Volatility

COMM vs. INTU - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 22.07% compared to Intuit Inc. (INTU) at 10.85%. This indicates that COMM's price experiences larger fluctuations and is considered to be riskier than INTU 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%JulyAugustSeptemberOctoberNovemberDecember
22.07%
10.85%
COMM
INTU

Financials

COMM vs. INTU - Financials Comparison

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

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