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

Performance

COMM vs. PLTR - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%JuneJulyAugustSeptemberOctoberNovember
207.53%
183.35%
COMM
PLTR

Returns By Period

In the year-to-date period, COMM achieves a 46.10% return, which is significantly lower than PLTR's 256.79% return.


COMM

YTD

46.10%

1M

-31.90%

6M

207.46%

1Y

116.84%

5Y (annualized)

-21.19%

10Y (annualized)

-14.84%

PLTR

YTD

256.79%

1M

42.56%

6M

183.35%

1Y

198.98%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


COMMPLTR
Market Cap$900.92M$136.34B
EPS-$2.96$0.20
PEG Ratio2.283.00
Total Revenue (TTM)$4.82B$2.65B
Gross Profit (TTM)$1.63B$2.15B
EBITDA (TTM)$788.40M$397.71M

Key characteristics


COMMPLTR
Sharpe Ratio1.333.27
Sortino Ratio2.124.07
Omega Ratio1.271.53
Calmar Ratio1.473.56
Martin Ratio3.7417.40
Ulcer Index38.47%12.06%
Daily Std Dev107.53%64.30%
Max Drawdown-97.81%-84.62%
Current Drawdown-89.63%-6.86%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.3

The correlation between COMM and PLTR is 0.28, 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.

Risk-Adjusted Performance

COMM vs. PLTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CommScope Holding Company, Inc. (COMM) and Palantir Technologies Inc. (PLTR). 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-4.00-2.000.002.004.001.333.27
The chart of Sortino ratio for COMM, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.002.124.07
The chart of Omega ratio for COMM, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.53
The chart of Calmar ratio for COMM, currently valued at 1.50, compared to the broader market0.002.004.006.001.503.56
The chart of Martin ratio for COMM, currently valued at 3.74, compared to the broader market-10.000.0010.0020.0030.003.7417.40
COMM
PLTR

The current COMM Sharpe Ratio is 1.33, which is lower than the PLTR Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of COMM and PLTR, 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
3.27
COMM
PLTR

Dividends

COMM vs. PLTR - Dividend Comparison

Neither COMM nor PLTR has paid dividends to shareholders.


TTM202320222021202020192018
COMM
CommScope Holding Company, Inc.
0.00%0.00%0.00%0.00%2.09%2.54%1.49%
PLTR
Palantir Technologies Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

COMM vs. PLTR - Drawdown Comparison

The maximum COMM drawdown since its inception was -97.81%, which is greater than PLTR's maximum drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for COMM and PLTR. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-81.19%
-6.86%
COMM
PLTR

Volatility

COMM vs. PLTR - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 34.18% compared to Palantir Technologies Inc. (PLTR) at 27.17%. This indicates that COMM's price experiences larger fluctuations and is considered to be riskier than PLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
34.18%
27.17%
COMM
PLTR

Financials

COMM vs. PLTR - Financials Comparison

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