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COMM vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COMM and SPY is 0.47, 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. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CommScope Holding Company, Inc. (COMM) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%AugustSeptemberOctoberNovemberDecember2025
208.63%
5.21%
COMM
SPY

Key characteristics

Sharpe Ratio

COMM:

1.07

SPY:

1.88

Sortino Ratio

COMM:

1.92

SPY:

2.51

Omega Ratio

COMM:

1.25

SPY:

1.35

Calmar Ratio

COMM:

1.16

SPY:

2.83

Martin Ratio

COMM:

3.30

SPY:

11.89

Ulcer Index

COMM:

34.45%

SPY:

2.00%

Daily Std Dev

COMM:

106.21%

SPY:

12.69%

Max Drawdown

COMM:

-97.81%

SPY:

-55.19%

Current Drawdown

COMM:

-86.71%

SPY:

-3.89%

Returns By Period

In the year-to-date period, COMM achieves a 1.34% return, which is significantly higher than SPY's -0.66% return. Over the past 10 years, COMM has underperformed SPY with an annualized return of -12.39%, while SPY has yielded a comparatively higher 13.18% annualized return.


COMM

YTD

1.34%

1M

-8.01%

6M

247.37%

1Y

113.77%

5Y*

-18.17%

10Y*

-12.39%

SPY

YTD

-0.66%

1M

-3.32%

6M

3.73%

1Y

23.70%

5Y*

13.73%

10Y*

13.18%

*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. SPY — 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 8181
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 8080
Omega Ratio Rank
The Calmar Ratio Rank of COMM is 8484
Calmar Ratio Rank
The Martin Ratio Rank of COMM is 7777
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8282
Overall Rank
The Sharpe Ratio Rank of SPY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7979
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8484
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CommScope Holding Company, Inc. (COMM) and SPDR S&P 500 ETF (SPY). 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 1.07, compared to the broader market-2.000.002.001.071.88
The chart of Sortino ratio for COMM, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.922.51
The chart of Omega ratio for COMM, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.35
The chart of Calmar ratio for COMM, currently valued at 1.16, compared to the broader market0.002.004.006.001.162.83
The chart of Martin ratio for COMM, currently valued at 3.30, compared to the broader market0.0010.0020.003.3011.89
COMM
SPY

The current COMM Sharpe Ratio is 1.07, which is lower than the SPY Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of COMM and SPY, 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
1.07
1.88
COMM
SPY

Dividends

COMM vs. SPY - Dividend Comparison

COMM has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.


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%
SPY
SPDR S&P 500 ETF
1.21%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

COMM vs. SPY - Drawdown Comparison

The maximum COMM drawdown since its inception was -97.81%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for COMM and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-86.71%
-3.89%
COMM
SPY

Volatility

COMM vs. SPY - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 18.12% compared to SPDR S&P 500 ETF (SPY) at 4.61%. This indicates that COMM's price experiences larger fluctuations and is considered to be riskier than SPY 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%AugustSeptemberOctoberNovemberDecember2025
18.12%
4.61%
COMM
SPY
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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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