PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
COMM vs. T
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

COMM vs. T - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%JuneJulyAugustSeptemberOctoberNovember
207.35%
34.89%
COMM
T

Returns By Period

The year-to-date returns for both stocks are quite close, with COMM having a 46.10% return and T slightly lower at 45.48%. Over the past 10 years, COMM has underperformed T with an annualized return of -14.84%, while T has yielded a comparatively higher 4.65% annualized return.


COMM

YTD

46.10%

1M

-31.90%

6M

207.46%

1Y

116.84%

5Y (annualized)

-21.19%

10Y (annualized)

-14.84%

T

YTD

45.48%

1M

5.22%

6M

34.89%

1Y

53.53%

5Y (annualized)

2.60%

10Y (annualized)

4.65%

Fundamentals


COMMT
Market Cap$900.92M$160.08B
EPS-$2.96$1.22
PEG Ratio2.281.93
Total Revenue (TTM)$4.82B$122.06B
Gross Profit (TTM)$1.63B$73.12B
EBITDA (TTM)$788.40M$41.37B

Key characteristics


COMMT
Sharpe Ratio1.332.72
Sortino Ratio2.123.75
Omega Ratio1.271.47
Calmar Ratio1.471.76
Martin Ratio3.7415.80
Ulcer Index38.47%3.40%
Daily Std Dev107.53%19.79%
Max Drawdown-97.81%-64.66%
Current Drawdown-89.63%0.00%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between COMM and T is 0.25, 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. T - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CommScope Holding Company, Inc. (COMM) and AT&T Inc. (T). 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-4.00-2.000.002.004.001.332.72
The chart of Sortino ratio for COMM, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.002.123.75
The chart of Omega ratio for COMM, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.47
The chart of Calmar ratio for COMM, currently valued at 1.47, compared to the broader market0.002.004.006.001.471.76
The chart of Martin ratio for COMM, currently valued at 3.74, compared to the broader market-10.000.0010.0020.0030.003.7415.80
COMM
T

The current COMM Sharpe Ratio is 1.33, which is lower than the T Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of COMM and T, 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
2.72
COMM
T

Dividends

COMM vs. T - Dividend Comparison

COMM has not paid dividends to shareholders, while T's dividend yield for the trailing twelve months is around 4.83%.


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%
T
AT&T Inc.
4.83%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%5.12%

Drawdowns

COMM vs. T - Drawdown Comparison

The maximum COMM drawdown since its inception was -97.81%, which is greater than T's maximum drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for COMM and T. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-89.63%
0
COMM
T

Volatility

COMM vs. T - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 34.18% compared to AT&T Inc. (T) at 7.15%. This indicates that COMM's price experiences larger fluctuations and is considered to be riskier than T 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%
7.15%
COMM
T

Financials

COMM vs. T - Financials Comparison

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