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

Correlation

The correlation between COMM and T is 0.24, 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.


-0.50.00.51.00.2

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%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
35.13%
37.98%
COMM
T

Key characteristics

Sharpe Ratio

COMM:

1.37

T:

3.14

Sortino Ratio

COMM:

2.11

T:

4.46

Omega Ratio

COMM:

1.28

T:

1.55

Calmar Ratio

COMM:

1.47

T:

2.28

Martin Ratio

COMM:

4.61

T:

24.32

Ulcer Index

COMM:

31.21%

T:

2.57%

Daily Std Dev

COMM:

105.42%

T:

19.90%

Max Drawdown

COMM:

-97.81%

T:

-64.65%

Current Drawdown

COMM:

-86.25%

T:

0.00%

Fundamentals

Market Cap

COMM:

$1.19B

T:

$188.36B

EPS

COMM:

-$2.96

T:

$1.49

PEG Ratio

COMM:

2.28

T:

4.43

Total Revenue (TTM)

COMM:

$3.64B

T:

$122.34B

Gross Profit (TTM)

COMM:

$1.25B

T:

$73.12B

EBITDA (TTM)

COMM:

$589.70M

T:

$44.08B

Returns By Period

In the year-to-date period, COMM achieves a 4.80% return, which is significantly lower than T's 16.73% return. Over the past 10 years, COMM has underperformed T with an annualized return of -15.47%, while T has yielded a comparatively higher 6.40% annualized return.


COMM

YTD

4.80%

1M

1.87%

6M

34.15%

1Y

162.50%

5Y*

-14.99%

10Y*

-15.47%

T

YTD

16.73%

1M

17.72%

6M

37.77%

1Y

64.23%

5Y*

4.59%

10Y*

6.40%

*Annualized

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Risk-Adjusted Performance

COMM vs. T — 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 8282
Overall Rank
The Sharpe Ratio Rank of COMM is 8484
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 8585
Calmar Ratio Rank
The Martin Ratio Rank of COMM is 7979
Martin Ratio Rank

T
The Risk-Adjusted Performance Rank of T is 9696
Overall Rank
The Sharpe Ratio Rank of T is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of T is 9797
Sortino Ratio Rank
The Omega Ratio Rank of T is 9696
Omega Ratio Rank
The Calmar Ratio Rank of T is 9292
Calmar Ratio Rank
The Martin Ratio Rank of T is 9898
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. 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 1.37, compared to the broader market-2.000.002.001.373.14
The chart of Sortino ratio for COMM, currently valued at 2.11, compared to the broader market-4.00-2.000.002.004.006.002.114.46
The chart of Omega ratio for COMM, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.55
The chart of Calmar ratio for COMM, currently valued at 1.47, compared to the broader market0.002.004.006.001.472.28
The chart of Martin ratio for COMM, currently valued at 4.61, compared to the broader market0.0010.0020.0030.004.6124.32
COMM
T

The current COMM Sharpe Ratio is 1.37, which is lower than the T Sharpe Ratio of 3.14. 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.37
3.14
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 4.23%.


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%
T
AT&T Inc.
4.23%4.87%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%

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 -64.65%. 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%SeptemberOctoberNovemberDecember2025February
-86.25%
0
COMM
T

Volatility

COMM vs. T - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 19.57% compared to AT&T Inc. (T) at 6.74%. 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%SeptemberOctoberNovemberDecember2025February
19.57%
6.74%
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
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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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