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

Correlation

The correlation between COMM and T is 0.41, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

COMM:

3.28

T:

3.09

Sortino Ratio

COMM:

3.43

T:

3.72

Omega Ratio

COMM:

1.45

T:

1.55

Calmar Ratio

COMM:

4.01

T:

3.79

Martin Ratio

COMM:

16.70

T:

25.27

Ulcer Index

COMM:

23.39%

T:

2.83%

Daily Std Dev

COMM:

103.41%

T:

23.02%

Max Drawdown

COMM:

-97.81%

T:

-63.88%

Current Drawdown

COMM:

-87.86%

T:

-1.62%

Fundamentals

Market Cap

COMM:

$1.04B

T:

$200.33B

EPS

COMM:

-$0.18

T:

$1.63

PEG Ratio

COMM:

2.28

T:

1.12

PS Ratio

COMM:

0.24

T:

1.63

PB Ratio

COMM:

30.36

T:

1.91

Total Revenue (TTM)

COMM:

$4.75B

T:

$122.93B

Gross Profit (TTM)

COMM:

$1.84B

T:

$79.33B

EBITDA (TTM)

COMM:

$819.50M

T:

$45.22B

Returns By Period

In the year-to-date period, COMM achieves a -7.49% return, which is significantly lower than T's 25.17% return. Over the past 10 years, COMM has underperformed T with an annualized return of -16.25%, while T has yielded a comparatively higher 8.48% annualized return.


COMM

YTD

-7.49%

1M

40.12%

6M

2.55%

1Y

359.05%

5Y*

-14.50%

10Y*

-16.25%

T

YTD

25.17%

1M

5.49%

6M

27.58%

1Y

70.65%

5Y*

12.56%

10Y*

8.48%

*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. 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 9797
Overall Rank
The Sharpe Ratio Rank of COMM is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of COMM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of COMM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of COMM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of COMM is 9898
Martin Ratio Rank

T
The Risk-Adjusted Performance Rank of T is 9898
Overall Rank
The Sharpe Ratio Rank of T is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of T is 9797
Sortino Ratio Rank
The Omega Ratio Rank of T is 9797
Omega Ratio Rank
The Calmar Ratio Rank of T is 9898
Calmar Ratio Rank
The Martin Ratio Rank of T is 9999
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.


The current COMM Sharpe Ratio is 3.28, which is comparable to the T Sharpe Ratio of 3.09. 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.


Loading data...

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 3.99%.


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.
3.99%4.88%6.63%7.35%11.19%9.58%6.91%9.28%6.67%5.98%7.23%7.25%

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 -63.88%. Use the drawdown chart below to compare losses from any high point for COMM and T. For additional features, visit the drawdowns tool.


Loading data...

Volatility

COMM vs. T - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 32.87% compared to AT&T Inc. (T) at 7.22%. 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.


Loading data...

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


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
1.11B
30.63B
(COMM) Total Revenue
(T) Total Revenue
Values in USD except per share items

COMM vs. T - Profitability Comparison

The chart below illustrates the profitability comparison between CommScope Holding Company, Inc. and AT&T Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%20212022202320242025
42.1%
79.3%
(COMM) Gross Margin
(T) Gross Margin
COMM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, CommScope Holding Company, Inc. reported a gross profit of 468.60M and revenue of 1.11B. Therefore, the gross margin over that period was 42.1%.

T - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AT&T Inc. reported a gross profit of 24.29B and revenue of 30.63B. Therefore, the gross margin over that period was 79.3%.

COMM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, CommScope Holding Company, Inc. reported an operating income of 134.00M and revenue of 1.11B, resulting in an operating margin of 12.1%.

T - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AT&T Inc. reported an operating income of 5.75B and revenue of 30.63B, resulting in an operating margin of 18.8%.

COMM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, CommScope Holding Company, Inc. reported a net income of 784.00M and revenue of 1.11B, resulting in a net margin of 70.5%.

T - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AT&T Inc. reported a net income of 4.35B and revenue of 30.63B, resulting in a net margin of 14.2%.