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CSCO vs. CMCSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CSCOCMCSA
YTD Return-5.24%-10.52%
1Y Return6.32%-1.12%
3Y Return (Ann)0.58%-9.62%
5Y Return (Ann)0.00%0.13%
10Y Return (Ann)11.00%6.30%
Sharpe Ratio0.31-0.12
Daily Std Dev18.45%21.96%
Max Drawdown-89.26%-67.89%
Current Drawdown-20.43%-32.57%

Fundamentals


CSCOCMCSA
Market Cap$193.79B$153.19B
EPS$3.29$3.77
PE Ratio14.5510.23
PEG Ratio3.430.64
Revenue (TTM)$57.23B$121.94B
Gross Profit (TTM)$35.75B$83.21B
EBITDA (TTM)$17.67B$37.59B

Correlation

-0.50.00.51.00.3

The correlation between CSCO and CMCSA is 0.35, 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.

Performance

CSCO vs. CMCSA - Performance Comparison

In the year-to-date period, CSCO achieves a -5.24% return, which is significantly higher than CMCSA's -10.52% return. Over the past 10 years, CSCO has outperformed CMCSA with an annualized return of 11.00%, while CMCSA has yielded a comparatively lower 6.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%December2024FebruaryMarchAprilMay
89,823.66%
3,322.08%
CSCO
CMCSA

Compare stocks, funds, or ETFs

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


Cisco Systems, Inc.

Comcast Corporation

Risk-Adjusted Performance

CSCO vs. CMCSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cisco Systems, Inc. (CSCO) and Comcast Corporation (CMCSA). 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.


CSCO
Sharpe ratio
The chart of Sharpe ratio for CSCO, currently valued at 0.31, compared to the broader market-2.00-1.000.001.002.003.004.000.31
Sortino ratio
The chart of Sortino ratio for CSCO, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.006.000.50
Omega ratio
The chart of Omega ratio for CSCO, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for CSCO, currently valued at 0.23, compared to the broader market0.002.004.006.000.23
Martin ratio
The chart of Martin ratio for CSCO, currently valued at 0.58, compared to the broader market-10.000.0010.0020.0030.000.58
CMCSA
Sharpe ratio
The chart of Sharpe ratio for CMCSA, currently valued at -0.12, compared to the broader market-2.00-1.000.001.002.003.004.00-0.12
Sortino ratio
The chart of Sortino ratio for CMCSA, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.006.00-0.02
Omega ratio
The chart of Omega ratio for CMCSA, currently valued at 1.00, compared to the broader market0.501.001.501.00
Calmar ratio
The chart of Calmar ratio for CMCSA, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08
Martin ratio
The chart of Martin ratio for CMCSA, currently valued at -0.36, compared to the broader market-10.000.0010.0020.0030.00-0.36

CSCO vs. CMCSA - Sharpe Ratio Comparison

The current CSCO Sharpe Ratio is 0.31, which is higher than the CMCSA Sharpe Ratio of -0.12. The chart below compares the 12-month rolling Sharpe Ratio of CSCO and CMCSA.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchAprilMay
0.31
-0.12
CSCO
CMCSA

Dividends

CSCO vs. CMCSA - Dividend Comparison

CSCO's dividend yield for the trailing twelve months is around 3.33%, more than CMCSA's 3.05% yield.


TTM20232022202120202019201820172016201520142013
CSCO
Cisco Systems, Inc.
3.33%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
CMCSA
Comcast Corporation
3.05%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%1.50%

Drawdowns

CSCO vs. CMCSA - Drawdown Comparison

The maximum CSCO drawdown since its inception was -89.26%, which is greater than CMCSA's maximum drawdown of -67.89%. Use the drawdown chart below to compare losses from any high point for CSCO and CMCSA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%December2024FebruaryMarchAprilMay
-20.43%
-32.57%
CSCO
CMCSA

Volatility

CSCO vs. CMCSA - Volatility Comparison

The current volatility for Cisco Systems, Inc. (CSCO) is 5.35%, while Comcast Corporation (CMCSA) has a volatility of 7.80%. This indicates that CSCO experiences smaller price fluctuations and is considered to be less risky than CMCSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
5.35%
7.80%
CSCO
CMCSA

Financials

CSCO vs. CMCSA - Financials Comparison

This section allows you to compare key financial metrics between Cisco Systems, Inc. and Comcast Corporation. 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