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CTBB vs. CTDD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CTBB and CTDD is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

CTBB vs. CTDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Qwest Corp. NT (CTBB) and Qwest Corp. (CTDD). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
34.29%
32.62%
CTBB
CTDD

Key characteristics

Sharpe Ratio

CTBB:

3.10

CTDD:

3.05

Sortino Ratio

CTBB:

4.64

CTDD:

4.46

Omega Ratio

CTBB:

1.65

CTDD:

1.59

Calmar Ratio

CTBB:

1.96

CTDD:

1.94

Martin Ratio

CTBB:

27.02

CTDD:

24.00

Ulcer Index

CTBB:

3.88%

CTDD:

4.37%

Daily Std Dev

CTBB:

33.79%

CTDD:

34.37%

Max Drawdown

CTBB:

-58.89%

CTDD:

-58.55%

Current Drawdown

CTBB:

-3.38%

CTDD:

-4.70%

Fundamentals

PEG Ratio

CTBB:

0.00

CTDD:

0.00

Total Revenue (TTM)

CTBB:

$13.11B

CTDD:

$6.56B

Gross Profit (TTM)

CTBB:

$6.62B

CTDD:

$1.76B

EBITDA (TTM)

CTBB:

$3.79B

CTDD:

$1.69B

Returns By Period

In the year-to-date period, CTBB achieves a 1.83% return, which is significantly lower than CTDD's 2.86% return.


CTBB

YTD

1.83%

1M

1.83%

6M

34.29%

1Y

105.41%

5Y*

1.67%

10Y*

N/A

CTDD

YTD

2.86%

1M

2.80%

6M

32.62%

1Y

105.20%

5Y*

1.39%

10Y*

N/A

*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

CTBB vs. CTDD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CTBB
The Risk-Adjusted Performance Rank of CTBB is 9696
Overall Rank
The Sharpe Ratio Rank of CTBB is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of CTBB is 9797
Sortino Ratio Rank
The Omega Ratio Rank of CTBB is 9797
Omega Ratio Rank
The Calmar Ratio Rank of CTBB is 8989
Calmar Ratio Rank
The Martin Ratio Rank of CTBB is 9999
Martin Ratio Rank

CTDD
The Risk-Adjusted Performance Rank of CTDD is 9696
Overall Rank
The Sharpe Ratio Rank of CTDD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of CTDD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of CTDD is 9696
Omega Ratio Rank
The Calmar Ratio Rank of CTDD is 8989
Calmar Ratio Rank
The Martin Ratio Rank of CTDD 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.

CTBB vs. CTDD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Qwest Corp. NT (CTBB) and Qwest Corp. (CTDD). 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 CTBB, currently valued at 3.10, compared to the broader market-2.000.002.003.103.05
The chart of Sortino ratio for CTBB, currently valued at 4.64, compared to the broader market-4.00-2.000.002.004.006.004.644.46
The chart of Omega ratio for CTBB, currently valued at 1.65, compared to the broader market0.501.001.502.001.651.59
The chart of Calmar ratio for CTBB, currently valued at 1.96, compared to the broader market0.002.004.006.001.961.94
The chart of Martin ratio for CTBB, currently valued at 27.02, compared to the broader market0.0010.0020.0030.0027.0224.00
CTBB
CTDD

The current CTBB Sharpe Ratio is 3.10, which is comparable to the CTDD Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of CTBB and CTDD, 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
3.10
3.05
CTBB
CTDD

Dividends

CTBB vs. CTDD - Dividend Comparison

CTBB's dividend yield for the trailing twelve months is around 9.20%, less than CTDD's 9.38% yield.


TTM202420232022202120202019201820172016
CTBB
Qwest Corp. NT
9.20%9.37%16.47%9.76%6.15%6.45%6.42%8.67%7.22%1.96%
CTDD
Qwest Corp.
9.38%9.65%16.60%9.70%6.58%6.55%6.59%8.89%4.67%0.00%

Drawdowns

CTBB vs. CTDD - Drawdown Comparison

The maximum CTBB drawdown since its inception was -58.89%, roughly equal to the maximum CTDD drawdown of -58.55%. Use the drawdown chart below to compare losses from any high point for CTBB and CTDD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.38%
-4.70%
CTBB
CTDD

Volatility

CTBB vs. CTDD - Volatility Comparison

The current volatility for Qwest Corp. NT (CTBB) is 3.15%, while Qwest Corp. (CTDD) has a volatility of 3.47%. This indicates that CTBB experiences smaller price fluctuations and is considered to be less risky than CTDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
3.15%
3.47%
CTBB
CTDD

Financials

CTBB vs. CTDD - Financials Comparison

This section allows you to compare key financial metrics between Qwest Corp. NT and Qwest Corp.. 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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