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

Correlation

The correlation between CTDD and CTBB 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

CTDD vs. CTBB - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
31.32%
34.00%
CTDD
CTBB

Key characteristics

Sharpe Ratio

CTDD:

3.05

CTBB:

3.10

Sortino Ratio

CTDD:

4.46

CTBB:

4.64

Omega Ratio

CTDD:

1.59

CTBB:

1.65

Calmar Ratio

CTDD:

1.94

CTBB:

1.96

Martin Ratio

CTDD:

24.00

CTBB:

27.02

Ulcer Index

CTDD:

4.37%

CTBB:

3.88%

Daily Std Dev

CTDD:

34.37%

CTBB:

33.79%

Max Drawdown

CTDD:

-58.55%

CTBB:

-58.89%

Current Drawdown

CTDD:

-4.70%

CTBB:

-3.38%

Fundamentals

PEG Ratio

CTDD:

0.00

CTBB:

0.00

Total Revenue (TTM)

CTDD:

$6.56B

CTBB:

$13.11B

Gross Profit (TTM)

CTDD:

$1.76B

CTBB:

$6.62B

EBITDA (TTM)

CTDD:

$1.69B

CTBB:

$3.79B

Returns By Period

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


CTDD

YTD

2.86%

1M

2.80%

6M

32.62%

1Y

105.20%

5Y*

1.39%

10Y*

N/A

CTBB

YTD

1.83%

1M

1.83%

6M

34.29%

1Y

105.41%

5Y*

1.67%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CTDD vs. CTBB — Risk-Adjusted Performance Rank

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

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

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
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.

CTDD vs. CTBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Qwest Corp. (CTDD) and Qwest Corp. NT (CTBB). 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 CTDD, currently valued at 3.05, compared to the broader market-2.000.002.003.053.10
The chart of Sortino ratio for CTDD, currently valued at 4.46, compared to the broader market-4.00-2.000.002.004.006.004.464.64
The chart of Omega ratio for CTDD, currently valued at 1.59, compared to the broader market0.501.001.502.001.591.65
The chart of Calmar ratio for CTDD, currently valued at 1.94, compared to the broader market0.002.004.006.001.941.96
The chart of Martin ratio for CTDD, currently valued at 24.00, compared to the broader market0.0010.0020.0030.0024.0027.02
CTDD
CTBB

The current CTDD Sharpe Ratio is 3.05, which is comparable to the CTBB Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of CTDD and CTBB, 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 Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
3.05
3.10
CTDD
CTBB

Dividends

CTDD vs. CTBB - Dividend Comparison

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


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

Drawdowns

CTDD vs. CTBB - Drawdown Comparison

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


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

Volatility

CTDD vs. CTBB - Volatility Comparison

Qwest Corp. (CTDD) has a higher volatility of 3.47% compared to Qwest Corp. NT (CTBB) at 3.15%. This indicates that CTDD's price experiences larger fluctuations and is considered to be riskier than CTBB 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
3.47%
3.15%
CTDD
CTBB

Financials

CTDD vs. CTBB - Financials Comparison

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