CTDD vs. CTBB

In the year-to-date period, CTDD achieves a 0.85% return, which is significantly higher than CTBB's 0.59% return.

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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.

The current CTDD Sharpe Ratio is 2.74, which is comparable to the CTBB Sharpe Ratio of 2.69. 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.

CTDD's dividend yield for the trailing twelve months is around 9.79%, more than CTBB's 9.53% yield.

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.

The current volatility for Qwest Corp. (CTDD) is 10.79%, while Qwest Corp. NT (CTBB) has a volatility of 12.57%. This indicates that CTDD experiences smaller price fluctuations and is considered to be less risky than CTBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.