CTDD vs. CTBB

Last updated Apr 1, 2026

Compare and contrast key facts about Qwest Corp. (CTDD) and Qwest Corp. NT (CTBB).

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.

CTDD vs. CTBB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CTDD Qwest Corp.	2.15%	18.53%	95.18%	-33.73%	-26.93%	6.24%	7.34%	44.71%	-12.14%	-4.24%
CTBB Qwest Corp. NT	1.67%	17.01%	100.66%	-32.51%	-29.28%	6.39%	6.53%	45.51%	-12.11%	-6.48%

Fundamentals

Total Revenue (TTM) CTDD : $4.75B CTBB : $4.75B
Gross Profit (TTM) CTDD : $0.00 CTBB : $0.00
EBITDA (TTM) CTDD : -$381.00M CTBB : -$381.00M

Returns By Period

In the year-to-date period, CTDD achieves a 2.15% return, which is significantly higher than CTBB's 1.67% return.

CTDD

• 1D: -2.26%
• 1M: -2.27%
• YTD: 2.15%
• 6M: -3.51%
• 1Y: 24.02%
• 3Y*: 21.47%
• 5Y*: 3.20%
• 10Y*: —

CTBB

• 1D: -1.27%
• 1M: -3.46%
• YTD: 1.67%
• 6M: -2.97%
• 1Y: 23.08%
• 3Y*: 22.70%
• 5Y*: 3.41%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CTDD vs. CTBB — Risk / Return Rank

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

CTDD

CTDD Risk / Return Rank: 76
CTDD Sharpe Ratio Rank: 78
CTDD Sortino Ratio Rank: 74
CTDD Omega Ratio Rank: 73
CTDD Calmar Ratio Rank: 77
CTDD Martin Ratio Rank: 76

CTBB

CTBB Risk / Return Rank: 72
CTBB Sharpe Ratio Rank: 76
CTBB Sortino Ratio Rank: 71
CTBB Omega Ratio Rank: 70
CTBB Calmar Ratio Rank: 72
CTBB Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CTDD vs. CTBB - Risk-Adjusted Trends 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.

	CTDD	CTBB	Difference
Sharpe ratio Return per unit of total volatility	1.16	1.02	+0.14
Sortino ratio Return per unit of downside risk	1.78	1.58	+0.19
Omega ratio Gain probability vs. loss probability	1.24	1.21	+0.03
Calmar ratio Return relative to maximum drawdown	1.92	1.54	+0.38
Martin ratio Return relative to average drawdown	4.59	3.63	+0.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CTDD vs. CTBB - Sharpe Ratio Comparison

The current CTDD Sharpe Ratio is 1.16, which is comparable to the CTBB Sharpe Ratio of 1.02. 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.

Sharpe Ratios by Period

	CTDD	CTBB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.16	1.02	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	0.10	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.15	+0.02

Correlation

The correlation between CTDD and CTBB is 0.78, 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.

Dividends

CTDD vs. CTBB - Dividend Comparison

CTDD's dividend yield for the trailing twelve months is around 8.88%, more than CTBB's 8.69% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CTDD Qwest Corp.	8.88%	8.88%	9.64%	16.59%	9.70%	6.58%	6.53%	6.59%	6.67%	4.67%	0.00%
CTBB Qwest Corp. NT	8.69%	8.65%	9.29%	16.31%	9.67%	6.44%	6.41%	6.36%	6.50%	5.41%	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 -59.04%. Use the drawdown chart below to compare losses from any high point for CTDD and CTBB.

Drawdown Indicators

	CTDD	CTBB	Difference
Max Drawdown Largest peak-to-trough decline	-58.55%	-59.04%	+0.49%
Max Drawdown (1Y) Largest decline over 1 year	-11.20%	-12.92%	+1.72%
Max Drawdown (5Y) Largest decline over 5 years	-58.55%	-59.04%	+0.49%
Current Drawdown Current decline from peak	-6.33%	-6.60%	+0.27%
Average Drawdown Average peak-to-trough decline	-12.01%	-11.82%	-0.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.70%	5.47%	-0.77%

Volatility

CTDD vs. CTBB - Volatility Comparison

Qwest Corp. (CTDD) has a higher volatility of 4.87% compared to Qwest Corp. NT (CTBB) at 4.62%. 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.

Volatility by Period

	CTDD	CTBB	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.87%	4.62%	+0.25%
Volatility (6M) Calculated over the trailing 6-month period	13.39%	15.13%	-1.74%
Volatility (1Y) Calculated over the trailing 1-year period	20.97%	22.87%	-1.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.66%	35.65%	-0.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.43%	32.74%	-0.31%

Financials