GLW vs. BDC

In the year-to-date period, GLW achieves a 59.87% return, which is significantly higher than BDC's 53.88% return. Over the past 10 years, GLW has outperformed BDC with an annualized return of 11.51%, while BDC has yielded a comparatively lower 5.38% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) and Belden Inc. (BDC). 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 GLW Sharpe Ratio is 2.66, which is comparable to the BDC Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of GLW and BDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GLW's dividend yield for the trailing twelve months is around 2.37%, more than BDC's 0.17% yield.

The maximum GLW drawdown since its inception was -99.02%, which is greater than BDC's maximum drawdown of -85.69%. Use the drawdown chart below to compare losses from any high point for GLW and BDC. For additional features, visit the drawdowns tool.

The current volatility for Corning Incorporated (GLW) is 7.73%, while Belden Inc. (BDC) has a volatility of 12.59%. This indicates that GLW experiences smaller price fluctuations and is considered to be less risky than BDC 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 Corning Incorporated and Belden Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.