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GLW vs. COMM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


GLWCOMM
YTD Return5.28%-65.32%
1Y Return-0.83%-80.16%
3Y Return (Ann)-7.65%-61.12%
5Y Return (Ann)2.72%-46.92%
10Y Return (Ann)7.06%-28.06%
Sharpe Ratio0.03-0.78
Daily Std Dev21.23%100.65%
Max Drawdown-99.02%-97.70%
Current Drawdown-58.69%-97.54%

Fundamentals


GLWCOMM
Market Cap$26.80B$199.73M
EPS$0.68-$4.33
PEG Ratio1.122.28
Revenue (TTM)$12.59B$5.79B
Gross Profit (TTM)$4.84B$2.80B
EBITDA (TTM)$2.69B$1.08B

Correlation

-0.50.00.51.00.5

The correlation between GLW and COMM is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

GLW vs. COMM - Performance Comparison

In the year-to-date period, GLW achieves a 5.28% return, which is significantly higher than COMM's -65.32% return. Over the past 10 years, GLW has outperformed COMM with an annualized return of 7.06%, while COMM has yielded a comparatively lower -28.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%150.00%NovemberDecember2024FebruaryMarchApril
141.61%
-93.05%
GLW
COMM

Compare stocks, funds, or ETFs

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


Corning Incorporated

CommScope Holding Company, Inc.

Risk-Adjusted Performance

GLW vs. COMM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) and CommScope Holding Company, Inc. (COMM). 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.


GLW
Sharpe ratio
The chart of Sharpe ratio for GLW, currently valued at 0.03, compared to the broader market-2.00-1.000.001.002.003.004.000.03
Sortino ratio
The chart of Sortino ratio for GLW, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.006.000.20
Omega ratio
The chart of Omega ratio for GLW, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for GLW, currently valued at 0.02, compared to the broader market0.002.004.006.000.02
Martin ratio
The chart of Martin ratio for GLW, currently valued at 0.05, compared to the broader market0.0010.0020.0030.000.05
COMM
Sharpe ratio
The chart of Sharpe ratio for COMM, currently valued at -0.78, compared to the broader market-2.00-1.000.001.002.003.004.00-0.78
Sortino ratio
The chart of Sortino ratio for COMM, currently valued at -1.22, compared to the broader market-4.00-2.000.002.004.006.00-1.22
Omega ratio
The chart of Omega ratio for COMM, currently valued at 0.83, compared to the broader market0.501.001.500.83
Calmar ratio
The chart of Calmar ratio for COMM, currently valued at -0.81, compared to the broader market0.002.004.006.00-0.81
Martin ratio
The chart of Martin ratio for COMM, currently valued at -1.36, compared to the broader market0.0010.0020.0030.00-1.36

GLW vs. COMM - Sharpe Ratio Comparison

The current GLW Sharpe Ratio is 0.03, which is higher than the COMM Sharpe Ratio of -0.78. The chart below compares the 12-month rolling Sharpe Ratio of GLW and COMM.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.000.20NovemberDecember2024FebruaryMarchApril
0.03
-0.78
GLW
COMM

Dividends

GLW vs. COMM - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 3.52%, while COMM has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GLW
Corning Incorporated
3.52%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
COMM
CommScope Holding Company, Inc.
0.00%0.00%0.00%0.00%2.09%2.54%1.49%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GLW vs. COMM - Drawdown Comparison

The maximum GLW drawdown since its inception was -99.02%, roughly equal to the maximum COMM drawdown of -97.70%. Use the drawdown chart below to compare losses from any high point for GLW and COMM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2024FebruaryMarchApril
-24.65%
-97.54%
GLW
COMM

Volatility

GLW vs. COMM - Volatility Comparison

The current volatility for Corning Incorporated (GLW) is 4.62%, while CommScope Holding Company, Inc. (COMM) has a volatility of 25.69%. This indicates that GLW experiences smaller price fluctuations and is considered to be less risky than COMM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2024FebruaryMarchApril
4.62%
25.69%
GLW
COMM

Financials

GLW vs. COMM - Financials Comparison

This section allows you to compare key financial metrics between Corning Incorporated and CommScope Holding Company, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items