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

Performance

GLW vs. COMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corning Incorporated (GLW) and CommScope Holding Company, Inc. (COMM). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JuneJulyAugustSeptemberOctoberNovember
32.10%
228.89%
GLW
COMM

Returns By Period

In the year-to-date period, GLW achieves a 60.07% return, which is significantly higher than COMM's 53.90% return. Over the past 10 years, GLW has outperformed COMM with an annualized return of 11.52%, while COMM has yielded a comparatively lower -14.38% annualized return.


GLW

YTD

60.07%

1M

1.28%

6M

32.09%

1Y

73.39%

5Y (annualized)

13.69%

10Y (annualized)

11.52%

COMM

YTD

53.90%

1M

-26.44%

6M

228.79%

1Y

152.33%

5Y (annualized)

-20.31%

10Y (annualized)

-14.38%

Fundamentals


GLWCOMM
Market Cap$40.54B$942.17M
EPS$0.19-$2.96
PEG Ratio0.612.28
Total Revenue (TTM)$12.61B$4.82B
Gross Profit (TTM)$3.95B$1.63B
EBITDA (TTM)$2.32B$788.40M

Key characteristics


GLWCOMM
Sharpe Ratio2.721.18
Sortino Ratio3.862.01
Omega Ratio1.511.26
Calmar Ratio1.131.30
Martin Ratio13.833.30
Ulcer Index5.23%38.59%
Daily Std Dev26.61%107.83%
Max Drawdown-99.02%-97.81%
Current Drawdown-37.19%-89.07%

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Correlation

-0.50.00.51.00.5

The correlation between GLW and COMM is 0.46, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for GLW, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.002.721.18
The chart of Sortino ratio for GLW, currently valued at 3.86, compared to the broader market-4.00-2.000.002.004.003.862.01
The chart of Omega ratio for GLW, currently valued at 1.51, compared to the broader market0.501.001.502.001.511.26
The chart of Calmar ratio for GLW, currently valued at 2.08, compared to the broader market0.002.004.006.002.081.30
The chart of Martin ratio for GLW, currently valued at 13.83, compared to the broader market-10.000.0010.0020.0030.0013.833.30
GLW
COMM

The current GLW Sharpe Ratio is 2.72, which is higher than the COMM Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of GLW and COMM, 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 Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.72
1.18
GLW
COMM

Dividends

GLW vs. COMM - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 2.37%, while COMM has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GLW
Corning Incorporated
2.37%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 -97.81%. 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%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.85%
-89.07%
GLW
COMM

Volatility

GLW vs. COMM - Volatility Comparison

The current volatility for Corning Incorporated (GLW) is 7.71%, while CommScope Holding Company, Inc. (COMM) has a volatility of 36.01%. 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%JuneJulyAugustSeptemberOctoberNovember
7.71%
36.01%
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