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

Key characteristics


GLWCSCO
YTD Return10.58%-5.52%
1Y Return4.51%2.33%
3Y Return (Ann)-6.11%0.35%
5Y Return (Ann)4.22%-0.06%
10Y Return (Ann)7.58%10.86%
Sharpe Ratio0.190.14
Daily Std Dev21.77%18.57%
Max Drawdown-99.02%-89.26%
Current Drawdown-56.61%-20.67%

Fundamentals


GLWCSCO
Market Cap$26.80B$193.79B
EPS$0.68$3.29
PE Ratio46.0714.55
PEG Ratio1.123.43
Revenue (TTM)$12.59B$57.23B
Gross Profit (TTM)$4.84B$35.75B
EBITDA (TTM)$2.69B$17.67B

Correlation

-0.50.00.51.00.4

The correlation between GLW and CSCO is 0.42, 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. CSCO - Performance Comparison

In the year-to-date period, GLW achieves a 10.58% return, which is significantly higher than CSCO's -5.52% return. Over the past 10 years, GLW has underperformed CSCO with an annualized return of 7.58%, while CSCO has yielded a comparatively higher 10.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%December2024FebruaryMarchApril
846.55%
89,556.49%
GLW
CSCO

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Corning Incorporated

Cisco Systems, Inc.

Risk-Adjusted Performance

GLW vs. CSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) and Cisco Systems, Inc. (CSCO). 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 0.19, compared to the broader market-2.00-1.000.001.002.003.000.19
Sortino ratio
The chart of Sortino ratio for GLW, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.006.000.45
Omega ratio
The chart of Omega ratio for GLW, currently valued at 1.05, compared to the broader market0.501.001.501.05
Calmar ratio
The chart of Calmar ratio for GLW, currently valued at 0.06, compared to the broader market0.002.004.006.000.06
Martin ratio
The chart of Martin ratio for GLW, currently valued at 0.34, compared to the broader market-10.000.0010.0020.0030.000.34
CSCO
Sharpe ratio
The chart of Sharpe ratio for CSCO, currently valued at 0.14, compared to the broader market-2.00-1.000.001.002.003.000.14
Sortino ratio
The chart of Sortino ratio for CSCO, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.006.000.29
Omega ratio
The chart of Omega ratio for CSCO, currently valued at 1.04, compared to the broader market0.501.001.501.04
Calmar ratio
The chart of Calmar ratio for CSCO, currently valued at 0.10, compared to the broader market0.002.004.006.000.10
Martin ratio
The chart of Martin ratio for CSCO, currently valued at 0.26, compared to the broader market-10.000.0010.0020.0030.000.26

GLW vs. CSCO - Sharpe Ratio Comparison

The current GLW Sharpe Ratio is 0.19, which is higher than the CSCO Sharpe Ratio of 0.14. The chart below compares the 12-month rolling Sharpe Ratio of GLW and CSCO.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchApril
0.19
0.14
GLW
CSCO

Dividends

GLW vs. CSCO - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 3.36%, which matches CSCO's 3.34% yield.


TTM20232022202120202019201820172016201520142013
GLW
Corning Incorporated
3.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
CSCO
Cisco Systems, Inc.
3.34%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%

Drawdowns

GLW vs. CSCO - Drawdown Comparison

The maximum GLW drawdown since its inception was -99.02%, which is greater than CSCO's maximum drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for GLW and CSCO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%December2024FebruaryMarchApril
-56.61%
-20.67%
GLW
CSCO

Volatility

GLW vs. CSCO - Volatility Comparison

Corning Incorporated (GLW) has a higher volatility of 6.80% compared to Cisco Systems, Inc. (CSCO) at 5.53%. This indicates that GLW's price experiences larger fluctuations and is considered to be riskier than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchApril
6.80%
5.53%
GLW
CSCO

Financials

GLW vs. CSCO - Financials Comparison

This section allows you to compare key financial metrics between Corning Incorporated and Cisco Systems, 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