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

Performance

GLW vs. CSCO - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
32.29%
23.43%
GLW
CSCO

Returns By Period

In the year-to-date period, GLW achieves a 59.87% return, which is significantly higher than CSCO's 16.52% return. Both investments have delivered pretty close results over the past 10 years, with GLW having a 11.51% annualized return and CSCO not far behind at 11.26%.


GLW

YTD

59.87%

1M

1.96%

6M

32.29%

1Y

72.07%

5Y (annualized)

14.03%

10Y (annualized)

11.51%

CSCO

YTD

16.52%

1M

0.44%

6M

23.43%

1Y

21.95%

5Y (annualized)

8.27%

10Y (annualized)

11.26%

Fundamentals


GLWCSCO
Market Cap$39.76B$228.44B
EPS$0.19$2.33
PE Ratio244.4224.60
PEG Ratio0.602.59
Total Revenue (TTM)$12.61B$52.98B
Gross Profit (TTM)$3.95B$34.39B
EBITDA (TTM)$2.32B$12.98B

Key characteristics


GLWCSCO
Sharpe Ratio2.661.30
Sortino Ratio3.801.95
Omega Ratio1.501.26
Calmar Ratio1.100.98
Martin Ratio13.583.78
Ulcer Index5.22%6.15%
Daily Std Dev26.63%17.89%
Max Drawdown-99.02%-89.26%
Current Drawdown-37.27%-3.67%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for GLW, currently valued at 2.66, compared to the broader market-4.00-2.000.002.004.002.661.30
The chart of Sortino ratio for GLW, currently valued at 3.80, compared to the broader market-4.00-2.000.002.004.003.801.95
The chart of Omega ratio for GLW, currently valued at 1.50, compared to the broader market0.501.001.502.001.501.26
The chart of Calmar ratio for GLW, currently valued at 1.10, compared to the broader market0.002.004.006.001.100.98
The chart of Martin ratio for GLW, currently valued at 13.58, compared to the broader market-10.000.0010.0020.0030.0013.583.78
GLW
CSCO

The current GLW Sharpe Ratio is 2.66, which is higher than the CSCO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of GLW and CSCO, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.66
1.30
GLW
CSCO

Dividends

GLW vs. CSCO - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 2.37%, less than CSCO's 2.79% yield.


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%
CSCO
Cisco Systems, Inc.
2.79%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-37.27%
-3.67%
GLW
CSCO

Volatility

GLW vs. CSCO - Volatility Comparison

Corning Incorporated (GLW) has a higher volatility of 7.73% compared to Cisco Systems, Inc. (CSCO) at 4.92%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
7.73%
4.92%
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