PortfoliosLab logoPortfoliosLab logo
LBRDA vs. CMCSA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

LBRDA vs. CMCSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty Broadband Corporation (LBRDA) and Comcast Corporation (CMCSA). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LBRDA vs. CMCSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LBRDA
Liberty Broadband Corporation
4.02%-26.05%-7.79%6.32%-52.86%2.11%26.51%73.46%-15.57%17.38%
CMCSA
Comcast Corporation
9.72%-17.35%-11.84%29.08%-28.68%-2.22%19.13%34.04%-12.71%17.45%

Fundamentals

Market Cap

LBRDA:

$7.21B

CMCSA:

$104.39B

EPS

LBRDA:

-$18.69

CMCSA:

$5.34

PS Ratio

LBRDA:

13.64

CMCSA:

0.86

PB Ratio

LBRDA:

1.26

CMCSA:

1.07

Total Revenue (TTM)

LBRDA:

$527.00M

CMCSA:

$123.71B

Gross Profit (TTM)

LBRDA:

$411.00M

CMCSA:

$74.31B

EBITDA (TTM)

LBRDA:

-$3.60B

CMCSA:

$46.79B

Returns By Period

In the year-to-date period, LBRDA achieves a 4.02% return, which is significantly lower than CMCSA's 9.72% return. Over the past 10 years, LBRDA has underperformed CMCSA with an annualized return of -0.24%, while CMCSA has yielded a comparatively higher 2.95% annualized return.


LBRDA

1D
-2.28%
1M
-7.99%
YTD
4.02%
6M
-20.70%
1Y
-32.71%
3Y*
-11.36%
5Y*
-16.81%
10Y*
-0.24%

CMCSA

1D
-0.66%
1M
-7.27%
YTD
9.72%
6M
5.48%
1Y
-8.54%
3Y*
-1.88%
5Y*
-7.27%
10Y*
2.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

LBRDA vs. CMCSA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LBRDA
LBRDA Risk / Return Rank: 1616
Overall Rank
LBRDA Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LBRDA Sortino Ratio Rank: 1212
Sortino Ratio Rank
LBRDA Omega Ratio Rank: 1212
Omega Ratio Rank
LBRDA Calmar Ratio Rank: 2020
Calmar Ratio Rank
LBRDA Martin Ratio Rank: 2525
Martin Ratio Rank

CMCSA
CMCSA Risk / Return Rank: 2828
Overall Rank
CMCSA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CMCSA Sortino Ratio Rank: 2424
Sortino Ratio Rank
CMCSA Omega Ratio Rank: 2525
Omega Ratio Rank
CMCSA Calmar Ratio Rank: 3333
Calmar Ratio Rank
CMCSA Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LBRDA vs. CMCSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty Broadband Corporation (LBRDA) and Comcast Corporation (CMCSA). 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.


LBRDACMCSADifference

Sharpe ratio

Return per unit of total volatility

-0.78

-0.32

-0.46

Sortino ratio

Return per unit of downside risk

-0.94

-0.29

-0.65

Omega ratio

Gain probability vs. loss probability

0.87

0.97

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.62

-0.30

-0.32

Martin ratio

Return relative to average drawdown

-0.96

-0.63

-0.33

LBRDA vs. CMCSA - Sharpe Ratio Comparison

The current LBRDA Sharpe Ratio is -0.78, which is lower than the CMCSA Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of LBRDA and CMCSA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LBRDACMCSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.78

-0.32

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

-0.28

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.11

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.22

-0.17

Correlation

The correlation between LBRDA and CMCSA is 0.61, 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.


Dividends

LBRDA vs. CMCSA - Dividend Comparison

LBRDA's dividend yield for the trailing twelve months is around 12.15%, more than CMCSA's 10.03% yield.


TTM20252024202320222021202020192018201720162015
LBRDA
Liberty Broadband Corporation
12.15%12.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMCSA
Comcast Corporation
10.03%4.35%3.25%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%

Drawdowns

LBRDA vs. CMCSA - Drawdown Comparison

The maximum LBRDA drawdown since its inception was -74.19%, roughly equal to the maximum CMCSA drawdown of -77.16%. Use the drawdown chart below to compare losses from any high point for LBRDA and CMCSA.


Loading graphics...

Drawdown Indicators


LBRDACMCSADifference

Max Drawdown

Largest peak-to-trough decline

-74.19%

-77.16%

+2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-53.07%

-26.29%

-26.78%

Max Drawdown (5Y)

Largest decline over 5 years

-74.19%

-52.11%

-22.08%

Max Drawdown (10Y)

Largest decline over 10 years

-74.19%

-52.11%

-22.08%

Current Drawdown

Current decline from peak

-69.43%

-39.75%

-29.68%

Average Drawdown

Average peak-to-trough decline

-25.91%

-31.46%

+5.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.13%

12.37%

+21.76%

Volatility

LBRDA vs. CMCSA - Volatility Comparison

Liberty Broadband Corporation (LBRDA) has a higher volatility of 10.44% compared to Comcast Corporation (CMCSA) at 8.23%. This indicates that LBRDA's price experiences larger fluctuations and is considered to be riskier than CMCSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LBRDACMCSADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.44%

8.23%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

26.15%

19.96%

+6.19%

Volatility (1Y)

Calculated over the trailing 1-year period

42.09%

26.77%

+15.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.17%

26.08%

+12.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.41%

25.93%

+7.48%

Financials

LBRDA vs. CMCSA - Financials Comparison

This section allows you to compare key financial metrics between Liberty Broadband Corporation and Comcast Corporation. 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
32.31B
(LBRDA) Total Revenue
(CMCSA) Total Revenue
Values in USD except per share items