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LBRDK vs. CHTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LBRDK and CHTR is 0.44, 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

LBRDK vs. CHTR - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LBRDK:

1.67

CHTR:

1.09

Sortino Ratio

LBRDK:

2.91

CHTR:

1.90

Omega Ratio

LBRDK:

1.37

CHTR:

1.24

Calmar Ratio

LBRDK:

1.11

CHTR:

0.69

Martin Ratio

LBRDK:

5.73

CHTR:

4.41

Ulcer Index

LBRDK:

14.36%

CHTR:

10.44%

Daily Std Dev

LBRDK:

47.67%

CHTR:

40.41%

Max Drawdown

LBRDK:

-75.01%

CHTR:

-68.99%

Current Drawdown

LBRDK:

-51.35%

CHTR:

-51.73%

Fundamentals

Market Cap

LBRDK:

$13.44B

CHTR:

$54.74B

EPS

LBRDK:

$6.26

CHTR:

$35.82

PE Ratio

LBRDK:

14.98

CHTR:

11.06

PEG Ratio

LBRDK:

0.00

CHTR:

0.42

PS Ratio

LBRDK:

12.96

CHTR:

0.99

PB Ratio

LBRDK:

1.34

CHTR:

3.37

Total Revenue (TTM)

LBRDK:

$1.04B

CHTR:

$55.14B

Gross Profit (TTM)

LBRDK:

$697.00M

CHTR:

$31.64B

EBITDA (TTM)

LBRDK:

$1.36B

CHTR:

$21.61B

Returns By Period

In the year-to-date period, LBRDK achieves a 25.47% return, which is significantly higher than CHTR's 15.61% return. Over the past 10 years, LBRDK has underperformed CHTR with an annualized return of 5.84%, while CHTR has yielded a comparatively higher 8.44% annualized return.


LBRDK

YTD

25.47%

1M

4.75%

6M

10.17%

1Y

73.41%

3Y*

-9.17%

5Y*

-7.24%

10Y*

5.84%

CHTR

YTD

15.61%

1M

2.93%

6M

-0.18%

1Y

38.02%

3Y*

-7.88%

5Y*

-6.14%

10Y*

8.44%

*Annualized

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Liberty Broadband Corporation

Charter Communications, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LBRDK vs. CHTR — Risk-Adjusted Performance Rank

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

LBRDK
The Risk-Adjusted Performance Rank of LBRDK is 9090
Overall Rank
The Sharpe Ratio Rank of LBRDK is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of LBRDK is 9494
Sortino Ratio Rank
The Omega Ratio Rank of LBRDK is 9292
Omega Ratio Rank
The Calmar Ratio Rank of LBRDK is 8585
Calmar Ratio Rank
The Martin Ratio Rank of LBRDK is 8888
Martin Ratio Rank

CHTR
The Risk-Adjusted Performance Rank of CHTR is 8282
Overall Rank
The Sharpe Ratio Rank of CHTR is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of CHTR is 8484
Sortino Ratio Rank
The Omega Ratio Rank of CHTR is 8181
Omega Ratio Rank
The Calmar Ratio Rank of CHTR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of CHTR is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LBRDK vs. CHTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty Broadband Corporation (LBRDK) and Charter Communications, Inc. (CHTR). 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.


The current LBRDK Sharpe Ratio is 1.67, which is higher than the CHTR Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of LBRDK and CHTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LBRDK vs. CHTR - Dividend Comparison

Neither LBRDK nor CHTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LBRDK vs. CHTR - Drawdown Comparison

The maximum LBRDK drawdown since its inception was -75.01%, which is greater than CHTR's maximum drawdown of -68.99%. Use the drawdown chart below to compare losses from any high point for LBRDK and CHTR.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LBRDK vs. CHTR - Volatility Comparison

Liberty Broadband Corporation (LBRDK) has a higher volatility of 7.71% compared to Charter Communications, Inc. (CHTR) at 7.10%. This indicates that LBRDK's price experiences larger fluctuations and is considered to be riskier than CHTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

LBRDK vs. CHTR - Financials Comparison

This section allows you to compare key financial metrics between Liberty Broadband Corporation and Charter Communications, 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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
266.00M
13.74B
(LBRDK) Total Revenue
(CHTR) Total Revenue
Values in USD except per share items