LUMN vs. CMCSA
LUMN (Lumen Technologies, Inc.) and CMCSA (Comcast Corporation) are both stocks. Both are in the Communication Services sector — LUMN in Telecom Services, CMCSA in Entertainment. Over the past 10 years, LUMN returned -5.46%/yr vs 1.27%/yr for CMCSA. At a 0.29 correlation, their price movements are largely independent.
Performance
LUMN vs. CMCSA - Performance Comparison
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Returns By Period
In the year-to-date period, LUMN achieves a 9.27% return, which is significantly higher than CMCSA's -5.28% return. Over the past 10 years, LUMN has underperformed CMCSA with an annualized return of -5.46%, while CMCSA has yielded a comparatively higher 1.27% annualized return.
LUMN
- 1D
- 0.00%
- 1M
- -15.52%
- YTD
- 9.27%
- 6M
- -0.12%
- 1Y
- 110.15%
- 3Y*
- 58.55%
- 5Y*
- -8.90%
- 10Y*
- -5.46%
CMCSA
- 1D
- 2.21%
- 1M
- -1.05%
- YTD
- -5.28%
- 6M
- 3.97%
- 1Y
- -17.53%
- 3Y*
- -8.98%
- 5Y*
- -10.72%
- 10Y*
- 1.27%
LUMN vs. CMCSA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LUMN Lumen Technologies, Inc. | 9.27% | 46.33% | 190.16% | -64.94% | -55.48% | 38.82% | -19.18% | -5.22% | 2.00% | -21.73% |
CMCSA Comcast Corporation | -5.28% | -17.35% | -11.84% | 29.08% | -28.68% | -2.22% | 19.13% | 34.04% | -12.71% | 17.45% |
Correlation
The correlation between LUMN and CMCSA is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 1988 | 0.29 |
Over the past year, the correlation between LUMN and CMCSA has dropped to 0.09 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
Fundamentals
LUMN:
$8.48B
CMCSA:
$88.62B
LUMN:
-$1.75
CMCSA:
$5.05
LUMN:
0.70
CMCSA:
0.72
LUMN:
0.73
CMCSA:
1.00
LUMN:
$12.12B
CMCSA:
$125.28B
LUMN:
$1.52B
CMCSA:
$77.26B
LUMN:
$1.12B
CMCSA:
$45.00B
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Return for Risk
LUMN vs. CMCSA — Risk / Return Rank
LUMN
CMCSA
LUMN vs. CMCSA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lumen Technologies, Inc. (LUMN) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LUMN | CMCSA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.76 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.90 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | -0.67 | +2.84 |
| Martin ratioReturn relative to average drawdown | 4.11 | -1.26 | +5.37 |
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Drawdowns
LUMN vs. CMCSA - Drawdown Comparison
The maximum LUMN drawdown since its inception was -95.26%, which is greater than CMCSA's maximum drawdown of -67.89%. Use the drawdown chart below to compare losses from any high point for LUMN and CMCSA.
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Drawdown Indicators
| LUMN | CMCSA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.26% | -67.89% | -27.37% |
Max Drawdown (1Y)Largest decline over 1 year | -47.34% | -27.34% | -20.00% |
Max Drawdown (3Y)Largest decline over 3 years | -69.66% | -39.87% | -29.79% |
Max Drawdown (5Y)Largest decline over 5 years | -92.54% | -52.11% | -40.43% |
Max Drawdown (10Y)Largest decline over 10 years | -94.44% | -52.11% | -42.33% |
Current DrawdownCurrent decline from peak | -58.92% | -47.99% | -10.93% |
Average DrawdownAverage peak-to-trough decline | -27.66% | -24.62% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.94% | 14.38% | +10.56% |
Volatility
LUMN vs. CMCSA - Volatility Comparison
Lumen Technologies, Inc. (LUMN) has a higher volatility of 22.04% compared to Comcast Corporation (CMCSA) at 7.12%. This indicates that LUMN'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.
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Volatility by Period
| LUMN | CMCSA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.04% | 7.12% | +14.92% |
Volatility (6M)Calculated over the trailing 6-month period | 57.12% | 24.86% | +32.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.17% | 29.24% | +50.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.30% | 26.96% | +58.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.61% | 26.49% | +41.12% |
Dividends
LUMN vs. CMCSA - Dividend Comparison
LUMN has not paid dividends to shareholders, while CMCSA's dividend yield for the trailing twelve months is around 11.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | 11.84% | 4.35% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% |
LUMN Lumen Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 14.37% | 7.97% | 10.26% | 7.57% | 14.26% | 12.95% | 9.08% | 8.59% |
Financials
LUMN vs. CMCSA - Financials Comparison
This section allows you to compare key financial metrics between Lumen Technologies, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
LUMN vs. CMCSA - Profitability Comparison
LUMN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lumen Technologies, Inc. reported a gross profit of 0.00 and revenue of 2.90B. Therefore, the gross margin over that period was 0.0%.
CMCSA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported a gross profit of 20.57B and revenue of 31.46B. Therefore, the gross margin over that period was 65.4%.
LUMN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lumen Technologies, Inc. reported an operating income of 602.00M and revenue of 2.90B, resulting in an operating margin of 20.8%.
CMCSA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported an operating income of 4.14B and revenue of 31.46B, resulting in an operating margin of 13.1%.
LUMN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lumen Technologies, Inc. reported a net income of -200.00M and revenue of 2.90B, resulting in a net margin of -6.9%.
CMCSA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported a net income of 2.17B and revenue of 31.46B, resulting in a net margin of 6.9%.
Frequently Asked Questions
LUMN and CMCSA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LUMN has higher volatility (22.04%) compared to CMCSA (7.12%). In terms of maximum drawdown, LUMN dropped -95.26% vs CMCSA's -67.89%.
LUMN currently has the higher Sharpe Ratio (1.28 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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