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LUMN vs. NOK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

LUMN vs. NOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lumen Technologies, Inc. (LUMN) and Nokia Corporation (NOK). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%JuneJulyAugustSeptemberOctoberNovember
499.93%
6.71%
LUMN
NOK

Returns By Period

In the year-to-date period, LUMN achieves a 322.95% return, which is significantly higher than NOK's 25.86% return. Over the past 10 years, LUMN has underperformed NOK with an annualized return of -9.20%, while NOK has yielded a comparatively higher -3.81% annualized return.


LUMN

YTD

322.95%

1M

14.84%

6M

514.29%

1Y

460.87%

5Y (annualized)

-7.71%

10Y (annualized)

-9.20%

NOK

YTD

25.86%

1M

-12.04%

6M

9.77%

1Y

19.90%

5Y (annualized)

6.24%

10Y (annualized)

-3.81%

Fundamentals


LUMNNOK
Market Cap$9.37B$24.41B
EPS-$2.17$0.17
PEG Ratio54.580.51
Total Revenue (TTM)$13.30B$19.17B
Gross Profit (TTM)$3.61B$10.82B
EBITDA (TTM)$3.74B$2.56B

Key characteristics


LUMNNOK
Sharpe Ratio3.550.62
Sortino Ratio4.621.11
Omega Ratio1.571.15
Calmar Ratio4.970.23
Martin Ratio20.893.47
Ulcer Index22.65%6.03%
Daily Std Dev133.20%33.46%
Max Drawdown-95.26%-95.97%
Current Drawdown-62.55%-86.25%

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Correlation

-0.50.00.51.00.3

The correlation between LUMN and NOK is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

LUMN vs. NOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lumen Technologies, Inc. (LUMN) and Nokia Corporation (NOK). 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 LUMN, currently valued at 3.55, compared to the broader market-4.00-2.000.002.004.003.550.62
The chart of Sortino ratio for LUMN, currently valued at 4.62, compared to the broader market-4.00-2.000.002.004.004.621.11
The chart of Omega ratio for LUMN, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.15
The chart of Calmar ratio for LUMN, currently valued at 4.97, compared to the broader market0.002.004.006.004.970.23
The chart of Martin ratio for LUMN, currently valued at 20.89, compared to the broader market-10.000.0010.0020.0030.0020.893.47
LUMN
NOK

The current LUMN Sharpe Ratio is 3.55, which is higher than the NOK Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of LUMN and NOK, 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-1.000.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
3.55
0.62
LUMN
NOK

Dividends

LUMN vs. NOK - Dividend Comparison

LUMN has not paid dividends to shareholders, while NOK's dividend yield for the trailing twelve months is around 3.40%.


TTM20232022202120202019201820172016201520142013
LUMN
Lumen Technologies, Inc.
0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%5.46%6.78%
NOK
Nokia Corporation
3.40%5.47%1.32%0.00%0.00%3.02%4.05%3.91%6.22%2.26%6.50%0.00%

Drawdowns

LUMN vs. NOK - Drawdown Comparison

The maximum LUMN drawdown since its inception was -95.26%, roughly equal to the maximum NOK drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for LUMN and NOK. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-62.55%
-86.25%
LUMN
NOK

Volatility

LUMN vs. NOK - Volatility Comparison

Lumen Technologies, Inc. (LUMN) has a higher volatility of 27.22% compared to Nokia Corporation (NOK) at 9.65%. This indicates that LUMN's price experiences larger fluctuations and is considered to be riskier than NOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
27.22%
9.65%
LUMN
NOK

Financials

LUMN vs. NOK - Financials Comparison

This section allows you to compare key financial metrics between Lumen Technologies, Inc. and Nokia 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


Values in USD except per share items