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

Correlation

The correlation between NOK and LUMN 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NOK vs. LUMN - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
730.01%
4.75%
NOK
LUMN

Key characteristics

Sharpe Ratio

NOK:

1.21

LUMN:

1.10

Sortino Ratio

NOK:

1.77

LUMN:

2.84

Omega Ratio

NOK:

1.25

LUMN:

1.35

Calmar Ratio

NOK:

0.44

LUMN:

1.54

Martin Ratio

NOK:

6.12

LUMN:

4.29

Ulcer Index

NOK:

6.31%

LUMN:

34.12%

Daily Std Dev

NOK:

32.04%

LUMN:

133.00%

Max Drawdown

NOK:

-95.97%

LUMN:

-95.26%

Current Drawdown

NOK:

-83.41%

LUMN:

-83.79%

Fundamentals

Market Cap

NOK:

$26.89B

LUMN:

$3.43B

EPS

NOK:

$0.25

LUMN:

-$0.06

PEG Ratio

NOK:

1.60

LUMN:

54.58

PS Ratio

NOK:

1.40

LUMN:

0.26

PB Ratio

NOK:

1.15

LUMN:

7.40

Total Revenue (TTM)

NOK:

$19.17B

LUMN:

$9.82B

Gross Profit (TTM)

NOK:

$14.06B

LUMN:

$5.73B

EBITDA (TTM)

NOK:

$2.23B

LUMN:

$2.96B

Returns By Period

In the year-to-date period, NOK achieves a 13.41% return, which is significantly higher than LUMN's -36.91% return. Over the past 10 years, NOK has outperformed LUMN with an annualized return of -1.35%, while LUMN has yielded a comparatively lower -15.73% annualized return.


NOK

YTD

13.41%

1M

-4.04%

6M

5.32%

1Y

39.80%

5Y*

9.86%

10Y*

-1.35%

LUMN

YTD

-36.91%

1M

-18.29%

6M

-47.98%

1Y

176.86%

5Y*

-16.74%

10Y*

-15.73%

*Annualized

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Risk-Adjusted Performance

NOK vs. LUMN — Risk-Adjusted Performance Rank

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

NOK
The Risk-Adjusted Performance Rank of NOK is 8383
Overall Rank
The Sharpe Ratio Rank of NOK is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of NOK is 8383
Sortino Ratio Rank
The Omega Ratio Rank of NOK is 8383
Omega Ratio Rank
The Calmar Ratio Rank of NOK is 7272
Calmar Ratio Rank
The Martin Ratio Rank of NOK is 9090
Martin Ratio Rank

LUMN
The Risk-Adjusted Performance Rank of LUMN is 8989
Overall Rank
The Sharpe Ratio Rank of LUMN is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of LUMN is 9494
Sortino Ratio Rank
The Omega Ratio Rank of LUMN is 9191
Omega Ratio Rank
The Calmar Ratio Rank of LUMN is 9191
Calmar Ratio Rank
The Martin Ratio Rank of LUMN is 8585
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.

NOK vs. LUMN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nokia Corporation (NOK) and Lumen Technologies, Inc. (LUMN). 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 chart of Sharpe ratio for NOK, currently valued at 1.21, compared to the broader market-2.00-1.000.001.002.003.00
NOK: 1.21
LUMN: 1.10
The chart of Sortino ratio for NOK, currently valued at 1.77, compared to the broader market-6.00-4.00-2.000.002.004.00
NOK: 1.77
LUMN: 2.84
The chart of Omega ratio for NOK, currently valued at 1.25, compared to the broader market0.501.001.502.00
NOK: 1.25
LUMN: 1.35
The chart of Calmar ratio for NOK, currently valued at 0.44, compared to the broader market0.001.002.003.004.005.00
NOK: 0.44
LUMN: 1.54
The chart of Martin ratio for NOK, currently valued at 6.12, compared to the broader market-5.000.005.0010.0015.0020.00
NOK: 6.12
LUMN: 4.29

The current NOK Sharpe Ratio is 1.21, which is comparable to the LUMN Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of NOK and LUMN, 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 Ratio1.002.003.004.005.006.00NovemberDecember2025FebruaryMarchApril
1.21
1.10
NOK
LUMN

Dividends

NOK vs. LUMN - Dividend Comparison

NOK's dividend yield for the trailing twelve months is around 1.93%, while LUMN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NOK
Nokia Corporation
1.93%3.17%5.42%1.31%0.00%0.00%3.02%4.05%4.07%6.02%2.22%6.43%
LUMN
Lumen Technologies, Inc.
0.00%0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%5.46%

Drawdowns

NOK vs. LUMN - Drawdown Comparison

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


-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-83.41%
-83.79%
NOK
LUMN

Volatility

NOK vs. LUMN - Volatility Comparison

The current volatility for Nokia Corporation (NOK) is 15.82%, while Lumen Technologies, Inc. (LUMN) has a volatility of 26.52%. This indicates that NOK experiences smaller price fluctuations and is considered to be less risky than LUMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
15.82%
26.52%
NOK
LUMN

Financials

NOK vs. LUMN - Financials Comparison

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