NOK vs. LUMN
Compare and contrast key facts about Nokia Corporation (NOK) and Lumen Technologies, Inc. (LUMN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOK or LUMN.
Key characteristics
| NOK | LUMN | |
|---|---|---|
| YTD Return | 41.61% | 308.74% |
| 1Y Return | 39.97% | 567.86% |
| 3Y Return (Ann) | -3.80% | -16.79% |
| 5Y Return (Ann) | 7.47% | -6.38% |
| 10Y Return (Ann) | -2.73% | -9.16% |
| Sharpe Ratio | 1.36 | 4.54 |
| Sortino Ratio | 2.02 | 5.06 |
| Omega Ratio | 1.28 | 1.64 |
| Calmar Ratio | 0.49 | 6.36 |
| Martin Ratio | 7.82 | 26.86 |
| Ulcer Index | 5.70% | 22.55% |
| Daily Std Dev | 32.76% | 133.66% |
| Max Drawdown | -95.97% | -95.26% |
| Current Drawdown | -84.57% | -63.81% |
Fundamentals
| NOK | LUMN | |
|---|---|---|
| Market Cap | $25.53B | $7.61B |
| EPS | $0.17 | -$2.10 |
| PEG Ratio | 0.52 | 54.58 |
| Total Revenue (TTM) | $19.17B | $10.08B |
| Gross Profit (TTM) | $10.82B | $2.79B |
| EBITDA (TTM) | $2.56B | $2.57B |
Correlation
The correlation between NOK and LUMN 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.
Performance
NOK vs. LUMN - Performance Comparison
In the year-to-date period, NOK achieves a 41.61% return, which is significantly lower than LUMN's 308.74% return. Over the past 10 years, NOK has outperformed LUMN with an annualized return of -2.73%, while LUMN has yielded a comparatively lower -9.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
NOK vs. LUMN - Dividend Comparison
NOK's dividend yield for the trailing twelve months is around 3.01%, while LUMN has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOK Nokia Corporation | 3.01% | 5.42% | 1.31% | 0.00% | 0.00% | 3.02% | 4.05% | 4.07% | 6.02% | 2.22% | 6.43% | 0.00% |
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% |
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.
Volatility
NOK vs. LUMN - Volatility Comparison
The current volatility for Nokia Corporation (NOK) is 11.66%, while Lumen Technologies, Inc. (LUMN) has a volatility of 20.45%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities