PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PARA vs. CMCSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PARA and CMCSA is 0.50, 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.


-0.50.00.51.00.5

Performance

PARA vs. CMCSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paramount Global Class B (PARA) and Comcast Corporation (CMCSA). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.12%
-7.21%
PARA
CMCSA

Key characteristics

Sharpe Ratio

PARA:

-0.15

CMCSA:

-0.39

Sortino Ratio

PARA:

0.13

CMCSA:

-0.35

Omega Ratio

PARA:

1.02

CMCSA:

0.95

Calmar Ratio

PARA:

-0.08

CMCSA:

-0.24

Martin Ratio

PARA:

-0.39

CMCSA:

-0.96

Ulcer Index

PARA:

19.17%

CMCSA:

10.38%

Daily Std Dev

PARA:

49.22%

CMCSA:

25.61%

Max Drawdown

PARA:

-90.06%

CMCSA:

-67.89%

Current Drawdown

PARA:

-87.40%

CMCSA:

-34.87%

Fundamentals

Market Cap

PARA:

$8.09B

CMCSA:

$137.93B

EPS

PARA:

-$9.06

CMCSA:

$4.14

PEG Ratio

PARA:

0.29

CMCSA:

1.48

Total Revenue (TTM)

PARA:

$21.23B

CMCSA:

$123.73B

Gross Profit (TTM)

PARA:

$6.27B

CMCSA:

$79.29B

EBITDA (TTM)

PARA:

-$5.12B

CMCSA:

$35.61B

Returns By Period

In the year-to-date period, PARA achieves a 9.37% return, which is significantly higher than CMCSA's -1.98% return. Over the past 10 years, PARA has underperformed CMCSA with an annualized return of -13.44%, while CMCSA has yielded a comparatively higher 4.53% annualized return.


PARA

YTD

9.37%

1M

11.39%

6M

4.11%

1Y

-2.49%

5Y*

-14.18%

10Y*

-13.44%

CMCSA

YTD

-1.98%

1M

-0.27%

6M

-7.21%

1Y

-9.65%

5Y*

-1.98%

10Y*

4.53%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PARA vs. CMCSA — Risk-Adjusted Performance Rank

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

PARA
The Risk-Adjusted Performance Rank of PARA is 3838
Overall Rank
The Sharpe Ratio Rank of PARA is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of PARA is 3535
Sortino Ratio Rank
The Omega Ratio Rank of PARA is 3535
Omega Ratio Rank
The Calmar Ratio Rank of PARA is 4141
Calmar Ratio Rank
The Martin Ratio Rank of PARA is 3939
Martin Ratio Rank

CMCSA
The Risk-Adjusted Performance Rank of CMCSA is 2525
Overall Rank
The Sharpe Ratio Rank of CMCSA is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of CMCSA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of CMCSA is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CMCSA is 3131
Calmar Ratio Rank
The Martin Ratio Rank of CMCSA is 2323
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.

PARA vs. CMCSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paramount Global Class B (PARA) 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.


Sharpe ratio
The chart of Sharpe ratio for PARA, currently valued at -0.15, compared to the broader market-2.000.002.00-0.15-0.39
The chart of Sortino ratio for PARA, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.006.000.13-0.35
The chart of Omega ratio for PARA, currently valued at 1.02, compared to the broader market0.501.001.502.001.020.95
The chart of Calmar ratio for PARA, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08-0.24
The chart of Martin ratio for PARA, currently valued at -0.39, compared to the broader market0.0010.0020.0030.00-0.39-0.96
PARA
CMCSA

The current PARA Sharpe Ratio is -0.15, which is higher than the CMCSA Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of PARA and CMCSA, 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-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.15
-0.39
PARA
CMCSA

Dividends

PARA vs. CMCSA - Dividend Comparison

PARA's dividend yield for the trailing twelve months is around 1.75%, less than CMCSA's 3.40% yield.


TTM20242023202220212020201920182017201620152014
PARA
Paramount Global Class B
1.75%1.91%2.64%5.69%3.18%2.58%1.86%1.65%1.22%1.04%1.27%0.98%
CMCSA
Comcast Corporation
3.40%3.25%2.60%3.03%1.95%1.72%1.40%2.70%1.18%1.96%1.73%1.16%

Drawdowns

PARA vs. CMCSA - Drawdown Comparison

The maximum PARA drawdown since its inception was -90.06%, which is greater than CMCSA's maximum drawdown of -67.89%. Use the drawdown chart below to compare losses from any high point for PARA and CMCSA. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-87.40%
-34.87%
PARA
CMCSA

Volatility

PARA vs. CMCSA - Volatility Comparison

The current volatility for Paramount Global Class B (PARA) is 7.29%, while Comcast Corporation (CMCSA) has a volatility of 13.27%. This indicates that PARA experiences smaller price fluctuations and is considered to be less risky than CMCSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
7.29%
13.27%
PARA
CMCSA

Financials

PARA vs. CMCSA - Financials Comparison

This section allows you to compare key financial metrics between Paramount Global Class B 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab