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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.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-36.69%
513.08%
PARA
CMCSA

Key characteristics

Sharpe Ratio

PARA:

-0.59

CMCSA:

-0.46

Sortino Ratio

PARA:

-0.67

CMCSA:

-0.48

Omega Ratio

PARA:

0.92

CMCSA:

0.94

Calmar Ratio

PARA:

-0.33

CMCSA:

-0.31

Martin Ratio

PARA:

-1.23

CMCSA:

-0.90

Ulcer Index

PARA:

24.45%

CMCSA:

12.12%

Daily Std Dev

PARA:

51.16%

CMCSA:

23.94%

Max Drawdown

PARA:

-90.06%

CMCSA:

-67.90%

Current Drawdown

PARA:

-88.26%

CMCSA:

-32.34%

Fundamentals

Market Cap

PARA:

$7.67B

CMCSA:

$148.47B

EPS

PARA:

-$9.06

CMCSA:

$3.71

PEG Ratio

PARA:

0.29

CMCSA:

1.20

Total Revenue (TTM)

PARA:

$28.87B

CMCSA:

$123.07B

Gross Profit (TTM)

PARA:

$8.65B

CMCSA:

$78.40B

EBITDA (TTM)

PARA:

-$4.60B

CMCSA:

$37.86B

Returns By Period

In the year-to-date period, PARA achieves a -26.58% return, which is significantly lower than CMCSA's -10.22% return. Over the past 10 years, PARA has underperformed CMCSA with an annualized return of -13.50%, while CMCSA has yielded a comparatively higher 5.08% annualized return.


PARA

YTD

-26.58%

1M

1.21%

6M

6.00%

1Y

-27.95%

5Y*

-21.87%

10Y*

-13.50%

CMCSA

YTD

-10.22%

1M

-11.10%

6M

0.89%

1Y

-10.57%

5Y*

-0.36%

10Y*

5.08%

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Risk-Adjusted Performance

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 -0.59, compared to the broader market-4.00-2.000.002.00-0.59-0.46
The chart of Sortino ratio for PARA, currently valued at -0.67, compared to the broader market-4.00-2.000.002.004.00-0.67-0.48
The chart of Omega ratio for PARA, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.94
The chart of Calmar ratio for PARA, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33-0.31
The chart of Martin ratio for PARA, currently valued at -1.23, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.23-0.90
PARA
CMCSA

The current PARA Sharpe Ratio is -0.59, which is comparable to the CMCSA Sharpe Ratio of -0.46. 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-0.60-0.40-0.200.000.200.400.60JulyAugustSeptemberOctoberNovemberDecember
-0.59
-0.46
PARA
CMCSA

Dividends

PARA vs. CMCSA - Dividend Comparison

PARA's dividend yield for the trailing twelve months is around 1.88%, less than CMCSA's 3.19% yield.


TTM20232022202120202019201820172016201520142013
PARA
Paramount Global Class B
1.88%2.64%5.69%3.18%2.58%1.86%1.65%1.22%1.04%1.27%0.98%0.75%
CMCSA
Comcast Corporation
3.19%2.60%3.03%1.95%1.72%1.40%2.70%1.18%1.96%1.73%1.16%1.50%

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 -67.90%. 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%JulyAugustSeptemberOctoberNovemberDecember
-88.26%
-32.34%
PARA
CMCSA

Volatility

PARA vs. CMCSA - Volatility Comparison

The current volatility for Paramount Global Class B (PARA) is 10.23%, while Comcast Corporation (CMCSA) has a volatility of 11.45%. 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%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
10.23%
11.45%
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
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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.

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