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PPX.DE vs. CMCSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PPX.DE vs. CMCSA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Kering SA (PPX.DE) and Comcast Corporation (CMCSA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PPX.DE is traded in EUR, while CMCSA is traded in USD. To make them comparable, the CMCSA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PPX.DE achieves a -16.29% return, which is significantly lower than CMCSA's -6.11% return.


PPX.DE

1D
1.86%
1M
3.75%
YTD
-16.29%
6M
-14.66%
1Y
44.04%
3Y*
-18.53%
5Y*
-17.32%
10Y*

CMCSA

1D
2.92%
1M
-8.13%
YTD
-6.11%
6M
1.84%
1Y
-18.51%
3Y*
-11.14%
5Y*
-10.29%
10Y*
0.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPX.DE vs. CMCSA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PPX.DE
Kering SA
-16.29%31.14%-38.25%-14.39%-30.77%22.28%2.38%7.55%
CMCSA
Comcast Corporation
-6.11%-27.16%-6.02%25.21%-24.26%5.09%9.31%-0.83%

Correlation

The correlation between PPX.DE and CMCSA is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2019

0.15

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Return for Risk

PPX.DE vs. CMCSA — Risk / Return Rank

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

PPX.DE
PPX.DE Risk / Return Rank: 6767
Overall Rank
PPX.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PPX.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
PPX.DE Omega Ratio Rank: 6565
Omega Ratio Rank
PPX.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
PPX.DE Martin Ratio Rank: 6464
Martin Ratio Rank

CMCSA
CMCSA Risk / Return Rank: 1515
Overall Rank
CMCSA Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CMCSA Sortino Ratio Rank: 1616
Sortino Ratio Rank
CMCSA Omega Ratio Rank: 1616
Omega Ratio Rank
CMCSA Calmar Ratio Rank: 1818
Calmar Ratio Rank
CMCSA Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PPX.DE vs. CMCSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kering SA (PPX.DE) 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.


PPX.DECMCSADifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+2.45

Omega ratioGain probability vs. loss probability

1.20

0.90

+0.30

Calmar ratioReturn relative to maximum drawdown

1.25

-0.71

+1.96

Martin ratioReturn relative to average drawdown

2.52

-1.35

+3.87

PPX.DE vs. CMCSA - Sharpe Ratio Comparison

The current PPX.DE Sharpe Ratio is 1.03, which is higher than the CMCSA Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of PPX.DE and CMCSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PPX.DECMCSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

-0.63

+1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

-0.38

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.25

-0.50

Drawdowns

PPX.DE vs. CMCSA - Drawdown Comparison

The maximum PPX.DE drawdown since its inception was -78.21%, which is greater than CMCSA's maximum drawdown of -52.90%. Use the drawdown chart below to compare losses from any high point for PPX.DE and CMCSA.


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Drawdown Indicators


PPX.DECMCSADifference

Max Drawdown

Largest peak-to-trough decline

-78.21%

-52.90%

-25.31%

Max Drawdown (1Y)

Largest decline over 1 year

-34.14%

-26.31%

-7.83%

Max Drawdown (3Y)

Largest decline over 3 years

-69.57%

-43.52%

-26.05%

Max Drawdown (5Y)

Largest decline over 5 years

-78.21%

-50.04%

-28.17%

Max Drawdown (10Y)

Largest decline over 10 years

-50.04%

Current Drawdown

Current decline from peak

-64.11%

-47.87%

-16.24%

Average Drawdown

Average peak-to-trough decline

-36.47%

-16.34%

-20.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.99%

13.73%

+3.26%

Volatility

PPX.DE vs. CMCSA - Volatility Comparison

Kering SA (PPX.DE) has a higher volatility of 10.51% compared to Comcast Corporation (CMCSA) at 7.78%. This indicates that PPX.DE's price experiences larger fluctuations and is considered to be riskier than CMCSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPX.DECMCSADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

7.78%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

29.36%

25.33%

+4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

41.68%

29.51%

+12.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.06%

27.12%

+8.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.04%

27.06%

+8.98%

Dividends

PPX.DE vs. CMCSA - Dividend Comparison

PPX.DE's dividend yield for the trailing twelve months is around 1.61%, less than CMCSA's 12.18% yield.


PositionTTM20252024202320222021202020192018201720162015
CMCSA
Comcast Corporation
12.18%4.35%3.25%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%
PPX.DE
Kering SA
1.61%1.99%5.90%3.50%2.50%1.13%2.55%0.00%0.00%0.00%0.00%0.00%

Financials

PPX.DE vs. CMCSA - Financials Comparison

This section allows you to compare key financial metrics between Kering SA 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


Please note, different currencies. PPX.DE values in EUR, CMCSA values in USD

Frequently Asked Questions


PPX.DE and CMCSA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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