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TFI.PA vs. CMCSA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

TFI.PA vs. CMCSA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Television Francaise 1 SA (TFI.PA) and Comcast Corporation (CMCSA). The values are adjusted to include any dividend payments, if applicable.

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TFI.PA vs. CMCSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFI.PA
Television Francaise 1 SA
-16.63%22.26%9.17%5.82%-13.54%40.08%0.26%9.17%-40.34%33.38%
CMCSA
Comcast Corporation
10.11%-27.16%-6.02%25.21%-24.26%5.09%9.31%37.07%-8.61%3.02%
Different Trading Currencies

TFI.PA 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, TFI.PA achieves a -16.63% return, which is significantly lower than CMCSA's 10.11% return. Over the past 10 years, TFI.PA has underperformed CMCSA with an annualized return of 0.95%, while CMCSA has yielded a comparatively higher 2.67% annualized return.


TFI.PA

1D
0.14%
1M
-3.74%
YTD
-16.63%
6M
-19.57%
1Y
-17.38%
3Y*
1.18%
5Y*
3.67%
10Y*
0.95%

CMCSA

1D
-1.27%
1M
-6.96%
YTD
10.11%
6M
6.25%
1Y
-15.24%
3Y*
-4.35%
5Y*
-7.16%
10Y*
2.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TFI.PA vs. CMCSA — Risk / Return Rank

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

TFI.PA
TFI.PA Risk / Return Rank: 1717
Overall Rank
TFI.PA Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TFI.PA Sortino Ratio Rank: 1313
Sortino Ratio Rank
TFI.PA Omega Ratio Rank: 1212
Omega Ratio Rank
TFI.PA Calmar Ratio Rank: 2626
Calmar Ratio Rank
TFI.PA Martin Ratio Rank: 2222
Martin Ratio Rank

CMCSA
CMCSA Risk / Return Rank: 2525
Overall Rank
CMCSA Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CMCSA Sortino Ratio Rank: 2222
Sortino Ratio Rank
CMCSA Omega Ratio Rank: 2323
Omega Ratio Rank
CMCSA Calmar Ratio Rank: 2929
Calmar Ratio Rank
CMCSA Martin Ratio Rank: 2828
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.

TFI.PA vs. CMCSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Television Francaise 1 SA (TFI.PA) 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.


TFI.PACMCSADifference

Sharpe ratio

Return per unit of total volatility

-0.73

-0.55

-0.18

Sortino ratio

Return per unit of downside risk

-0.86

-0.63

-0.23

Omega ratio

Gain probability vs. loss probability

0.88

0.93

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.43

-0.50

+0.07

Martin ratio

Return relative to average drawdown

-1.01

-0.90

-0.11

TFI.PA vs. CMCSA - Sharpe Ratio Comparison

The current TFI.PA Sharpe Ratio is -0.73, which is lower than the CMCSA Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of TFI.PA 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.


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Sharpe Ratios by Period


TFI.PACMCSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

-0.55

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.27

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.10

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.27

-0.13

Correlation

The correlation between TFI.PA and CMCSA is 0.18, 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.


Dividends

TFI.PA vs. CMCSA - Dividend Comparison

TFI.PA's dividend yield for the trailing twelve months is around 8.64%, less than CMCSA's 11.45% yield.


TTM20252024202320222021202020192018201720162015
TFI.PA
Television Francaise 1 SA
8.64%7.20%7.52%7.01%6.29%5.16%7.59%5.41%4.94%2.28%5.50%2.73%
CMCSA
Comcast Corporation
11.45%4.35%3.25%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%

Drawdowns

TFI.PA vs. CMCSA - Drawdown Comparison

The maximum TFI.PA drawdown since its inception was -93.03%, which is greater than CMCSA's maximum drawdown of -57.43%. Use the drawdown chart below to compare losses from any high point for TFI.PA and CMCSA.


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Drawdown Indicators


TFI.PACMCSADifference

Max Drawdown

Largest peak-to-trough decline

-93.03%

-77.16%

-15.87%

Max Drawdown (1Y)

Largest decline over 1 year

-23.42%

-26.29%

+2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-36.37%

-52.11%

+15.74%

Max Drawdown (10Y)

Largest decline over 10 years

-65.38%

-52.11%

-13.27%

Current Drawdown

Current decline from peak

-76.51%

-40.45%

-36.06%

Average Drawdown

Average peak-to-trough decline

-59.93%

-31.46%

-28.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.09%

12.40%

-2.31%

Volatility

TFI.PA vs. CMCSA - Volatility Comparison

The current volatility for Television Francaise 1 SA (TFI.PA) is 4.22%, while Comcast Corporation (CMCSA) has a volatility of 7.69%. This indicates that TFI.PA 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.


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Volatility by Period


TFI.PACMCSADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

7.69%

-3.47%

Volatility (6M)

Calculated over the trailing 6-month period

16.21%

19.83%

-3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

23.68%

28.00%

-4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.75%

26.20%

-1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.82%

26.51%

+3.31%

Financials

TFI.PA vs. CMCSA - Financials Comparison

This section allows you to compare key financial metrics between Television Francaise 1 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. TFI.PA values in EUR, CMCSA values in USD