TFI.PA vs. CMCSA
TFI.PA (Television Francaise 1 SA) and CMCSA (Comcast Corporation) are both stocks. Both are in the Communication Services sector — TFI.PA in Broadcasting, CMCSA in Entertainment. Over the past 10 years, TFI.PA returned 1.19%/yr vs 0.75%/yr for CMCSA. At a 0.18 correlation, their price movements are largely independent.
Performance
TFI.PA vs. CMCSA - Performance Comparison
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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 -10.73% return, which is significantly lower than CMCSA's -6.11% return. Over the past 10 years, TFI.PA has outperformed CMCSA with an annualized return of 1.19%, while CMCSA has yielded a comparatively lower 0.75% annualized return.
TFI.PA
- 1D
- 0.59%
- 1M
- -0.37%
- YTD
- -10.73%
- 6M
- -9.70%
- 1Y
- -13.39%
- 3Y*
- 9.30%
- 5Y*
- 2.28%
- 10Y*
- 1.19%
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%
TFI.PA vs. CMCSA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TFI.PA Television Francaise 1 SA | -10.73% | 22.26% | 9.17% | 5.82% | -13.54% | 40.08% | 0.26% | 9.17% | -40.34% | 33.38% |
CMCSA Comcast Corporation | -6.11% | -27.16% | -6.02% | 25.21% | -24.26% | 5.09% | 9.31% | 37.07% | -8.61% | 3.02% |
Correlation
The correlation between TFI.PA and CMCSA is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.18 |
The correlation between TFI.PA and CMCSA shifts across timeframes, from 0.05 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TFI.PA vs. CMCSA — Risk / Return Rank
TFI.PA
CMCSA
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.PA | CMCSA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.90 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.71 | +0.16 |
| Martin ratioReturn relative to average drawdown | -1.06 | -1.35 | +0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TFI.PA | CMCSA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | -0.63 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | -0.38 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.03 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.25 | -0.11 |
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 -52.90%. Use the drawdown chart below to compare losses from any high point for TFI.PA and CMCSA.
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Drawdown Indicators
| TFI.PA | CMCSA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.03% | -52.90% | -40.13% |
Max Drawdown (1Y)Largest decline over 1 year | -23.04% | -26.31% | +3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -43.52% | +20.10% |
Max Drawdown (5Y)Largest decline over 5 years | -36.37% | -50.04% | +13.67% |
Max Drawdown (10Y)Largest decline over 10 years | -65.38% | -50.04% | -15.34% |
Current DrawdownCurrent decline from peak | -74.85% | -47.87% | -26.98% |
Average DrawdownAverage peak-to-trough decline | -60.00% | -16.34% | -43.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.95% | 13.73% | -1.78% |
Volatility
TFI.PA vs. CMCSA - Volatility Comparison
The current volatility for Television Francaise 1 SA (TFI.PA) is 4.27%, while Comcast Corporation (CMCSA) has a volatility of 7.78%. 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.PA | CMCSA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 7.78% | -3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 15.56% | 25.33% | -9.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.60% | 29.51% | -7.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.21% | 27.12% | -2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.72% | 27.06% | +2.66% |
Dividends
TFI.PA vs. CMCSA - Dividend Comparison
TFI.PA's dividend yield for the trailing twelve months is around 9.27%, less than CMCSA's 12.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TFI.PA Television Francaise 1 SA | 9.27% | 7.20% | 7.52% | 7.01% | 6.29% | 5.16% | 7.59% | 5.41% | 4.94% | 2.28% | 5.50% | 2.73% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TFI.PA and CMCSA have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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