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TWDUSD=X vs. CMCSA
Performance
Return for Risk
Drawdowns
Volatility

Performance

TWDUSD=X vs. CMCSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TWD/USD (TWDUSD=X) and Comcast Corporation (CMCSA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TWDUSD=X achieves a -2.99% return, which is significantly higher than CMCSA's -6.11% return. Over the past 10 years, TWDUSD=X has underperformed CMCSA with an annualized return of -0.21%, while CMCSA has yielded a comparatively higher 0.48% annualized return.


TWDUSD=X

1D
-0.01%
1M
-1.38%
6M
-2.20%
YTD
-2.99%
1Y
-8.15%
3Y*
-0.86%
5Y*
-2.86%
10Y*
-0.21%
ALL TIME*
0.12%

CMCSA

1D
1.23%
1M
0.71%
6M
-17.42%
YTD
-6.11%
1Y
-12.79%
3Y*
-12.65%
5Y*
-11.56%
10Y*
0.48%
ALL TIME*
9.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$874.68M$810.14M$870.96M

TWDUSD=X

TWD/USD
$0.19$62.71$179.08

TWDUSD=X vs. CMCSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWDUSD=X
TWD/USD
-2.99%4.63%-6.51%-0.14%-9.57%1.47%6.35%2.23%-2.82%9.32%
CMCSA
Comcast Corporation
-6.11%-17.35%-11.84%29.08%-28.68%-2.22%19.13%34.04%-12.71%17.45%

Correlation

The correlation between TWDUSD=X and CMCSA is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.04

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (10Y)
Provides a long-term view across more market conditions.

0.13

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2007

0.10

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Return for Risk

TWDUSD=X vs. CMCSA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TWDUSD=X
TWDUSD=X Risk / Return Rank: 66
Overall Rank
TWDUSD=X Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TWDUSD=X Sortino Ratio Rank: 55
Sortino Ratio Rank
TWDUSD=X Omega Ratio Rank: 66
Omega Ratio Rank
TWDUSD=X Calmar Ratio Rank: 55
Calmar Ratio Rank
TWDUSD=X Martin Ratio Rank: 1111
Martin Ratio Rank

CMCSA
CMCSA Risk / Return Rank: 2424
Overall Rank
CMCSA Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CMCSA Sortino Ratio Rank: 2222
Sortino Ratio Rank
CMCSA Omega Ratio Rank: 2121
Omega Ratio Rank
CMCSA Calmar Ratio Rank: 2828
Calmar Ratio Rank
CMCSA Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TWDUSD=X vs. CMCSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TWD/USD (TWDUSD=X) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TWDUSD=XCMCSADifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

0.81

0.94

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.72

-0.48

-0.24

Martin ratioReturn relative to average drawdown

-1.11

-0.94

-0.17

TWDUSD=X vs. CMCSA - Sharpe Ratio Comparison

The current TWDUSD=X Sharpe Ratio is -1.19, which is lower than the CMCSA Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of TWDUSD=X 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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Drawdowns

TWDUSD=X vs. CMCSA - Drawdown Comparison

The maximum TWDUSD=X drawdown since its inception was -17.28%, smaller than the maximum CMCSA drawdown of -67.89%. Use the drawdown chart below to compare losses from any high point for TWDUSD=X and CMCSA.


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Drawdown Indicators


TWDUSD=XCMCSADifference

Max Drawdown

Largest peak-to-trough decline

-17.28%

-67.89%

+50.61%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-30.80%

+22.41%

Max Drawdown (3Y)

Largest decline over 3 years

-10.73%

-41.66%

+30.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.28%

-52.83%

+35.55%

Max Drawdown (10Y)

Largest decline over 10 years

-17.28%

-52.83%

+35.55%

Current Drawdown

Current decline from peak

-14.91%

-48.44%

+33.53%

Average Drawdown

Average peak-to-trough decline

-6.97%

-24.71%

+17.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

15.55%

-12.15%

Volatility

TWDUSD=X vs. CMCSA - Volatility Comparison

The current volatility for TWD/USD (TWDUSD=X) is 1.08%, while Comcast Corporation (CMCSA) has a volatility of 12.24%. This indicates that TWDUSD=X 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


TWDUSD=XCMCSADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

12.24%

-11.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

25.68%

-22.69%

Volatility (1Y)

Calculated over the trailing 1-year period

5.08%

31.44%

-26.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

27.58%

-21.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.55%

26.83%

-21.28%

Frequently Asked Questions


TWDUSD=X and CMCSA have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMCSA has higher volatility (12.24%) compared to TWDUSD=X (1.08%). In terms of maximum drawdown, TWDUSD=X dropped -17.28% vs CMCSA's -67.89%.

CMCSA currently has the higher Sharpe Ratio (-0.47 vs -1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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