TWDUSD=X vs. CMCSA
TWDUSD=X (TWD/USD) is a currency, while CMCSA (Comcast Corporation) is a stock. Over the past 10 years, TWDUSD=X returned -0.21%/yr vs 0.48%/yr for CMCSA. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
TWDUSD=X vs. CMCSA - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CMCSA Comcast Corporation | $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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
TWDUSD=X
CMCSA
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=X | CMCSA | Difference | |
|---|---|---|---|
| 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 |
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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=X | CMCSA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -14.91% | -48.44% | +33.53% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -24.71% | +17.74% |
Ulcer IndexDepth 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=X | CMCSA | Difference | |
|---|---|---|---|
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.
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