Comcast Corporation (CMCSA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Comcast Corporation (CMCSA): 1Y return -19.2%, Sharpe ratio -0.61, volatility 27.4%, max drawdown -25.7%. A Stock in the Equity asset class. Compare CMCSA with other assets and invest through your own broker with pfolio.
Comcast Corporation (CMCSA) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
CMCSA Performance
- MTD
- Return: -8.0%, Sharpe: -5.89, Volatility: 16.8%, Max Drawdown: -8.9%
- YTD
- Return: -9.1%, Sharpe: -0.53, Volatility: 32.5%, Max Drawdown: -22.9%
- 1Y
- Return: -19.2%, Sharpe: -0.61, Volatility: 27.4%, Max Drawdown: -25.7%
- 5Y
- Return: -46.0%, Sharpe: -0.32, Volatility: 26.1%, Max Drawdown: -52.1%
- 10Y
- Return: 8.5%, Sharpe: 0.16, Volatility: 25.8%, Max Drawdown: -52.1%
Frequently Asked Questions
- What is Comcast Corporation (CMCSA)?
- Comcast Corporation (CMCSA) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does CMCSA compare to other assets?
- You can compare CMCSA with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CMCSA through pfolio?
- pfolio helps you build diversified portfolios that may include CMCSA. You invest through your own broker — pfolio provides the analytics.