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Comcast (MEX:CMCS A) 1-Year Sharpe Ratio : -0.06 (As of Jun. 26, 2025)


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What is Comcast 1-Year Sharpe Ratio?

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2025-06-26), Comcast's 1-Year Sharpe Ratio is -0.06.


Competitive Comparison of Comcast's 1-Year Sharpe Ratio

For the Telecom Services subindustry, Comcast's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


Comcast's 1-Year Sharpe Ratio Distribution in the Telecommunication Services Industry

For the Telecommunication Services industry and Communication Services sector, Comcast's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Comcast's 1-Year Sharpe Ratio falls into.


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Comcast 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.


Comcast  (MEX:CMCS A) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.


Comcast 1-Year Sharpe Ratio Related Terms

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Comcast Business Description

Address
One Comcast Center, Philadelphia, PA, USA, 19103-2838
Comcast is made up of three parts. The core cable business owns networks capable of providing television, internet access, and phone services to 64 million US homes and businesses, or nearly half of the country. About 50% of the locations in this territory subscribe to at least one Comcast service. Comcast acquired NBCUniversal from General Electric in 2011. NBCU owns several cable networks, including CNBC, MSNBC, and USA, the NBC network, the Peacock streaming platform, several local NBC affiliates, Universal Studios, and several theme parks. The firm plans to spin off most of its cable networks later in 2025. Finally, Sky, acquired in 2018, is a large television provider in the UK and Italy, and it also has a presence in Germany and Austria.

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