Comcast Corp

10-Year Study

CMCSA.US · Communication Services · US · Common Stock

Executive Summary: Comcast Corp has compounded at 2.3% annually over the last 10 years, with a maximum drawdown of 50.6% and an annualized volatility of 27.9%.

1Y CAGR
-7.1%
3Y CAGR
-4.6%
5Y CAGR
-9.0%
10Y CAGR
+2.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
50.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +34.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -28.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.54.1-8.33.4————————6.0%
2025-9.66.62.8-6.51.13.2-6.02.2-7.5-10.5-4.112.0-17.3%
20246.8-7.91.2-11.45.0-2.26.3-4.15.65.3-1.1-13.1-11.8%
202313.4-5.52.010.0-4.95.69.73.3-5.2-6.31.54.729.1%
2022-0.2-6.50.1-14.611.4-11.4-3.7-3.5-19.09.215.4-4.6-28.7%
2021-5.06.42.64.22.1-0.63.63.1-7.8-7.6-2.80.7-2.2%
2020-3.5-6.4-14.49.55.2-1.09.84.73.2-8.218.94.319.1%
20197.45.73.49.4-5.83.12.62.51.9-0.1-1.51.934.0%
20186.6-14.9-5.6-7.6-0.75.29.73.4-4.38.32.3-12.2-12.7%
20179.2-0.80.54.76.4-6.33.90.4-5.2-6.04.26.717.5%
2016———-0.14.23.03.6-3.01.7-6.412.4-0.315.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 27.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 29.2% of variance. Idiosyncratic stock-specific factors contribute 21.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019992.059703889407
2016-05-0110409.728200987629
2016-06-0110720.55956783377
2016-07-0111106.199230058926
2016-08-0110777.569109571625
2016-09-0110955.91351322416
2016-10-0110251.948272093427
2016-11-0111527.257965945942
2016-12-0111496.076690770074
2017-01-0112556.596913990532
2017-02-0112460.064325320174
2017-03-0112516.672391411988
2017-04-0113104.521954026577
2017-05-0113940.483465894644
2017-06-0113067.363152565205
2017-07-0113581.073545877513
2017-08-0113634.782065636806
2017-09-0112919.664723227148
2017-10-0112147.62705588987
2017-11-0112656.742783475263
2017-12-0113503.008836925052
2018-01-0114395.935282125858
2018-02-0112256.694606397736
2018-03-0111566.201103611942
2018-04-0110685.76501184353
2018-05-0110614.302346848192
2018-06-0111169.186298082283
2018-07-0112251.207772568507
2018-08-0112665.486030877939
2018-09-0112124.519902039941
2018-10-0113129.502660891365
2018-11-0113429.00349283812
2018-12-0111786.789666909039
2019-01-0112659.107028946393
2019-02-0113386.04559871171
2019-03-0113839.534645117832
2019-04-0115147.319257894575
2019-05-0114266.972382936394
2019-06-0114712.34269961146
2019-07-0115096.331850847339
2019-08-0115477.466064155808
2019-09-0115764.208892239476
2019-10-0115746.677789029007
2019-11-0115511.279235233504
2019-12-0115799.404923875754
2020-01-0115245.725399579787
2020-02-0114271.477831853077
2020-03-0112215.074964424797
2020-04-0113369.76353084448
2020-05-0114069.714015514803
2020-06-0113931.740218491968
2020-07-0115297.025065462834
2020-08-0116015.398821445937
2020-09-0116533.659272080047
2020-10-0115173.102916051444
2020-11-0118046.776373604313
2020-12-0118822.69497218666
2021-01-0117887.613584151528
2021-02-0119024.28035490447
2021-03-0119525.901870430425
2021-04-0120354.904471100443
2021-05-0120786.312356974297
2021-06-0120670.330503673504
2021-07-0121418.14580703296
2021-08-0122091.688115874793
2021-09-0120362.354074754763
2021-10-0118806.858988370586
2021-11-0118276.643485165474
2021-12-0118404.624999442396
2022-01-0118370.856436769813
2022-02-0117183.87138504637
2022-03-0117205.90793717352
2022-04-0114693.91942829868
2022-05-0116364.370374665992
2022-06-0114501.74641906028
2022-07-0113959.665080094392
2022-08-0113464.82404214602
2022-09-0110912.509535046593
2022-10-0111914.235880324572
2022-11-0113753.574248459894
2022-12-0113126.692331369077
2023-01-0114885.78017870127
2023-02-0114061.104593327475
2023-03-0114341.066943833557
2023-04-0115770.320243740325
2023-05-0115000.289954633252
2023-06-0115838.92797080826
2023-07-0117374.48310010572
2023-08-0117950.33300174419
2023-09-0117021.31835680479
2023-10-0115954.508348463018
2023-11-0116186.382838254383
2023-12-0116943.69973190348
2024-01-0118102.893747239854
2024-02-0116667.57370423735
2024-03-0116862.066350541765
2024-04-0114933.377346959713
2024-05-0115685.742707640975
2024-06-0115344.800667341739
2024-07-0116304.104419354693
2024-08-0115632.524880337953
2024-09-0116501.630437206975
2024-10-0117381.531228114
2024-11-0117190.473429003494
2024-12-0114937.704362255934
2025-01-0113510.056964933332
2025-02-0114401.06524871416
2025-03-0114810.481190865981
2025-04-0113851.311264068376
2025-05-0114001.150896851983
2025-06-0114454.773768473455
2025-07-0113581.876497169596
2025-08-0113884.321483853988
2025-09-0112842.090706730962
2025-10-0111497.593376544008
2025-11-0111024.655065507442
2025-12-0112346.44671749051
2026-01-0113271.000521918339
2026-02-0113810.762223818212
2026-03-0112659.86537183336
2026-04-0113092.566901455573
Annual Return Matrix
YearAnnual Return
20170.1745753964712411
2018-0.12709901850340766
20190.34043326218266046
20200.19135467841210674
2021-0.022210951904709897
2022-0.28677208409479815
20230.2907821181588024
2024-0.11839181532888221
2025-0.17347094184786016
20260.06043197699205871
Total Factor Risk
0.2792163978117208
VTI.US Exposure
-0.018478948847475658
VEA.US Exposure
-0.054064043668954204
VWO.US Exposure
0.030272564344214797
QQQ.US Exposure
0.13028500775861865
VTV.US Exposure
0.29211207059481537
IJR.US Exposure
0.028602409224790036
QUAL.US Exposure
0.14290108888581501
SHV.US Exposure
0.04449183284150353
TLT.US Exposure
-0.02680648178153657
LQD.US Exposure
0.08691228185915309
HYG.US Exposure
0.032994602490245294
GLD.US Exposure
-0.005413937675362327
USO.US Exposure
0.0005955617773920237
VNQ.US Exposure
0.08228263917237746
BTC-USD.CC Exposure
0.003989366568781912
CPER.US Exposure
-0.00298670221787615
VIX.INDX Exposure
-0.011194466714046974
UUP.US Exposure
0.03211543586287748
TIP.US Exposure
-0.003203760842368648
Idiosyncratic Exposure
0.2145934803670358
Value Score
47.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →5.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.71%
Market Cap$101.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$2,363
Avg Yield on Cost
3.94%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$376.273.76%Solid
2021$409.714.10%Solid
2022$443.164.43%Solid
2023$476.614.77%Solid
2024$510.045.10%Solid
2026$147.211.47%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
11.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.79
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Comcast Corp a high-risk investment?

Comcast Corp (CMCSA.US) has an annualized volatility of 27.9% and experienced a maximum drawdown of 50.6% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of CMCSA.US?

Over the past 10 years, CMCSA.US has generated a Compound Annual Growth Rate (CAGR) of 2.3%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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