Comcast (CMCSA): analysis and statistics
Return, volatility, Sharpe ratio and risk for Comcast, an S&P 500 component in the Communication Services sector. Data as of 2026-07-30.
| Last close price | $23.67 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | -14.68% |
| Total return over period | -37.72% |
| Annualized volatility | 27.14% |
| Sharpe ratio | -0.68 |
| Sortino ratio | -0.87 |
| Max drawdown | -44.86% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.38% |
| Correlation with the S&P 500 | 0.29 |
| Period range | $21.92 – $39.75 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Comcast (CMCSA) has posted an annualized return of -14.68% with annual volatility of 27.14%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -44.86%. Its correlation with the S&P 500 is 0.29, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CMCSA would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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