CMCSA vs FUND: Correlation
Comcast (CMCSA) and Sprott Focus Trust, Inc. - Closed End Fund (FUND) show a moderate relationship: their 3-year correlation of weekly returns is 0.48.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CMCSA and FUND?
Across a 3-year window, the weekly returns of CMCSA and FUND correlate at 0.48, moderate. The link has loosened recently: the 1-year correlation (0.35) runs below the 3-year figure (0.48). Stretching to 5 years gives 0.47, with an annualized covariance of 204.7 %².
By 3-year correlation, FUND places #4 of the 39 assets tracked against CMCSA. Their recent paths diverged sharply: over the last 12 months FUND outperformed by 51.7 percentage points (-12.6% for CMCSA against +39.1% for FUND).
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
CMCSA vs FUND: side by side
| CMCSA (Comcast) | FUND (Sprott Focus Trust, Inc. - Closed End Fund) | |
|---|---|---|
| 1-year return | -12.6% | +39.1% |
| 5-year return | -44.5% | +83.0% |
| Volatility (ann.) | 23.8% | 17.9% |
| Beta vs S&P 500 | 0.48 | 0.77 |
| Max drawdown (3Y) | -44.9% | -18.2% |
| Market cap | $93.7B | $0.3B |
| P/E (trailing) | 8.7 | 5.8 |
| Dividend yield | 4.85% | 5.36% |
| Sector / category | Communication Services | US Listed |
Year-by-year returns
| Year | CMCSA | FUND |
|---|---|---|
| 2022 | -28.7% | -1.2% |
| 2023 | +29.1% | +6.9% |
| 2024 | -11.8% | -1.0% |
| 2025 | -17.3% | +27.5% |
| 2026 | -2.2% | +26.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CMCSA and FUND good diversifiers for each other?
Reasonably. At 0.48, CMCSA and FUND keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between CMCSA and FUND?
As of 2026-08-27, the correlation of weekly returns between CMCSA and FUND is 0.48 over 3 years, 0.35 over 1 year and 0.47 over 5 years.
Is FUND a good diversifier for CMCSA?
Reasonably. At 0.48, CMCSA and FUND keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.48 mean?
A reading of 0.48 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/cmcsa-vs-fund.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/cmcsa-vs-fund/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: CMCSA correlations · FUND correlations
