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AD vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AD vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Array Digital Infrastructure, Inc (AD) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AD achieves a -1.43% return, which is significantly higher than T's -11.88% return. Over the past 10 years, AD has outperformed T with an annualized return of 6.43%, while T has yielded a comparatively lower 1.72% annualized return.


AD

1D
-0.26%
1M
-14.99%
6M
0.26%
YTD
-1.43%
1Y
8.29%
3Y*
62.79%
5Y*
15.14%
10Y*
6.43%

T

1D
1.77%
1M
-9.19%
6M
-8.76%
YTD
-11.88%
1Y
-17.97%
3Y*
17.56%
5Y*
5.58%
10Y*
1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AD vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AD
Array Digital Infrastructure, Inc
-1.43%22.59%50.99%99.23%-33.85%2.70%-15.29%-30.29%38.11%-13.93%
T
AT&T Inc.
-11.88%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between AD and T is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Mar 17, 1992

0.30

The correlation between AD and T shifts across timeframes, from 0.26 (1 year) to 0.39 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AD:

$2.99B

T:

$146.82B

EPS

AD:

$5.20

T:

$3.05

PE Ratio

AD:

6.66

T:

6.93

PEG Ratio

AD:

0.07

T:

0.29

PS Ratio

AD:

2.79

T:

1.21

Total Revenue (TTM)

AD:

$1.08B

T:

$125.65B

Gross Profit (TTM)

AD:

$581.18M

T:

$105.41B

EBITDA (TTM)

AD:

$351.73M

T:

$54.70B

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Return for Risk

AD vs. T — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AD
AD Risk / Return Rank: 5757
Overall Rank
AD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AD Sortino Ratio Rank: 5555
Sortino Ratio Rank
AD Omega Ratio Rank: 5353
Omega Ratio Rank
AD Calmar Ratio Rank: 5959
Calmar Ratio Rank
AD Martin Ratio Rank: 6060
Martin Ratio Rank

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 99
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1818
Calmar Ratio Rank
T Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AD vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Array Digital Infrastructure, Inc (AD) and AT&T Inc. (T). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ADTDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.10

0.87

+0.23

Calmar ratioReturn relative to maximum drawdown

0.57

-0.69

+1.26

Martin ratioReturn relative to average drawdown

1.32

-1.60

+2.92

AD vs. T - Sharpe Ratio Comparison

The current AD Sharpe Ratio is 0.40, which is higher than the T Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of AD and T, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AD vs. T - Drawdown Comparison

The maximum AD drawdown since its inception was -83.49%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for AD and T.


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Drawdown Indicators


ADTDifference

Max Drawdown

Largest peak-to-trough decline

-83.49%

-64.15%

-19.34%

Max Drawdown (1Y)

Largest decline over 1 year

-21.34%

-28.89%

+7.55%

Max Drawdown (3Y)

Largest decline over 3 years

-31.97%

-28.89%

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-61.94%

-32.01%

-29.93%

Max Drawdown (10Y)

Largest decline over 10 years

-75.91%

-42.35%

-33.56%

Current Drawdown

Current decline from peak

-21.34%

-25.65%

+4.31%

Average Drawdown

Average peak-to-trough decline

-46.72%

-15.73%

-30.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.24%

12.43%

-3.19%

Volatility

AD vs. T - Volatility Comparison

The current volatility for Array Digital Infrastructure, Inc (AD) is 8.83%, while AT&T Inc. (T) has a volatility of 10.05%. This indicates that AD experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

10.05%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

25.05%

19.73%

+5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

30.33%

23.51%

+6.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.30%

24.34%

+35.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.83%

23.88%

+26.95%

Dividends

AD vs. T - Dividend Comparison

AD's dividend yield for the trailing twelve months is around 127.71%, more than T's 5.25% yield.


PositionTTM20252024202320222021202020192018201720162015
AD
Array Digital Infrastructure, Inc
127.71%42.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
T
AT&T Inc.
5.25%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

AD vs. T - Financials Comparison

This section allows you to compare key financial metrics between Array Digital Infrastructure, Inc and AT&T Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
52.01M
33.47B
(AD) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AD and T have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (10.05%) compared to AD (8.83%). In terms of maximum drawdown, AD dropped -83.49% vs T's -64.15%.

AD currently has the higher Sharpe Ratio (0.40 vs -0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AD and T

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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