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

Performance

AXAHY vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Axa SA ADR (AXAHY) 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, AXAHY achieves a 11.34% return, which is significantly higher than T's -10.13% return. Over the past 10 years, AXAHY has outperformed T with an annualized return of 15.98%, while T has yielded a comparatively lower 1.81% annualized return.


AXAHY

1D
-0.26%
1M
6.38%
6M
15.00%
YTD
11.34%
1Y
9.83%
3Y*
26.50%
5Y*
21.16%
10Y*
15.98%

T

1D
1.99%
1M
-7.39%
6M
-7.05%
YTD
-10.13%
1Y
-16.34%
3Y*
20.29%
5Y*
6.14%
10Y*
1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXAHY vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXAHY
Axa SA ADR
11.34%42.15%15.60%24.26%-0.12%32.10%-11.41%39.57%-23.77%23.28%
T
AT&T Inc.
-10.13%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between AXAHY and T is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.12

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

0.24

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 27, 1996

0.33

Over the past year, the correlation between AXAHY and T has dropped to 0.09 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

AXAHY:

$103.54B

T:

$149.84B

EPS

AXAHY:

€8.71

T:

$3.05

PE Ratio

AXAHY:

5.08

T:

7.06

PEG Ratio

AXAHY:

0.35

T:

0.29

PS Ratio

AXAHY:

0.43

T:

1.23

Total Revenue (TTM)

AXAHY:

€206.92B

T:

$125.65B

Gross Profit (TTM)

AXAHY:

€198.36B

T:

$105.41B

EBITDA (TTM)

AXAHY:

€21.17B

T:

$54.70B

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Return for Risk

AXAHY vs. T — Risk / Return Rank

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

AXAHY
AXAHY Risk / Return Rank: 5757
Overall Rank
AXAHY Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
AXAHY Sortino Ratio Rank: 5353
Sortino Ratio Rank
AXAHY Omega Ratio Rank: 5353
Omega Ratio Rank
AXAHY Calmar Ratio Rank: 6060
Calmar Ratio Rank
AXAHY Martin Ratio Rank: 5959
Martin Ratio Rank

T
T Risk / Return Rank: 1616
Overall Rank
T Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
T Sortino Ratio Rank: 1515
Sortino Ratio Rank
T Omega Ratio Rank: 1616
Omega Ratio Rank
T Calmar Ratio Rank: 2424
Calmar Ratio Rank
T Martin Ratio Rank: 1212
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.

AXAHY vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Axa SA ADR (AXAHY) 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.


AXAHYTDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.10

0.90

+0.20

Calmar ratioReturn relative to maximum drawdown

0.65

-0.57

+1.22

Martin ratioReturn relative to average drawdown

1.24

-1.31

+2.55

AXAHY vs. T - Sharpe Ratio Comparison

The current AXAHY Sharpe Ratio is 0.46, which is higher than the T Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of AXAHY 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

AXAHY vs. T - Drawdown Comparison

The maximum AXAHY drawdown since its inception was -89.17%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for AXAHY and T.


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Drawdown Indicators


AXAHYTDifference

Max Drawdown

Largest peak-to-trough decline

-89.17%

-64.15%

-25.02%

Max Drawdown (1Y)

Largest decline over 1 year

-15.11%

-28.89%

+13.78%

Max Drawdown (3Y)

Largest decline over 3 years

-16.44%

-28.89%

+12.45%

Max Drawdown (5Y)

Largest decline over 5 years

-32.38%

-32.01%

-0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-56.26%

-42.35%

-13.91%

Current Drawdown

Current decline from peak

-0.51%

-24.17%

+23.66%

Average Drawdown

Average peak-to-trough decline

-42.97%

-15.73%

-27.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

12.52%

-4.57%

Volatility

AXAHY vs. T - Volatility Comparison

The current volatility for Axa SA ADR (AXAHY) is 4.41%, while AT&T Inc. (T) has a volatility of 10.00%. This indicates that AXAHY 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


AXAHYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

10.00%

-5.59%

Volatility (6M)

Calculated over the trailing 6-month period

15.76%

19.81%

-4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

21.45%

23.52%

-2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.00%

24.36%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.12%

23.90%

+3.22%

Dividends

AXAHY vs. T - Dividend Comparison

AXAHY's dividend yield for the trailing twelve months is around 5.38%, more than T's 5.15% yield.


PositionTTM20252024202320222021202020192018201720162015
AXAHY
Axa SA ADR
5.38%5.10%5.91%5.50%6.00%5.70%3.45%5.36%7.26%4.26%4.96%3.90%
T
AT&T Inc.
5.15%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

AXAHY vs. T - Financials Comparison

This section allows you to compare key financial metrics between Axa SA ADR 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


20.00B30.00B40.00B50.00B60.00B70.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
70.40B
33.47B
(AXAHY) Total Revenue
(T) Total Revenue
Please note, different currencies. AXAHY values in EUR, T values in USD

Frequently Asked Questions


AXAHY and T have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (10.00%) compared to AXAHY (4.41%). In terms of maximum drawdown, AXAHY dropped -89.17% vs T's -64.15%.

AXAHY currently has the higher Sharpe Ratio (0.46 vs -0.70), 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 AXAHY and T

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