BCE vs. T
BCE (BCE Inc.) and T (AT&T Inc.) are both stocks. Both operate in the Telecom Services industry within the Communication Services sector. Over the past 10 years, BCE returned -2.06%/yr vs 1.81%/yr for T. At a 0.28 correlation, their price movements are largely independent.
Performance
BCE vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, BCE achieves a -7.64% return, which is significantly higher than T's -10.13% return. Over the past 10 years, BCE has underperformed T with an annualized return of -2.06%, while T has yielded a comparatively higher 1.81% annualized return.
BCE
- 1D
- 0.33%
- 1M
- -11.64%
- 6M
- -7.71%
- YTD
- -7.64%
- 1Y
- -5.13%
- 3Y*
- -15.43%
- 5Y*
- -9.63%
- 10Y*
- -2.06%
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%
BCE vs. T - Yearly Performance Comparison
Correlation
The correlation between BCE and T is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.28 |
The correlation between BCE and T shifts across timeframes, from 0.28 (all time) to 0.41 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
BCE:
$20.00B
T:
$149.84B
BCE:
CA$6.75
T:
$3.05
BCE:
4.50
T:
7.06
BCE:
0.01
T:
0.29
BCE:
1.15
T:
1.23
BCE:
CA$24.70B
T:
$125.65B
BCE:
CA$8.56B
T:
$105.41B
BCE:
CA$15.98B
T:
$54.70B
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Return for Risk
BCE vs. T — Risk / Return Rank
BCE
T
BCE vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BCE Inc. (BCE) 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.
| BCE | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.90 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | -0.57 | +0.30 |
| Martin ratioReturn relative to average drawdown | -0.72 | -1.31 | +0.59 |
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Drawdowns
BCE vs. T - Drawdown Comparison
The maximum BCE drawdown since its inception was -60.67%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for BCE and T.
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Drawdown Indicators
| BCE | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.67% | -64.15% | +3.48% |
Max Drawdown (1Y)Largest decline over 1 year | -19.07% | -28.89% | +9.82% |
Max Drawdown (3Y)Largest decline over 3 years | -45.10% | -28.89% | -16.21% |
Max Drawdown (5Y)Largest decline over 5 years | -55.42% | -32.01% | -23.41% |
Max Drawdown (10Y)Largest decline over 10 years | -55.42% | -42.35% | -13.07% |
Current DrawdownCurrent decline from peak | -51.06% | -24.17% | -26.89% |
Average DrawdownAverage peak-to-trough decline | -12.90% | -15.73% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.16% | 12.52% | -5.36% |
Volatility
BCE vs. T - Volatility Comparison
The current volatility for BCE Inc. (BCE) is 7.58%, while AT&T Inc. (T) has a volatility of 10.00%. This indicates that BCE 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
| BCE | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 10.00% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 14.36% | 19.81% | -5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.27% | 23.52% | -4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 24.36% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.33% | 23.90% | -4.57% |
Dividends
BCE vs. T - Dividend Comparison
BCE's dividend yield for the trailing twelve months is around 5.86%, more than T's 5.15% yield.
Financials
BCE vs. T - Financials Comparison
This section allows you to compare key financial metrics between BCE 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BCE and T have a correlation of 0.39, 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 BCE (7.58%). In terms of maximum drawdown, BCE dropped -60.67% vs T's -64.15%.
BCE currently has the higher Sharpe Ratio (-0.27 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.
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