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

Performance

BCE vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BCE Inc. (BCE) 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, BCE achieves a -2.47% return, which is significantly higher than T's -9.05% return. Over the past 10 years, BCE has underperformed T with an annualized return of -1.06%, while T has yielded a comparatively higher 2.37% annualized return.


BCE

1D
-2.71%
1M
-6.74%
YTD
-2.47%
6M
2.21%
1Y
9.86%
3Y*
-14.08%
5Y*
-8.44%
10Y*
-1.06%

T

1D
0.41%
1M
-12.51%
YTD
-9.05%
6M
-7.03%
1Y
-16.95%
3Y*
18.94%
5Y*
6.49%
10Y*
2.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCE vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCE
BCE Inc.
-2.47%10.25%-35.53%-4.16%-10.62%28.62%-1.95%23.38%-13.02%16.52%
T
AT&T Inc.
-9.05%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between BCE and T is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.36

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

0.40

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

EPS

BCE:

CA$6.75

T:

$3.04

PE Ratio

BCE:

4.76

T:

7.26

PEG Ratio

BCE:

0.01

T:

0.30

PS Ratio

BCE:

1.21

T:

1.26

Total Revenue (TTM)

BCE:

CA$24.70B

T:

$125.65B

Gross Profit (TTM)

BCE:

CA$8.56B

T:

$105.41B

EBITDA (TTM)

BCE:

CA$15.98B

T:

$54.70B

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Return for Risk

BCE vs. T — Risk / Return Rank

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

BCE
BCE Risk / Return Rank: 5656
Overall Rank
BCE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BCE Sortino Ratio Rank: 5252
Sortino Ratio Rank
BCE Omega Ratio Rank: 5050
Omega Ratio Rank
BCE Calmar Ratio Rank: 6060
Calmar Ratio Rank
BCE Martin Ratio Rank: 5959
Martin Ratio Rank

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1515
Calmar Ratio Rank
T Martin Ratio Rank: 55
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.

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.


BCETDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.10

0.89

+0.21

Calmar ratioReturn relative to maximum drawdown

0.81

-0.72

+1.53

Martin ratioReturn relative to average drawdown

1.60

-1.54

+3.14

BCE vs. T - Sharpe Ratio Comparison

The current BCE Sharpe Ratio is 0.53, which is higher than the T Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of BCE 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

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


BCETDifference

Max Drawdown

Largest peak-to-trough decline

-60.67%

-64.15%

+3.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-23.57%

+11.30%

Max Drawdown (3Y)

Largest decline over 3 years

-46.88%

-23.57%

-23.31%

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 Drawdown

Current decline from peak

-48.32%

-23.26%

-25.06%

Average Drawdown

Average peak-to-trough decline

-12.86%

-15.72%

+2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.17%

11.06%

-4.89%

Volatility

BCE vs. T - Volatility Comparison

The current volatility for BCE Inc. (BCE) is 5.65%, while AT&T Inc. (T) has a volatility of 7.92%. 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


BCETDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

7.92%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.17%

18.08%

-4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

22.46%

-3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.03%

24.08%

-5.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

23.77%

-4.53%

Dividends

BCE vs. T - Dividend Comparison

BCE's dividend yield for the trailing twelve months is around 5.55%, more than T's 5.02% yield.


PositionTTM20252024202320222021202020192018201720162015
BCE
BCE Inc.
5.55%6.98%12.47%7.29%6.39%5.37%5.82%5.16%5.84%4.63%5.15%6.00%
T
AT&T Inc.
5.02%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

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.


Quarterly
Annual

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


0.0010.00B20.00B30.00B40.00B20222023202420252026
6.18B
33.47B
(BCE) Total Revenue
(T) Total Revenue
Please note, different currencies. BCE values in CAD, T values in USD

Frequently Asked Questions


BCE and T have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (7.92%) compared to BCE (5.65%). In terms of maximum drawdown, BCE dropped -60.67% vs T's -64.15%.

BCE currently has the higher Sharpe Ratio (0.53 vs -0.76), 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 BCE 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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