BCE vs. T

In the year-to-date period, BCE achieves a -27.56% return, which is significantly lower than T's 46.68% return. Over the past 10 years, BCE has underperformed T with an annualized return of 0.03%, while T has yielded a comparatively higher 4.87% annualized return.

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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.

The current BCE Sharpe Ratio is -1.40, which is lower than the T Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of BCE and T, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BCE's dividend yield for the trailing twelve months is around 10.87%, more than T's 4.79% yield.

The maximum BCE drawdown since its inception was -60.67%, smaller than the maximum T drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for BCE and T. For additional features, visit the drawdowns tool.

BCE Inc. (BCE) has a higher volatility of 10.11% compared to AT&T Inc. (T) at 5.47%. This indicates that BCE's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.