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 -1.06%/yr vs 2.37%/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 -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%
BCE vs. T - Yearly Performance Comparison
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
BCE:
CA$6.75
T:
$3.04
BCE:
4.76
T:
7.26
BCE:
0.01
T:
0.30
BCE:
1.21
T:
1.26
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 | +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 |
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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 | -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 DrawdownCurrent decline from peak | -48.32% | -23.26% | -25.06% |
Average DrawdownAverage peak-to-trough decline | -12.86% | -15.72% | +2.86% |
Ulcer IndexDepth 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
| BCE | T | Difference | |
|---|---|---|---|
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.
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 0.36, 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.
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