PortfoliosLab logoPortfoliosLab logo
BMY vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BMY vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bristol-Myers Squibb Company (BMY) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BMY achieves a 3.70% return, which is significantly higher than T's -3.08% return. Over the past 10 years, BMY has underperformed T with an annualized return of 0.60%, while T has yielded a comparatively higher 3.62% annualized return.


BMY

1D
0.48%
1M
-4.64%
YTD
3.70%
6M
9.77%
1Y
19.47%
3Y*
-1.44%
5Y*
0.60%
10Y*
0.60%

T

1D
-4.42%
1M
-9.77%
YTD
-3.08%
6M
-4.92%
1Y
-12.10%
3Y*
22.12%
5Y*
7.39%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMY vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMY
Bristol-Myers Squibb Company
3.70%0.11%15.81%-26.14%18.98%2.88%0.41%27.74%-12.90%7.71%
T
AT&T Inc.
-3.08%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between BMY and T is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.24

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

0.28

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jul 20, 1984

0.31

The correlation between BMY and T shifts across timeframes, from 0.20 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

BMY:

$3.57

T:

$3.04

PE Ratio

BMY:

15.35

T:

7.73

PEG Ratio

BMY:

0.88

T:

0.32

PS Ratio

BMY:

2.30

T:

1.35

Total Revenue (TTM)

BMY:

$48.48B

T:

$125.65B

Gross Profit (TTM)

BMY:

$33.33B

T:

$105.41B

EBITDA (TTM)

BMY:

$13.34B

T:

$54.70B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BMY vs. T — Risk / Return Rank

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

BMY
BMY Risk / Return Rank: 6363
Overall Rank
BMY Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BMY Sortino Ratio Rank: 5959
Sortino Ratio Rank
BMY Omega Ratio Rank: 5656
Omega Ratio Rank
BMY Calmar Ratio Rank: 6767
Calmar Ratio Rank
BMY Martin Ratio Rank: 6767
Martin Ratio Rank

T
T Risk / Return Rank: 1717
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1616
Sortino Ratio Rank
T Omega Ratio Rank: 1717
Omega Ratio Rank
T Calmar Ratio Rank: 1919
Calmar Ratio Rank
T Martin Ratio Rank: 1414
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.

BMY vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bristol-Myers Squibb Company (BMY) 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.


BMYTDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.15

0.92

+0.23

Calmar ratioReturn relative to maximum drawdown

1.43

-0.59

+2.02

Martin ratioReturn relative to average drawdown

3.16

-1.20

+4.36

BMY vs. T - Sharpe Ratio Comparison

The current BMY Sharpe Ratio is 0.74, which is higher than the T Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of BMY 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.


Loading charts...

Sharpe Ratios by Period


BMYTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-0.56

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.31

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.15

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.38

-0.04

Drawdowns

BMY vs. T - Drawdown Comparison

The maximum BMY drawdown since its inception was -72.03%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for BMY and T.


Loading charts...

Drawdown Indicators


BMYTDifference

Max Drawdown

Largest peak-to-trough decline

-72.03%

-64.15%

-7.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-20.60%

+6.92%

Max Drawdown (3Y)

Largest decline over 3 years

-36.85%

-20.60%

-16.25%

Max Drawdown (5Y)

Largest decline over 5 years

-47.67%

-32.01%

-15.66%

Max Drawdown (10Y)

Largest decline over 10 years

-47.67%

-42.35%

-5.32%

Current Drawdown

Current decline from peak

-21.26%

-18.23%

-3.03%

Average Drawdown

Average peak-to-trough decline

-22.38%

-15.72%

-6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.17%

10.08%

-3.91%

Volatility

BMY vs. T - Volatility Comparison

The current volatility for Bristol-Myers Squibb Company (BMY) is 6.06%, while AT&T Inc. (T) has a volatility of 6.96%. This indicates that BMY 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.


Loading charts...

Volatility by Period


BMYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

6.96%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

18.48%

17.27%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

26.64%

21.86%

+4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.98%

23.92%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.24%

23.69%

+1.55%

Dividends

BMY vs. T - Dividend Comparison

BMY's dividend yield for the trailing twelve months is around 4.57%, less than T's 4.71% yield.


PositionTTM20252024202320222021202020192018201720162015
BMY
Bristol-Myers Squibb Company
4.57%4.60%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%
T
AT&T Inc.
4.71%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

BMY vs. T - Financials Comparison

This section allows you to compare key financial metrics between Bristol-Myers Squibb Company 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


10.00B15.00B20.00B25.00B30.00B35.00B40.00B45.00B20222023202420252026
11.49B
33.47B
(BMY) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BMY and T have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (6.96%) compared to BMY (6.06%). In terms of maximum drawdown, BMY dropped -72.03% vs T's -64.15%.

BMY currently has the higher Sharpe Ratio (0.74 vs -0.56), 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 BMY 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.

Open Portfolio Optimizer