BMY vs. T
BMY (Bristol-Myers Squibb Company) and T (AT&T Inc.) are both stocks. BMY operates in Drug Manufacturers - General (Healthcare), while T operates in Telecom Services (Communication Services). Over the past 10 years, BMY returned 0.60%/yr vs 3.62%/yr for T. At a 0.31 correlation, their price movements are largely independent.
Performance
BMY vs. T - Performance Comparison
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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%
BMY vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
BMY:
$3.57
T:
$3.04
BMY:
15.35
T:
7.73
BMY:
0.88
T:
0.32
BMY:
2.30
T:
1.35
BMY:
$48.48B
T:
$125.65B
BMY:
$33.33B
T:
$105.41B
BMY:
$13.34B
T:
$54.70B
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Return for Risk
BMY vs. T — Risk / Return Rank
BMY
T
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.
| BMY | T | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BMY | T | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| BMY | T | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -21.26% | -18.23% | -3.03% |
Average DrawdownAverage peak-to-trough decline | -22.38% | -15.72% | -6.66% |
Ulcer IndexDepth 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.
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Volatility by Period
| BMY | T | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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