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BMY vs. T
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BMY and T is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

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.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
19.78%
37.51%
BMY
T

Key characteristics

Sharpe Ratio

BMY:

0.60

T:

3.18

Sortino Ratio

BMY:

1.12

T:

4.49

Omega Ratio

BMY:

1.14

T:

1.56

Calmar Ratio

BMY:

0.37

T:

2.30

Martin Ratio

BMY:

1.51

T:

24.55

Ulcer Index

BMY:

11.61%

T:

2.57%

Daily Std Dev

BMY:

29.24%

T:

19.90%

Max Drawdown

BMY:

-70.62%

T:

-64.65%

Current Drawdown

BMY:

-24.36%

T:

-0.34%

Fundamentals

Market Cap

BMY:

$111.57B

T:

$188.36B

EPS

BMY:

-$4.41

T:

$1.49

PEG Ratio

BMY:

1.21

T:

4.43

Total Revenue (TTM)

BMY:

$48.30B

T:

$122.34B

Gross Profit (TTM)

BMY:

$32.20B

T:

$73.12B

EBITDA (TTM)

BMY:

$3.16B

T:

$44.08B

Returns By Period

In the year-to-date period, BMY achieves a -0.27% return, which is significantly lower than T's 16.33% return. Over the past 10 years, BMY has underperformed T with an annualized return of 2.25%, while T has yielded a comparatively higher 6.43% annualized return.


BMY

YTD

-0.27%

1M

-2.19%

6M

19.78%

1Y

15.06%

5Y*

0.36%

10Y*

2.25%

T

YTD

16.33%

1M

16.27%

6M

37.51%

1Y

62.80%

5Y*

4.52%

10Y*

6.43%

*Annualized

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Risk-Adjusted Performance

BMY vs. T — Risk-Adjusted Performance Rank

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

BMY
The Risk-Adjusted Performance Rank of BMY is 6363
Overall Rank
The Sharpe Ratio Rank of BMY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BMY is 6262
Sortino Ratio Rank
The Omega Ratio Rank of BMY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of BMY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BMY is 6363
Martin Ratio Rank

T
The Risk-Adjusted Performance Rank of T is 9696
Overall Rank
The Sharpe Ratio Rank of T is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of T is 9797
Sortino Ratio Rank
The Omega Ratio Rank of T is 9696
Omega Ratio Rank
The Calmar Ratio Rank of T is 9292
Calmar Ratio Rank
The Martin Ratio Rank of T is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BMY vs. T - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for BMY, currently valued at 0.60, compared to the broader market-2.000.002.000.603.18
The chart of Sortino ratio for BMY, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.006.001.124.49
The chart of Omega ratio for BMY, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.56
The chart of Calmar ratio for BMY, currently valued at 0.37, compared to the broader market0.002.004.006.000.372.30
The chart of Martin ratio for BMY, currently valued at 1.51, compared to the broader market-10.000.0010.0020.0030.001.5124.55
BMY
T

The current BMY Sharpe Ratio is 0.60, which is lower than the T Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of BMY 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.60
3.18
BMY
T

Dividends

BMY vs. T - Dividend Comparison

BMY's dividend yield for the trailing twelve months is around 4.34%, more than T's 4.24% yield.


TTM20242023202220212020201920182017201620152014
BMY
Bristol-Myers Squibb Company
4.34%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%
T
AT&T Inc.
4.24%4.87%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%

Drawdowns

BMY vs. T - Drawdown Comparison

The maximum BMY drawdown since its inception was -70.62%, which is greater than T's maximum drawdown of -64.65%. Use the drawdown chart below to compare losses from any high point for BMY and T. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-24.36%
-0.34%
BMY
T

Volatility

BMY vs. T - Volatility Comparison

Bristol-Myers Squibb Company (BMY) has a higher volatility of 8.69% compared to AT&T Inc. (T) at 6.83%. This indicates that BMY'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.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.69%
6.83%
BMY
T

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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