CALM vs. T
CALM (Cal-Maine Foods, Inc.) and T (AT&T Inc.) are both stocks. CALM operates in Farm Products (Consumer Defensive), while T operates in Telecom Services (Communication Services). Over the past 10 years, CALM returned 9.86%/yr vs 3.33%/yr for T. At a 0.15 correlation, their price movements are largely independent.
Performance
CALM vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, CALM achieves a -0.54% return, which is significantly higher than T's -2.96% return. Over the past 10 years, CALM has outperformed T with an annualized return of 9.86%, while T has yielded a comparatively lower 3.33% annualized return.
CALM
- 1D
- -2.22%
- 1M
- 1.59%
- YTD
- -0.54%
- 6M
- -8.91%
- 1Y
- -14.73%
- 3Y*
- 23.34%
- 5Y*
- 22.16%
- 10Y*
- 9.86%
T
- 1D
- 2.52%
- 1M
- -1.87%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.71%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
CALM vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | -0.54% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between CALM and T is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 1996 | 0.15 |
Fundamentals
CALM:
$14.48
T:
$3.04
CALM:
5.39
T:
7.74
CALM:
0.00
T:
0.32
CALM:
1.08
T:
1.35
CALM:
$3.46B
T:
$125.65B
CALM:
$1.17B
T:
$105.41B
CALM:
$1.05B
T:
$54.70B
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Return for Risk
CALM vs. T — Risk / Return Rank
CALM
T
CALM vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) 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.
| CALM | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.92 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | -0.59 | +0.23 |
| Martin ratioReturn relative to average drawdown | -0.56 | -1.22 | +0.66 |
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Drawdowns
CALM vs. T - Drawdown Comparison
The maximum CALM drawdown since its inception was -74.08%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for CALM and T.
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Drawdown Indicators
| CALM | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -64.15% | -9.93% |
Max Drawdown (1Y)Largest decline over 1 year | -37.00% | -21.87% | -15.13% |
Max Drawdown (3Y)Largest decline over 3 years | -37.00% | -21.87% | -15.13% |
Max Drawdown (5Y)Largest decline over 5 years | -37.00% | -32.01% | -4.99% |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | -42.35% | +3.23% |
Current DrawdownCurrent decline from peak | -31.17% | -18.12% | -13.05% |
Average DrawdownAverage peak-to-trough decline | -30.31% | -15.72% | -14.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.95% | 10.64% | +13.31% |
Volatility
CALM vs. T - Volatility Comparison
The current volatility for Cal-Maine Foods, Inc. (CALM) is 6.31%, while AT&T Inc. (T) has a volatility of 8.21%. This indicates that CALM 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
| CALM | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 8.21% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 17.80% | +2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.03% | 22.13% | +10.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.61% | 24.01% | +8.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.13% | 23.73% | +7.40% |
Dividends
CALM vs. T - Dividend Comparison
CALM's dividend yield for the trailing twelve months is around 6.15%, more than T's 4.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 6.15% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
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
CALM vs. T - Financials Comparison
This section allows you to compare key financial metrics between Cal-Maine Foods, 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
CALM and T have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.21%) compared to CALM (6.31%). In terms of maximum drawdown, CALM dropped -74.08% vs T's -64.15%.
CALM currently has the higher Sharpe Ratio (-0.41 vs -0.59), 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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