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CM.TO vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CM.TO vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canadian Imperial Bank of Commerce (CM.TO) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CM.TO is traded in CAD, while T is traded in USD. To make them comparable, the T values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CM.TO achieves a 23.94% return, which is significantly higher than T's -5.71% return. Over the past 10 years, CM.TO has outperformed T with an annualized return of 20.73%, while T has yielded a comparatively lower 3.80% annualized return.


CM.TO

1D
0.71%
1M
1.58%
YTD
23.94%
6M
24.38%
1Y
68.16%
3Y*
45.63%
5Y*
22.94%
10Y*
20.73%

T

1D
-0.83%
1M
-8.72%
YTD
-5.71%
6M
-6.67%
1Y
-14.68%
3Y*
20.08%
5Y*
9.65%
10Y*
3.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CM.TO vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CM.TO
Canadian Imperial Bank of Commerce
23.94%42.31%49.56%23.83%-20.89%47.75%13.88%18.19%-8.64%22.50%
T
AT&T Inc.
-5.71%8.77%56.28%-5.06%12.46%-8.14%-23.24%39.55%-15.72%-10.51%

Correlation

The correlation between CM.TO and T is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.06

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

0.19

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2006

0.26

The correlation between CM.TO and T shifts across timeframes, from -0.01 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CM.TO:

CA$10.53

T:

$3.04

PE Ratio

CM.TO:

14.52

T:

7.39

PEG Ratio

CM.TO:

1.79

T:

0.31

PS Ratio

CM.TO:

2.68

T:

1.29

Total Revenue (TTM)

CM.TO:

CA$53.25B

T:

$125.65B

Gross Profit (TTM)

CM.TO:

CA$28.73B

T:

$105.41B

EBITDA (TTM)

CM.TO:

CA$13.01B

T:

$54.70B

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Return for Risk

CM.TO vs. T — Risk / Return Rank

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

CM.TO
CM.TO Risk / Return Rank: 9797
Overall Rank
CM.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CM.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CM.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CM.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
CM.TO Martin Ratio Rank: 9898
Martin Ratio Rank

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1414
Calmar Ratio Rank
T Martin Ratio Rank: 44
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.

CM.TO vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Imperial Bank of Commerce (CM.TO) 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.


CM.TOTDifference
Sharpe ratioReturn per unit of total volatility

+4.59

Sortino ratioReturn per unit of downside risk

+5.62

Omega ratioGain probability vs. loss probability

1.68

0.90

+0.77

Calmar ratioReturn relative to maximum drawdown

7.52

-0.69

+8.21

Martin ratioReturn relative to average drawdown

27.92

-1.41

+29.33

CM.TO vs. T - Sharpe Ratio Comparison

The current CM.TO Sharpe Ratio is 3.92, which is higher than the T Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of CM.TO 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.


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Sharpe Ratios by Period


CM.TOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.92

-0.67

+4.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

0.40

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

0.16

+0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.32

+0.42

Drawdowns

CM.TO vs. T - Drawdown Comparison

The maximum CM.TO drawdown since its inception was -58.49%, which is greater than T's maximum drawdown of -42.44%. Use the drawdown chart below to compare losses from any high point for CM.TO and T.


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Drawdown Indicators


CM.TOTDifference

Max Drawdown

Largest peak-to-trough decline

-58.49%

-42.44%

-16.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-21.49%

+12.38%

Max Drawdown (3Y)

Largest decline over 3 years

-16.57%

-21.49%

+4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-35.43%

-32.89%

-2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-40.02%

-42.44%

+2.42%

Current Drawdown

Current decline from peak

-4.86%

-21.49%

+16.63%

Average Drawdown

Average peak-to-trough decline

-9.29%

-13.77%

+4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

10.43%

-7.98%

Volatility

CM.TO vs. T - Volatility Comparison

Canadian Imperial Bank of Commerce (CM.TO) has a higher volatility of 7.78% compared to AT&T Inc. (T) at 7.35%. This indicates that CM.TO'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.


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Volatility by Period


CM.TOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

7.35%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

17.38%

-2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

17.53%

22.07%

-4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

24.41%

-6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.92%

24.30%

-4.38%

Dividends

CM.TO vs. T - Dividend Comparison

CM.TO's dividend yield for the trailing twelve months is around 2.67%, less than T's 4.93% yield.


PositionTTM20252024202320222021202020192018201720162015
CM.TO
Canadian Imperial Bank of Commerce
2.67%3.20%4.04%5.47%7.52%8.13%10.74%10.51%10.58%8.39%8.84%9.69%
T
AT&T Inc.
4.93%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

CM.TO vs. T - Financials Comparison

This section allows you to compare key financial metrics between Canadian Imperial Bank of Commerce 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


0.0010.00B20.00B30.00B40.00B20222023202420252026
15.23B
33.47B
(CM.TO) Total Revenue
(T) Total Revenue
Please note, different currencies. CM.TO values in CAD, T values in USD

Frequently Asked Questions


CM.TO and T have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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