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

Performance

CM vs. T - Performance Comparison

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

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Returns By Period

In the year-to-date period, CM achieves a 31.96% return, which is significantly higher than T's -7.04% return. Over the past 10 years, CM has outperformed T with an annualized return of 18.25%, while T has yielded a comparatively lower 2.10% annualized return.


CM

1D
-2.84%
1M
6.17%
6M
29.47%
YTD
31.96%
1Y
65.91%
3Y*
45.62%
5Y*
21.86%
10Y*
18.25%
ALL TIME*
13.79%

T

1D
0.64%
1M
2.62%
6M
-2.84%
YTD
-7.04%
1Y
-13.37%
3Y*
20.93%
5Y*
7.13%
10Y*
2.10%
ALL TIME*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CM vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CM
Canadian Imperial Bank of Commerce
31.96%49.02%37.83%27.23%-25.71%42.29%9.25%19.22%-19.75%26.58%
T
AT&T Inc.
-7.04%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between CM and T is -0.03, 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

-0.03

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

0.10

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

0.25

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

0.30

Correlation (All Time)
Calculated using the full available price history since Nov 13, 1997

0.28

The correlation between CM and T shifts across timeframes, from -0.03 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CM:

$109.15B

T:

$152.52B

EPS

CM:

CA$12.14

T:

$3.05

PE Ratio

CM:

13.59

T:

7.19

PEG Ratio

CM:

1.68

T:

0.30

PS Ratio

CM:

2.16

T:

1.25

Total Revenue (TTM)

CM:

CA$61.84B

T:

$125.65B

Gross Profit (TTM)

CM:

CA$28.74B

T:

$105.41B

EBITDA (TTM)

CM:

CA$13.01B

T:

$54.70B

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Return for Risk

CM vs. T — Risk / Return Rank

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

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

T
T Risk / Return Rank: 2222
Overall Rank
T Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
T Sortino Ratio Rank: 1919
Sortino Ratio Rank
T Omega Ratio Rank: 2020
Omega Ratio Rank
T Calmar Ratio Rank: 2929
Calmar Ratio Rank
T Martin Ratio Rank: 2323
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 vs. T - Risk-Adjusted Trends Comparison

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


CMTDifference
Sharpe ratioReturn per unit of total volatility

+3.94

Sortino ratioReturn per unit of downside risk

+4.81

Omega ratioGain probability vs. loss probability

1.55

0.92

+0.63

Calmar ratioReturn relative to maximum drawdown

6.14

-0.46

+6.61

Martin ratioReturn relative to average drawdown

23.92

-1.03

+24.95

CM vs. T - Sharpe Ratio Comparison

The current CM Sharpe Ratio is 3.37, which is higher than the T Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of CM 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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Drawdowns

CM vs. T - Drawdown Comparison

The maximum CM drawdown since its inception was -71.70%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for CM and T.


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Drawdown Indicators


CMTDifference

Max Drawdown

Largest peak-to-trough decline

-71.70%

-64.15%

-7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-28.89%

+18.10%

Max Drawdown (3Y)

Largest decline over 3 years

-19.47%

-28.89%

+9.42%

Max Drawdown (5Y)

Largest decline over 5 years

-40.61%

-32.01%

-8.60%

Max Drawdown (10Y)

Largest decline over 10 years

-47.82%

-42.35%

-5.47%

Current Drawdown

Current decline from peak

-2.84%

-21.57%

+18.73%

Average Drawdown

Average peak-to-trough decline

-14.61%

-15.74%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

12.94%

-10.18%

Volatility

CM vs. T - Volatility Comparison

The current volatility for Canadian Imperial Bank of Commerce (CM) is 6.12%, while AT&T Inc. (T) has a volatility of 9.59%. This indicates that CM 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


CMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

9.59%

-3.47%

Volatility (6M)

Calculated over the trailing 6-month period

16.61%

19.91%

-3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.68%

23.72%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.46%

24.38%

-2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.62%

23.92%

-1.30%

Dividends

CM vs. T - Dividend Comparison

CM's dividend yield for the trailing twelve months is around 2.55%, less than T's 6.58% yield.


PositionTTM20252024202320222021202020192018201720162015
CM
Canadian Imperial Bank of Commerce
2.55%3.17%4.21%5.88%7.77%4.08%5.06%6.47%5.48%5.28%5.93%6.71%
T
AT&T Inc.
6.58%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

CM 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
15.22B
33.47B
(CM) Total Revenue
(T) Total Revenue
Please note, different currencies. CM values in CAD, T values in USD

Frequently Asked Questions


CM and T have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (9.59%) compared to CM (6.12%). In terms of maximum drawdown, CM dropped -71.70% vs T's -64.15%.

CM currently has the higher Sharpe Ratio (3.37 vs -0.57), 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 CM and T

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