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

Performance

CSCO vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cisco Systems, Inc. (CSCO) 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%JuneJulyAugustSeptemberOctoberNovember
23.20%
34.11%
CSCO
T

Returns By Period

In the year-to-date period, CSCO achieves a 17.52% return, which is significantly lower than T's 44.46% return. Over the past 10 years, CSCO has outperformed T with an annualized return of 11.36%, while T has yielded a comparatively lower 4.57% annualized return.


CSCO

YTD

17.52%

1M

1.61%

6M

23.20%

1Y

24.21%

5Y (annualized)

8.45%

10Y (annualized)

11.36%

T

YTD

44.46%

1M

5.40%

6M

34.11%

1Y

49.73%

5Y (annualized)

2.15%

10Y (annualized)

4.57%

Fundamentals


CSCOT
Market Cap$229.20B$163.81B
EPS$2.35$1.24
PE Ratio24.4718.41
PEG Ratio2.571.98
Total Revenue (TTM)$52.98B$122.06B
Gross Profit (TTM)$34.39B$73.12B
EBITDA (TTM)$12.98B$45.21B

Key characteristics


CSCOT
Sharpe Ratio1.292.56
Sortino Ratio1.933.56
Omega Ratio1.251.44
Calmar Ratio0.971.72
Martin Ratio3.7414.87
Ulcer Index6.15%3.40%
Daily Std Dev17.88%19.77%
Max Drawdown-89.26%-64.66%
Current Drawdown-2.84%-0.70%

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Correlation

-0.50.00.51.00.3

The correlation between CSCO and T is 0.28, 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.

Risk-Adjusted Performance

CSCO vs. T - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cisco Systems, Inc. (CSCO) 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 CSCO, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.001.292.56
The chart of Sortino ratio for CSCO, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.933.56
The chart of Omega ratio for CSCO, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.44
The chart of Calmar ratio for CSCO, currently valued at 0.97, compared to the broader market0.002.004.006.000.971.72
The chart of Martin ratio for CSCO, currently valued at 3.74, compared to the broader market-10.000.0010.0020.0030.003.7414.87
CSCO
T

The current CSCO Sharpe Ratio is 1.29, which is lower than the T Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of CSCO 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.29
2.56
CSCO
T

Dividends

CSCO vs. T - Dividend Comparison

CSCO's dividend yield for the trailing twelve months is around 2.77%, less than T's 4.86% yield.


TTM20232022202120202019201820172016201520142013
CSCO
Cisco Systems, Inc.
2.77%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
T
AT&T Inc.
4.86%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%5.12%

Drawdowns

CSCO vs. T - Drawdown Comparison

The maximum CSCO drawdown since its inception was -89.26%, which is greater than T's maximum drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for CSCO and T. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.84%
-0.70%
CSCO
T

Volatility

CSCO vs. T - Volatility Comparison

The current volatility for Cisco Systems, Inc. (CSCO) is 4.98%, while AT&T Inc. (T) has a volatility of 7.13%. This indicates that CSCO 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.98%
7.13%
CSCO
T

Financials

CSCO vs. T - Financials Comparison

This section allows you to compare key financial metrics between Cisco Systems, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items