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

Performance

DUK vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Duke Energy Corporation (DUK) 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, DUK achieves a 9.53% return, which is significantly higher than T's -7.04% return. Over the past 10 years, DUK has outperformed T with an annualized return of 8.17%, while T has yielded a comparatively lower 2.10% annualized return.


DUK

1D
0.67%
1M
1.61%
6M
7.69%
YTD
9.53%
1Y
10.30%
3Y*
14.33%
5Y*
8.22%
10Y*
8.17%
ALL TIME*
10.49%

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)

DUK vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUK
Duke Energy Corporation
9.53%12.72%15.56%-1.63%2.03%19.11%4.77%10.29%7.41%12.96%
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 DUK and T is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.42

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

0.42

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jul 19, 1984

0.36

Fundamentals

Market Cap

DUK:

$98.11B

T:

$152.52B

EPS

DUK:

$6.61

T:

$3.05

PE Ratio

DUK:

19.05

T:

7.19

PEG Ratio

DUK:

1.49

T:

0.30

PS Ratio

DUK:

2.94

T:

1.25

Total Revenue (TTM)

DUK:

$33.29B

T:

$125.65B

Gross Profit (TTM)

DUK:

$19.45B

T:

$105.41B

EBITDA (TTM)

DUK:

$15.91B

T:

$54.70B

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Return for Risk

DUK vs. T — Risk / Return Rank

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

DUK
DUK Risk / Return Rank: 6363
Overall Rank
DUK Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DUK Sortino Ratio Rank: 6060
Sortino Ratio Rank
DUK Omega Ratio Rank: 5757
Omega Ratio Rank
DUK Calmar Ratio Rank: 6666
Calmar Ratio Rank
DUK Martin Ratio Rank: 6666
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.

DUK vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) 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.


DUKTDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.12

0.92

+0.20

Calmar ratioReturn relative to maximum drawdown

0.95

-0.46

+1.42

Martin ratioReturn relative to average drawdown

2.16

-1.03

+3.20

DUK vs. T - Sharpe Ratio Comparison

The current DUK Sharpe Ratio is 0.66, which is higher than the T Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of DUK 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

DUK vs. T - Drawdown Comparison

The maximum DUK drawdown since its inception was -71.92%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for DUK and T.


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Drawdown Indicators


DUKTDifference

Max Drawdown

Largest peak-to-trough decline

-71.92%

-64.15%

-7.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-28.89%

+18.01%

Max Drawdown (3Y)

Largest decline over 3 years

-11.59%

-28.89%

+17.30%

Max Drawdown (5Y)

Largest decline over 5 years

-24.16%

-32.01%

+7.85%

Max Drawdown (10Y)

Largest decline over 10 years

-37.37%

-42.35%

+4.98%

Current Drawdown

Current decline from peak

-4.62%

-21.57%

+16.95%

Average Drawdown

Average peak-to-trough decline

-10.84%

-15.74%

+4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

12.94%

-8.17%

Volatility

DUK vs. T - Volatility Comparison

The current volatility for Duke Energy Corporation (DUK) is 6.19%, while AT&T Inc. (T) has a volatility of 9.59%. This indicates that DUK 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


DUKTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

9.59%

-3.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

19.91%

-7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

23.72%

-8.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.93%

24.38%

-6.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.45%

23.92%

-3.47%

Dividends

DUK vs. T - Dividend Comparison

DUK's dividend yield for the trailing twelve months is around 3.66%, less than T's 6.58% yield.


PositionTTM20252024202320222021202020192018201720162015
DUK
Duke Energy Corporation
3.66%3.60%3.84%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%
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

DUK vs. T - Financials Comparison

This section allows you to compare key financial metrics between Duke Energy Corporation 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


0.0010.00B20.00B30.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
9.18B
33.47B
(DUK) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DUK and T have a correlation of 0.34, 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 DUK (6.19%). In terms of maximum drawdown, DUK dropped -71.92% vs T's -64.15%.

DUK currently has the higher Sharpe Ratio (0.66 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 DUK and T

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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