DUK vs. T

Last updated Jun 9, 2026

DUK (Duke Energy Corporation) and T (AT&T Inc.) are both stocks. DUK operates in Utilities - Regulated Electric (Utilities), while T operates in Telecom Services (Communication Services). Over the past 10 years, DUK returned 8.48%/yr vs 2.86%/yr for T. At a 0.36 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, DUK achieves a 5.92% return, which is significantly higher than T's -7.40% return. Over the past 10 years, DUK has outperformed T with an annualized return of 8.48%, while T has yielded a comparatively lower 2.86% annualized return.

DUK

• 1D: -1.75%
• 1M: -0.86%
• YTD: 5.92%
• 6M: 7.75%
• 1Y: 9.62%
• 3Y*: 14.39%
• 5Y*: 7.87%
• 10Y*: 8.48%

T

• 1D: -1.10%
• 1M: -10.57%
• YTD: -7.40%
• 6M: -7.40%
• 1Y: -16.38%
• 3Y*: 18.39%
• 5Y*: 6.60%
• 10Y*: 2.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DUK vs. T - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DUK Duke Energy Corporation	5.92%	12.72%	15.56%	-1.63%	2.03%	19.11%	4.77%	10.29%	7.41%	12.96%
T AT&T Inc.	-7.40%	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 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.41
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 20, 1984	0.36

Fundamentals

EPS DUK : $6.61 T : $3.04
PE Ratio DUK : 18.47 T : 7.39
PEG Ratio DUK : 1.45 T : 0.31
PS Ratio DUK : 2.85 T : 1.29
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

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: 59
DUK Sharpe Ratio Rank: 64
DUK Sortino Ratio Rank: 55
DUK Omega Ratio Rank: 53
DUK Calmar Ratio Rank: 61
DUK Martin Ratio Rank: 62

T

T Risk / Return Rank: 11
T Sharpe Ratio Rank: 11
T Sortino Ratio Rank: 12
T Omega Ratio Rank: 13
T Calmar Ratio Rank: 14
T Martin Ratio Rank: 4

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.

	DUK	T	Difference
Sharpe ratio: Return per unit of total volatility	0.66	-0.75	+1.41
Sortino ratio: Return per unit of downside risk	1.01	-0.98	+1.99
Omega ratio: Gain probability vs. loss probability	1.12	0.89	+0.23
Calmar ratio: Return relative to maximum drawdown	0.89	-0.75	+1.64
Martin ratio: Return relative to average drawdown	2.14	-1.59	+3.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DUK vs. T - Sharpe Ratio Comparison

The current DUK Sharpe Ratio is 0.66, which is higher than the T Sharpe Ratio of -0.75. 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.

Sharpe Ratios by Period

	DUK	T	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.66	-0.75	+1.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.28	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.12	+0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.38	+0.11

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.

Drawdown Indicators

	DUK	T	Difference
Max Drawdown Largest peak-to-trough decline	-71.92%	-64.15%	-7.77%
Max Drawdown (1Y) Largest decline over 1 year	-10.88%	-21.87%	+10.99%
Max Drawdown (3Y) Largest decline over 3 years	-11.59%	-21.87%	+10.28%
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	-7.76%	-21.87%	+14.11%
Average Drawdown Average peak-to-trough decline	-10.85%	-15.72%	+4.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.51%	10.34%	-5.83%

Volatility

DUK vs. T - Volatility Comparison

The current volatility for Duke Energy Corporation (DUK) is 5.37%, while AT&T Inc. (T) has a volatility of 7.50%. 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.

Volatility by Period

	DUK	T	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.37%	7.50%	-2.13%
Volatility (6M) Calculated over the trailing 6-month period	11.14%	17.57%	-6.43%
Volatility (1Y) Calculated over the trailing 1-year period	14.64%	21.98%	-7.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.83%	23.97%	-6.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.40%	23.71%	-3.31%

Dividends

DUK vs. T - Dividend Comparison

DUK's dividend yield for the trailing twelve months is around 3.49%, less than T's 4.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DUK Duke Energy Corporation	3.49%	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.	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

Frequently Asked Questions

Can I hold both DUK and T in my portfolio?

DUK and T have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUK or T?

T has higher volatility (7.50%) compared to DUK (5.37%). In terms of maximum drawdown, DUK dropped -71.92% vs T's -64.15%.

Which has better risk-adjusted returns?

DUK currently has the higher Sharpe Ratio (0.66 vs -0.75), 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.