EBAY vs. T
EBAY (eBay Inc.) and T (AT&T Inc.) are both stocks. EBAY operates in Internet Retail (Consumer Cyclical), while T operates in Telecom Services (Communication Services). Over the past 10 years, EBAY returned 17.68%/yr vs 2.86%/yr for T. At a 0.25 correlation, their price movements are largely independent.
Performance
EBAY vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, EBAY achieves a 25.26% return, which is significantly higher than T's -7.40% return. Over the past 10 years, EBAY has outperformed T with an annualized return of 17.68%, while T has yielded a comparatively lower 2.86% annualized return.
EBAY
- 1D
- -0.83%
- 1M
- 0.98%
- YTD
- 25.26%
- 6M
- 30.12%
- 1Y
- 39.72%
- 3Y*
- 35.62%
- 5Y*
- 12.40%
- 10Y*
- 17.68%
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%
EBAY vs. T - Yearly Performance Comparison
Correlation
The correlation between EBAY and T is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 1998 | 0.25 |
The correlation between EBAY and T shifts across timeframes, from -0.02 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
EBAY:
$4.40
T:
$3.04
EBAY:
24.64
T:
7.39
EBAY:
1.33
T:
0.31
EBAY:
4.33
T:
1.29
EBAY:
$11.60B
T:
$125.65B
EBAY:
$8.36B
T:
$105.41B
EBAY:
$2.69B
T:
$54.70B
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Return for Risk
EBAY vs. T — Risk / Return Rank
EBAY
T
EBAY vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for eBay Inc. (EBAY) 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.
| EBAY | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.89 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | -0.75 | +2.68 |
| Martin ratioReturn relative to average drawdown | 4.05 | -1.59 | +5.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EBAY | T | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | -0.75 | +1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.28 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.12 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.38 | +0.03 |
Drawdowns
EBAY vs. T - Drawdown Comparison
The maximum EBAY drawdown since its inception was -82.56%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for EBAY and T.
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Drawdown Indicators
| EBAY | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.56% | -64.15% | -18.41% |
Max Drawdown (1Y)Largest decline over 1 year | -20.67% | -21.87% | +1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -22.08% | -21.87% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -53.58% | -32.01% | -21.57% |
Max Drawdown (10Y)Largest decline over 10 years | -53.58% | -42.35% | -11.23% |
Current DrawdownCurrent decline from peak | -8.59% | -21.87% | +13.28% |
Average DrawdownAverage peak-to-trough decline | -29.13% | -15.72% | -13.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.84% | 10.34% | -0.50% |
Volatility
EBAY vs. T - Volatility Comparison
eBay Inc. (EBAY) has a higher volatility of 8.62% compared to AT&T Inc. (T) at 7.50%. This indicates that EBAY'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
| EBAY | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.62% | 7.50% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 24.39% | 17.57% | +6.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.54% | 21.98% | +16.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.66% | 23.97% | +8.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.15% | 23.71% | +7.44% |
Dividends
EBAY vs. T - Dividend Comparison
EBAY's dividend yield for the trailing twelve months is around 1.11%, less than T's 4.93% yield.
Financials
EBAY vs. T - Financials Comparison
This section allows you to compare key financial metrics between eBay 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EBAY and T have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EBAY has higher volatility (8.62%) compared to T (7.50%). In terms of maximum drawdown, EBAY dropped -82.56% vs T's -64.15%.
EBAY currently has the higher Sharpe Ratio (1.04 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.
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