ELPC vs. TBB

Last updated Jun 23, 2026

ELPC (Companhia Paranaense de Energia) and TBB (AT&T Inc. 5.35% GLB NTS 66) are both stocks. Over the past year, ELPC returned 50.35% vs -2.85% for TBB. At a 0.12 correlation, their price movements are largely independent.

Performance

ELPC vs. TBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Companhia Paranaense de Energia (ELPC) and AT&T Inc. 5.35% GLB NTS 66 (TBB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ELPC achieves a 32.80% return, which is significantly higher than TBB's -5.00% return.

ELPC

• 1D: 2.74%
• 1M: -0.85%
• YTD: 32.80%
• 6M: 39.70%
• 1Y: 50.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TBB

• 1D: -0.34%
• 1M: -2.14%
• YTD: -5.00%
• 6M: -5.17%
• 1Y: -2.85%
• 3Y*: 1.13%
• 5Y*: 0.22%
• 10Y*: —

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

ELPC vs. TBB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ELPC Companhia Paranaense de Energia	32.80%	89.60%	-30.59%	3.55%
TBB AT&T Inc. 5.35% GLB NTS 66	-5.00%	-3.34%	10.14%	-0.34%

Correlation

The correlation between ELPC and TBB is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (All Time) Calculated using the full available price history since Dec 29, 2023	0.12

Fundamentals

EPS ELPC : R$14.65 TBB : $3.04
PE Ratio ELPC : 4.09 TBB : 6.74
PEG Ratio ELPC : 0.03 TBB : 0.28
PS Ratio ELPC : 0.41 TBB : 1.17
Total Revenue (TTM) ELPC : R$27.27B TBB : $125.65B
Gross Profit (TTM) ELPC : R$6.94B TBB : $105.41B
EBITDA (TTM) ELPC : R$6.34B TBB : $54.70B

Return for Risk

ELPC vs. TBB — Risk / Return Rank

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

ELPC

ELPC Risk / Return Rank: 78
ELPC Sharpe Ratio Rank: 78
ELPC Sortino Ratio Rank: 73
ELPC Omega Ratio Rank: 71
ELPC Calmar Ratio Rank: 83
ELPC Martin Ratio Rank: 84

TBB

TBB Risk / Return Rank: 28
TBB Sharpe Ratio Rank: 28
TBB Sortino Ratio Rank: 21
TBB Omega Ratio Rank: 23
TBB Calmar Ratio Rank: 34
TBB Martin Ratio Rank: 32

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.

ELPC vs. TBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Companhia Paranaense de Energia (ELPC) and AT&T Inc. 5.35% GLB NTS 66 (TBB). 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.

	ELPC	TBB	Difference
Sharpe ratio: Return per unit of total volatility	1.26	-0.33	+1.60
Sortino ratio: Return per unit of downside risk	1.82	-0.43	+2.24
Omega ratio: Gain probability vs. loss probability	1.22	0.95	+0.27
Calmar ratio: Return relative to maximum drawdown	2.88	-0.25	+3.13
Martin ratio: Return relative to average drawdown	7.88	-0.55	+8.43

ELPC vs. TBB - Sharpe Ratio Comparison

The current ELPC Sharpe Ratio is 1.26, which is higher than the TBB Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of ELPC and TBB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ELPC vs. TBB - Drawdown Comparison

The maximum ELPC drawdown since its inception was -31.85%, which is greater than TBB's maximum drawdown of -16.09%. Use the drawdown chart below to compare losses from any high point for ELPC and TBB.

Drawdown Indicators

	ELPC	TBB	Difference
Max Drawdown Largest peak-to-trough decline	-31.85%	-16.09%	-15.76%
Max Drawdown (1Y) Largest decline over 1 year	-17.54%	-11.47%	-6.07%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.94%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.68%	—
Current Drawdown Current decline from peak	-13.14%	-10.90%	-2.24%
Average Drawdown Average peak-to-trough decline	-11.19%	-3.32%	-7.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.41%	5.23%	+1.18%

Volatility

ELPC vs. TBB - Volatility Comparison

Companhia Paranaense de Energia (ELPC) has a higher volatility of 8.01% compared to AT&T Inc. 5.35% GLB NTS 66 (TBB) at 2.04%. This indicates that ELPC's price experiences larger fluctuations and is considered to be riskier than TBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ELPC	TBB	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.01%	2.04%	+5.97%
Volatility (6M) Calculated over the trailing 6-month period	30.13%	5.08%	+25.05%
Volatility (1Y) Calculated over the trailing 1-year period	40.10%	8.62%	+31.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.92%	11.13%	+26.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.92%	10.94%	+26.98%

Dividends

ELPC vs. TBB - Dividend Comparison

ELPC's dividend yield for the trailing twelve months is around 6.88%, more than TBB's 6.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ELPC Companhia Paranaense de Energia	6.88%	2.86%	5.24%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TBB AT&T Inc. 5.35% GLB NTS 66	6.51%	6.01%	5.48%	5.70%	6.17%	5.13%	3.63%	4.99%	6.07%

Financials

Frequently Asked Questions

Can I hold both ELPC and TBB in my portfolio?

ELPC and TBB have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ELPC or TBB?

ELPC has higher volatility (8.01%) compared to TBB (2.04%). In terms of maximum drawdown, ELPC dropped -31.85% vs TBB's -16.09%.

Which has better risk-adjusted returns?

ELPC currently has the higher Sharpe Ratio (1.26 vs -0.33), 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.