ETW vs. T
Compare and contrast key facts about Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) and AT&T Inc. (T).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETW or T.
Performance
ETW vs. T - Performance Comparison
Returns By Period
In the year-to-date period, ETW achieves a 19.03% return, which is significantly lower than T's 45.41% return. Over the past 10 years, ETW has outperformed T with an annualized return of 6.13%, while T has yielded a comparatively lower 4.81% annualized return.
ETW
19.03%
-0.55%
10.28%
21.33%
5.46%
6.13%
T
45.41%
6.88%
35.22%
50.90%
2.28%
4.81%
Fundamentals
| ETW | T |
|---|
Key characteristics
| ETW | T | |
|---|---|---|
| Sharpe Ratio | 1.75 | 2.57 |
| Sortino Ratio | 2.32 | 3.57 |
| Omega Ratio | 1.33 | 1.44 |
| Calmar Ratio | 1.14 | 1.73 |
| Martin Ratio | 12.17 | 14.91 |
| Ulcer Index | 1.77% | 3.40% |
| Daily Std Dev | 12.26% | 19.77% |
| Max Drawdown | -54.13% | -64.66% |
| Current Drawdown | -1.76% | -0.04% |
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Correlation
The correlation between ETW and T is 0.37, 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
ETW vs. T - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) 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.
Dividends
ETW vs. T - Dividend Comparison
ETW's dividend yield for the trailing twelve months is around 8.96%, more than T's 4.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETW Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund | 8.96% | 8.96% | 10.90% | 7.83% | 9.05% | 8.45% | 11.46% | 9.26% | 11.56% | 10.37% | 10.56% | 9.62% |
T AT&T Inc. | 4.83% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
Drawdowns
ETW vs. T - Drawdown Comparison
The maximum ETW drawdown since its inception was -54.13%, smaller than the maximum T drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for ETW and T. For additional features, visit the drawdowns tool.
Volatility
ETW vs. T - Volatility Comparison
The current volatility for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) is 3.40%, while AT&T Inc. (T) has a volatility of 5.62%. This indicates that ETW 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.
Financials
ETW vs. T - Financials Comparison
This section allows you to compare key financial metrics between Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund 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