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F vs. T
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between F and T is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

F vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ford Motor Company (F) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

F:

-0.15

T:

2.82

Sortino Ratio

F:

0.04

T:

3.44

Omega Ratio

F:

1.01

T:

1.50

Calmar Ratio

F:

-0.11

T:

3.53

Martin Ratio

F:

-0.24

T:

22.87

Ulcer Index

F:

24.47%

T:

2.91%

Daily Std Dev

F:

37.85%

T:

23.57%

Max Drawdown

F:

-95.49%

T:

-63.88%

Current Drawdown

F:

-45.40%

T:

-3.43%

Fundamentals

Market Cap

F:

$42.35B

T:

$190.32B

EPS

F:

$1.25

T:

$1.63

PE Ratio

F:

8.52

T:

16.22

PEG Ratio

F:

4.12

T:

1.08

PS Ratio

F:

0.23

T:

1.55

PB Ratio

F:

0.94

T:

1.83

Total Revenue (TTM)

F:

$182.87B

T:

$122.93B

Gross Profit (TTM)

F:

$25.58B

T:

$79.33B

EBITDA (TTM)

F:

$13.13B

T:

$45.22B

Returns By Period

In the year-to-date period, F achieves a 13.77% return, which is significantly lower than T's 22.87% return. Over the past 10 years, F has underperformed T with an annualized return of 1.75%, while T has yielded a comparatively higher 7.97% annualized return.


F

YTD

13.77%

1M

15.42%

6M

1.75%

1Y

-5.81%

5Y*

23.13%

10Y*

1.75%

T

YTD

22.87%

1M

-0.62%

6M

25.74%

1Y

65.96%

5Y*

12.97%

10Y*

7.97%

*Annualized

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Risk-Adjusted Performance

F vs. T — Risk-Adjusted Performance Rank

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

F
The Risk-Adjusted Performance Rank of F is 4141
Overall Rank
The Sharpe Ratio Rank of F is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of F is 3737
Sortino Ratio Rank
The Omega Ratio Rank of F is 3737
Omega Ratio Rank
The Calmar Ratio Rank of F is 4444
Calmar Ratio Rank
The Martin Ratio Rank of F is 4545
Martin Ratio Rank

T
The Risk-Adjusted Performance Rank of T is 9898
Overall Rank
The Sharpe Ratio Rank of T is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of T is 9797
Sortino Ratio Rank
The Omega Ratio Rank of T is 9696
Omega Ratio Rank
The Calmar Ratio Rank of T is 9898
Calmar Ratio Rank
The Martin Ratio Rank of T is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

F vs. T - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (F) 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.


The current F Sharpe Ratio is -0.15, which is lower than the T Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of F and T, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

F vs. T - Dividend Comparison

F's dividend yield for the trailing twelve months is around 6.98%, more than T's 4.06% yield.


TTM20242023202220212020201920182017201620152014
F
Ford Motor Company
6.98%7.88%10.25%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%3.23%
T
AT&T Inc.
4.06%4.87%6.62%7.35%11.19%9.58%6.91%9.28%6.67%5.98%7.23%7.25%

Drawdowns

F vs. T - Drawdown Comparison

The maximum F drawdown since its inception was -95.49%, which is greater than T's maximum drawdown of -63.88%. Use the drawdown chart below to compare losses from any high point for F and T. For additional features, visit the drawdowns tool.


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Volatility

F vs. T - Volatility Comparison

The current volatility for Ford Motor Company (F) is 6.52%, while AT&T Inc. (T) has a volatility of 8.55%. This indicates that F 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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Financials

F vs. T - Financials Comparison

This section allows you to compare key financial metrics between Ford Motor Company 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


15.00B20.00B25.00B30.00B35.00B40.00B45.00B50.00B20212022202320242025
40.66B
30.63B
(F) Total Revenue
(T) Total Revenue
Values in USD except per share items

F vs. T - Profitability Comparison

The chart below illustrates the profitability comparison between Ford Motor Company and AT&T Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20212022202320242025
6.8%
79.3%
(F) Gross Margin
(T) Gross Margin
F - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Ford Motor Company reported a gross profit of 2.75B and revenue of 40.66B. Therefore, the gross margin over that period was 6.8%.

T - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AT&T Inc. reported a gross profit of 24.29B and revenue of 30.63B. Therefore, the gross margin over that period was 79.3%.

F - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Ford Motor Company reported an operating income of 319.00M and revenue of 40.66B, resulting in an operating margin of 0.8%.

T - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AT&T Inc. reported an operating income of 5.75B and revenue of 30.63B, resulting in an operating margin of 18.8%.

F - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Ford Motor Company reported a net income of 471.00M and revenue of 40.66B, resulting in a net margin of 1.2%.

T - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AT&T Inc. reported a net income of 4.35B and revenue of 30.63B, resulting in a net margin of 14.2%.