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F vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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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Returns By Period

In the year-to-date period, F achieves a 10.08% return, which is significantly higher than T's -9.05% return. Over the past 10 years, F has outperformed T with an annualized return of 6.16%, while T has yielded a comparatively lower 2.37% annualized return.


F

1D
0.36%
1M
-5.49%
YTD
10.08%
6M
7.30%
1Y
39.81%
3Y*
6.72%
5Y*
3.27%
10Y*
6.16%

T

1D
0.41%
1M
-12.51%
YTD
-9.05%
6M
-7.03%
1Y
-16.95%
3Y*
18.94%
5Y*
6.49%
10Y*
2.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

F vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
F
Ford Motor Company
10.08%42.35%-13.10%10.18%-42.18%137.48%-3.88%29.64%-34.35%8.73%
T
AT&T Inc.
-9.05%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between F and T is 0.01, 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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 19, 1984

0.29

Over the past year, the correlation between F and T has dropped to 0.01 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

Fundamentals

EPS

F:

-$1.52

T:

$3.04

PS Ratio

F:

0.30

T:

1.26

Total Revenue (TTM)

F:

$189.86B

T:

$125.65B

Gross Profit (TTM)

F:

$17.42B

T:

$105.41B

EBITDA (TTM)

F:

$9.99B

T:

$54.70B

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Return for Risk

F vs. T — Risk / Return Rank

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

F
F Risk / Return Rank: 7373
Overall Rank
F Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
F Sortino Ratio Rank: 7474
Sortino Ratio Rank
F Omega Ratio Rank: 7171
Omega Ratio Rank
F Calmar Ratio Rank: 7373
Calmar Ratio Rank
F Martin Ratio Rank: 7474
Martin Ratio Rank

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1515
Calmar Ratio Rank
T Martin Ratio Rank: 55
Martin Ratio Rank
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.

F vs. T - Risk-Adjusted Trends 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.

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.


FTDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.85

Omega ratioGain probability vs. loss probability

1.22

0.89

+0.34

Calmar ratioReturn relative to maximum drawdown

1.79

-0.72

+2.51

Martin ratioReturn relative to average drawdown

4.42

-1.54

+5.96

F vs. T - Sharpe Ratio Comparison

The current F Sharpe Ratio is 1.07, which is higher than the T Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of F 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.


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Drawdowns

F vs. T - Drawdown Comparison

The maximum F drawdown since its inception was -97.07%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for F and T.


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Drawdown Indicators


FTDifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

-64.15%

-32.92%

Max Drawdown (1Y)

Largest decline over 1 year

-22.31%

-23.57%

+1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-36.51%

-23.57%

-12.94%

Max Drawdown (5Y)

Largest decline over 5 years

-58.62%

-32.01%

-26.61%

Max Drawdown (10Y)

Largest decline over 10 years

-64.77%

-42.35%

-22.42%

Current Drawdown

Current decline from peak

-37.74%

-23.26%

-14.48%

Average Drawdown

Average peak-to-trough decline

-44.69%

-15.72%

-28.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.02%

11.06%

-2.04%

Volatility

F vs. T - Volatility Comparison

Ford Motor Company (F) has a higher volatility of 16.18% compared to AT&T Inc. (T) at 7.92%. This indicates that F'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


FTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.18%

7.92%

+8.26%

Volatility (6M)

Calculated over the trailing 6-month period

29.74%

18.08%

+11.66%

Volatility (1Y)

Calculated over the trailing 1-year period

37.60%

22.46%

+15.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.47%

24.08%

+15.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.53%

23.77%

+13.76%

Dividends

F vs. T - Dividend Comparison

F's dividend yield for the trailing twelve months is around 4.25%, less than T's 5.02% yield.


PositionTTM20252024202320222021202020192018201720162015
F
Ford Motor Company
4.25%5.72%7.88%4.92%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%
T
AT&T Inc.
5.02%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

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


30.00B35.00B40.00B45.00B50.00B20222023202420252026
43.25B
33.47B
(F) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


F and T have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

F has higher volatility (16.18%) compared to T (7.92%). In terms of maximum drawdown, F dropped -97.07% vs T's -64.15%.

F currently has the higher Sharpe Ratio (1.07 vs -0.76), 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.

Portfolio Optimizer

Find the right allocation for F and T

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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