F vs. T
F (Ford Motor Company) and T (AT&T Inc.) are both stocks. F operates in Auto Manufacturers (Consumer Cyclical), while T operates in Telecom Services (Communication Services). Over the past 10 years, F returned 5.11%/yr vs 1.81%/yr for T. At a 0.29 correlation, their price movements are largely independent.
Performance
F vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, F achieves a 8.05% return, which is significantly higher than T's -10.13% return. Over the past 10 years, F has outperformed T with an annualized return of 5.11%, while T has yielded a comparatively lower 1.81% annualized return.
F
- 1D
- -1.07%
- 1M
- -6.67%
- 6M
- 1.04%
- YTD
- 8.05%
- 1Y
- 23.37%
- 3Y*
- 3.74%
- 5Y*
- 4.52%
- 10Y*
- 5.11%
T
- 1D
- 1.99%
- 1M
- -7.39%
- 6M
- -7.05%
- YTD
- -10.13%
- 1Y
- -16.34%
- 3Y*
- 20.29%
- 5Y*
- 6.14%
- 10Y*
- 1.81%
F vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 8.05% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -34.35% | 8.73% |
T AT&T Inc. | -10.13% | 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 | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
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
F:
$54.28B
T:
$149.84B
F:
-$1.51
T:
$3.05
F:
0.29
T:
1.23
F:
$189.86B
T:
$125.65B
F:
$17.42B
T:
$105.41B
F:
$9.99B
T:
$54.70B
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Return for Risk
F vs. T — Risk / Return Rank
F
T
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.
| F | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.90 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | -0.57 | +1.57 |
| Martin ratioReturn relative to average drawdown | 2.28 | -1.31 | +3.59 |
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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
| F | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.07% | -64.15% | -32.92% |
Max Drawdown (1Y)Largest decline over 1 year | -23.39% | -28.89% | +5.50% |
Max Drawdown (3Y)Largest decline over 3 years | -36.51% | -28.89% | -7.62% |
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 DrawdownCurrent decline from peak | -38.88% | -24.17% | -14.71% |
Average DrawdownAverage peak-to-trough decline | -44.69% | -15.73% | -28.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.26% | 12.52% | -2.26% |
Volatility
F vs. T - Volatility Comparison
The current volatility for Ford Motor Company (F) is 8.33%, while AT&T Inc. (T) has a volatility of 10.00%. 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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Volatility by Period
| F | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.33% | 10.00% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 29.83% | 19.81% | +10.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.46% | 23.52% | +13.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.47% | 24.36% | +15.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.48% | 23.90% | +13.58% |
Dividends
F vs. T - Dividend Comparison
F's dividend yield for the trailing twelve months is around 4.33%, less than T's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 4.33% | 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. | 5.15% | 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.
Total Revenue: Total amount of money received from sales and other business activities
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.
T has higher volatility (10.00%) compared to F (8.33%). In terms of maximum drawdown, F dropped -97.07% vs T's -64.15%.
F currently has the higher Sharpe Ratio (0.63 vs -0.70), 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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