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 6.16%/yr vs 2.37%/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 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%
F vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
F:
-$1.52
T:
$3.04
F:
0.30
T:
1.26
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 | +1.82 | ||
| 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 |
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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 | -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 DrawdownCurrent decline from peak | -37.74% | -23.26% | -14.48% |
Average DrawdownAverage peak-to-trough decline | -44.69% | -15.72% | -28.97% |
Ulcer IndexDepth 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
| F | T | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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.
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.
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