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 6.07%/yr vs 2.70%/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 9.22% return, which is significantly higher than T's -6.13% return. Over the past 10 years, F has outperformed T with an annualized return of 6.07%, while T has yielded a comparatively lower 2.70% annualized return.
F
- 1D
- -0.78%
- 1M
- -6.23%
- YTD
- 9.22%
- 6M
- 7.83%
- 1Y
- 36.65%
- 3Y*
- 6.44%
- 5Y*
- 3.32%
- 10Y*
- 6.07%
T
- 1D
- 3.21%
- 1M
- -9.70%
- YTD
- -6.13%
- 6M
- -4.67%
- 1Y
- -15.59%
- 3Y*
- 20.20%
- 5Y*
- 7.06%
- 10Y*
- 2.70%
F vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 9.22% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -34.35% | 8.73% |
T AT&T Inc. | -6.13% | 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 -0.00, 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 | -0.00 |
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 |
The correlation between F and T shifts across timeframes, from -0.00 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
F:
-$1.52
T:
$3.04
F:
0.30
T:
1.31
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 | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.90 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | -0.66 | +2.31 |
| Martin ratioReturn relative to average drawdown | 4.04 | -1.40 | +5.44 |
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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 | -38.22% | -20.80% | -17.42% |
Average DrawdownAverage peak-to-trough decline | -44.69% | -15.72% | -28.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.11% | 11.14% | -2.03% |
Volatility
F vs. T - Volatility Comparison
Ford Motor Company (F) has a higher volatility of 15.89% compared to AT&T Inc. (T) at 8.49%. 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 | 15.89% | 8.49% | +7.40% |
Volatility (6M)Calculated over the trailing 6-month period | 29.75% | 18.37% | +11.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.54% | 22.66% | +14.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.44% | 24.12% | +15.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.48% | 23.79% | +13.69% |
Dividends
F vs. T - Dividend Comparison
F's dividend yield for the trailing twelve months is around 4.29%, less than T's 4.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 4.29% | 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. | 4.87% | 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 -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
F has higher volatility (15.89%) compared to T (8.49%). In terms of maximum drawdown, F dropped -97.07% vs T's -64.15%.
F currently has the higher Sharpe Ratio (0.98 vs -0.69), 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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