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

Performance

GLW vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corning Incorporated (GLW) 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, GLW achieves a 75.45% return, which is significantly higher than T's -7.04% return. Over the past 10 years, GLW has outperformed T with an annualized return of 24.75%, while T has yielded a comparatively lower 2.10% annualized return.


GLW

1D
-0.98%
1M
-21.45%
6M
63.08%
YTD
75.45%
1Y
186.56%
3Y*
70.31%
5Y*
33.64%
10Y*
24.75%
ALL TIME*
10.35%

T

1D
0.64%
1M
2.62%
6M
-2.84%
YTD
-7.04%
1Y
-13.37%
3Y*
20.93%
5Y*
7.13%
10Y*
2.10%
ALL TIME*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLW vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLW
Corning Incorporated
75.45%87.76%60.64%-1.23%-11.56%5.92%27.57%-1.02%-3.28%34.63%
T
AT&T Inc.
-7.04%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between GLW and T is -0.26, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.26

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

-0.05

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

0.13

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

0.23

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

0.26

The correlation between GLW and T shifts across timeframes, from -0.26 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GLW:

$131.88B

T:

$152.52B

EPS

GLW:

$2.10

T:

$3.05

PE Ratio

GLW:

72.82

T:

7.19

PEG Ratio

GLW:

1.77

T:

0.30

PS Ratio

GLW:

8.08

T:

1.25

Total Revenue (TTM)

GLW:

$16.32B

T:

$125.65B

Gross Profit (TTM)

GLW:

$5.93B

T:

$105.41B

EBITDA (TTM)

GLW:

$3.77B

T:

$54.70B

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Return for Risk

GLW vs. T — Risk / Return Rank

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

GLW
GLW Risk / Return Rank: 9595
Overall Rank
GLW Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GLW Sortino Ratio Rank: 9393
Sortino Ratio Rank
GLW Omega Ratio Rank: 9393
Omega Ratio Rank
GLW Calmar Ratio Rank: 9494
Calmar Ratio Rank
GLW Martin Ratio Rank: 9797
Martin Ratio Rank

T
T Risk / Return Rank: 2222
Overall Rank
T Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
T Sortino Ratio Rank: 1919
Sortino Ratio Rank
T Omega Ratio Rank: 2020
Omega Ratio Rank
T Calmar Ratio Rank: 2929
Calmar Ratio Rank
T Martin Ratio Rank: 2323
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.

GLW vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) 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.


GLWTDifference
Sharpe ratioReturn per unit of total volatility

+3.41

Sortino ratioReturn per unit of downside risk

+3.75

Omega ratioGain probability vs. loss probability

1.42

0.92

+0.50

Calmar ratioReturn relative to maximum drawdown

4.68

-0.46

+5.14

Martin ratioReturn relative to average drawdown

18.80

-1.03

+19.83

GLW vs. T - Sharpe Ratio Comparison

The current GLW Sharpe Ratio is 2.84, which is higher than the T Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of GLW 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

GLW vs. T - Drawdown Comparison

The maximum GLW drawdown since its inception was -99.02%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for GLW and T.


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Drawdown Indicators


GLWTDifference

Max Drawdown

Largest peak-to-trough decline

-99.02%

-64.15%

-34.87%

Max Drawdown (1Y)

Largest decline over 1 year

-40.12%

-28.89%

-11.23%

Max Drawdown (3Y)

Largest decline over 3 years

-40.12%

-28.89%

-11.23%

Max Drawdown (5Y)

Largest decline over 5 years

-40.12%

-32.01%

-8.11%

Max Drawdown (10Y)

Largest decline over 10 years

-48.80%

-42.35%

-6.45%

Current Drawdown

Current decline from peak

-40.12%

-21.57%

-18.55%

Average Drawdown

Average peak-to-trough decline

-50.43%

-15.74%

-34.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.97%

12.94%

-2.97%

Volatility

GLW vs. T - Volatility Comparison

Corning Incorporated (GLW) has a higher volatility of 34.70% compared to AT&T Inc. (T) at 9.59%. This indicates that GLW'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


GLWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.70%

9.59%

+25.11%

Volatility (6M)

Calculated over the trailing 6-month period

60.48%

19.91%

+40.57%

Volatility (1Y)

Calculated over the trailing 1-year period

66.21%

23.72%

+42.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.95%

24.38%

+14.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.53%

23.92%

+11.61%

Dividends

GLW vs. T - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 0.73%, less than T's 6.58% yield.


PositionTTM20252024202320222021202020192018201720162015
GLW
Corning Incorporated
0.73%1.28%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%
T
AT&T Inc.
6.58%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

GLW vs. T - Financials Comparison

This section allows you to compare key financial metrics between Corning Incorporated 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


0.0010.00B20.00B30.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
4.14B
33.47B
(GLW) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


GLW and T have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLW has higher volatility (34.70%) compared to T (9.59%). In terms of maximum drawdown, GLW dropped -99.02% vs T's -64.15%.

GLW currently has the higher Sharpe Ratio (2.84 vs -0.57), 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 GLW and T

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