HWC vs. T
HWC (Hancock Whitney Corporation) and T (AT&T Inc.) are both stocks. HWC operates in Banks - Regional (Financial Services), while T operates in Telecom Services (Communication Services). Over the past 10 years, HWC returned 13.71%/yr vs 1.72%/yr for T. At a 0.32 correlation, their price movements are largely independent.
Performance
HWC vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, HWC achieves a 20.19% return, which is significantly higher than T's -11.88% return. Over the past 10 years, HWC has outperformed T with an annualized return of 13.71%, while T has yielded a comparatively lower 1.72% annualized return.
HWC
- 1D
- 0.63%
- 1M
- 4.01%
- 6M
- 12.44%
- YTD
- 20.19%
- 1Y
- 30.30%
- 3Y*
- 26.71%
- 5Y*
- 14.40%
- 10Y*
- 13.71%
T
- 1D
- 1.77%
- 1M
- -9.19%
- 6M
- -8.76%
- YTD
- -11.88%
- 1Y
- -17.97%
- 3Y*
- 17.56%
- 5Y*
- 5.58%
- 10Y*
- 1.72%
HWC vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWC Hancock Whitney Corporation | 20.19% | 20.02% | 16.07% | 3.30% | -1.23% | 50.58% | -19.11% | 30.21% | -28.49% | 17.20% |
T AT&T Inc. | -11.88% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between HWC and T is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.32 |
Over the past year, the correlation between HWC and T has dropped to 0.08 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
HWC:
$6.12B
T:
$146.82B
HWC:
$4.93
T:
$3.05
HWC:
15.30
T:
6.93
HWC:
4.04
T:
0.29
HWC:
4.14
T:
1.21
HWC:
$1.53B
T:
$125.65B
HWC:
$1.12B
T:
$105.41B
HWC:
$496.74M
T:
$54.70B
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Return for Risk
HWC vs. T — Risk / Return Rank
HWC
T
HWC vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hancock Whitney Corporation (HWC) 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.
| HWC | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.84 | ||
| Sortino ratioReturn per unit of downside risk | +2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.87 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | -0.69 | +2.16 |
| Martin ratioReturn relative to average drawdown | 3.48 | -1.60 | +5.09 |
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Drawdowns
HWC vs. T - Drawdown Comparison
The maximum HWC drawdown since its inception was -70.93%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for HWC and T.
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Drawdown Indicators
| HWC | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.93% | -64.15% | -6.78% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -28.89% | +11.44% |
Max Drawdown (3Y)Largest decline over 3 years | -25.77% | -28.89% | +3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -41.90% | -32.01% | -9.89% |
Max Drawdown (10Y)Largest decline over 10 years | -70.93% | -42.35% | -28.58% |
Current DrawdownCurrent decline from peak | -0.33% | -25.65% | +25.32% |
Average DrawdownAverage peak-to-trough decline | -21.36% | -15.73% | -5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.40% | 12.43% | -5.03% |
Volatility
HWC vs. T - Volatility Comparison
The current volatility for Hancock Whitney Corporation (HWC) is 5.37%, while AT&T Inc. (T) has a volatility of 10.05%. This indicates that HWC 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
| HWC | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 10.05% | -4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 17.44% | 19.73% | -2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.94% | 23.51% | +2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.91% | 24.34% | +8.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.11% | 23.88% | +15.23% |
Dividends
HWC vs. T - Dividend Comparison
HWC's dividend yield for the trailing twelve months is around 2.52%, less than T's 5.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWC Hancock Whitney Corporation | 2.52% | 2.83% | 2.74% | 2.47% | 2.23% | 2.16% | 3.17% | 2.46% | 2.94% | 1.94% | 2.23% | 3.81% |
T AT&T Inc. | 5.25% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
HWC vs. T - Financials Comparison
This section allows you to compare key financial metrics between Hancock Whitney Corporation 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
HWC and T have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (10.05%) compared to HWC (5.37%). In terms of maximum drawdown, HWC dropped -70.93% vs T's -64.15%.
HWC currently has the higher Sharpe Ratio (0.99 vs -0.85), 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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