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

Performance

HWC vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hancock Whitney Corporation (HWC) 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, HWC achieves a 12.81% return, which is significantly higher than T's -9.05% return. Over the past 10 years, HWC has outperformed T with an annualized return of 13.98%, while T has yielded a comparatively lower 2.37% annualized return.


HWC

1D
0.77%
1M
5.62%
YTD
12.81%
6M
9.01%
1Y
35.09%
3Y*
27.46%
5Y*
12.23%
10Y*
13.98%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HWC vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HWC
Hancock Whitney Corporation
12.81%20.02%16.07%3.30%-1.23%50.58%-19.11%30.21%-28.49%17.20%
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 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

0.10

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

0.33

Over the past year, the correlation between HWC and T has dropped to 0.08 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Fundamentals

EPS

HWC:

$4.90

T:

$3.04

PE Ratio

HWC:

14.46

T:

7.26

PEG Ratio

HWC:

3.82

T:

0.30

PS Ratio

HWC:

3.91

T:

1.26

Total Revenue (TTM)

HWC:

$1.53B

T:

$125.65B

Gross Profit (TTM)

HWC:

$1.12B

T:

$105.41B

EBITDA (TTM)

HWC:

$496.74M

T:

$54.70B

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Return for Risk

HWC vs. T — Risk / Return Rank

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

HWC
HWC Risk / Return Rank: 7575
Overall Rank
HWC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
HWC Sortino Ratio Rank: 7373
Sortino Ratio Rank
HWC Omega Ratio Rank: 7575
Omega Ratio Rank
HWC Calmar Ratio Rank: 7575
Calmar Ratio Rank
HWC Martin Ratio Rank: 7575
Martin Ratio Rank

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1515
Calmar Ratio Rank
T Martin Ratio Rank: 55
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.

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.


HWCTDifference
Sharpe ratioReturn per unit of total volatility

+2.10

Sortino ratioReturn per unit of downside risk

+2.79

Omega ratioGain probability vs. loss probability

1.25

0.89

+0.37

Calmar ratioReturn relative to maximum drawdown

2.02

-0.72

+2.74

Martin ratioReturn relative to average drawdown

4.76

-1.54

+6.29

HWC vs. T - Sharpe Ratio Comparison

The current HWC Sharpe Ratio is 1.34, which is higher than the T Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of HWC 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

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


HWCTDifference

Max Drawdown

Largest peak-to-trough decline

-70.93%

-64.15%

-6.78%

Max Drawdown (1Y)

Largest decline over 1 year

-17.45%

-23.57%

+6.12%

Max Drawdown (3Y)

Largest decline over 3 years

-25.77%

-23.57%

-2.20%

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 Drawdown

Current decline from peak

-3.46%

-23.26%

+19.80%

Average Drawdown

Average peak-to-trough decline

-21.40%

-15.72%

-5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.40%

11.06%

-3.66%

Volatility

HWC vs. T - Volatility Comparison

The current volatility for Hancock Whitney Corporation (HWC) is 6.03%, while AT&T Inc. (T) has a volatility of 7.92%. 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


HWCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

7.92%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

17.31%

18.08%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

26.35%

22.46%

+3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.04%

24.08%

+8.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.27%

23.77%

+15.50%

Dividends

HWC vs. T - Dividend Comparison

HWC's dividend yield for the trailing twelve months is around 2.68%, less than T's 5.02% yield.


PositionTTM20252024202320222021202020192018201720162015
HWC
Hancock Whitney Corporation
2.68%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.
5.02%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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B20222023202420252026
2.54K
33.47B
(HWC) Total Revenue
(T) Total Revenue
Values in USD except per share items

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 (7.92%) compared to HWC (6.03%). In terms of maximum drawdown, HWC dropped -70.93% vs T's -64.15%.

HWC currently has the higher Sharpe Ratio (1.34 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.

Portfolio Optimizer

Find the right allocation for HWC and T

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