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

HWC vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Market Cap

HWC:

$6.12B

T:

$146.82B

EPS

HWC:

$4.93

T:

$3.05

PE Ratio

HWC:

15.30

T:

6.93

PEG Ratio

HWC:

4.04

T:

0.29

PS Ratio

HWC:

4.14

T:

1.21

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: 7272
Overall Rank
HWC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HWC Sortino Ratio Rank: 6868
Sortino Ratio Rank
HWC Omega Ratio Rank: 7070
Omega Ratio Rank
HWC Calmar Ratio Rank: 7373
Calmar Ratio Rank
HWC Martin Ratio Rank: 7373
Martin Ratio Rank

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 99
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1818
Calmar Ratio Rank
T Martin Ratio Rank: 44
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

+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

HWC vs. T - Sharpe Ratio Comparison

The current HWC Sharpe Ratio is 0.99, which is higher than the T Sharpe Ratio of -0.85. 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%

-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 Drawdown

Current decline from peak

-0.33%

-25.65%

+25.32%

Average Drawdown

Average peak-to-trough decline

-21.36%

-15.73%

-5.63%

Ulcer Index

Depth 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


HWCTDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.


Quarterly
Annual

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


0.0010.00B20.00B30.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
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 (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.

Portfolio Optimizer

Find the right allocation for HWC and T

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