IDT vs. T

Last updated Apr 1, 2026

Compare and contrast key facts about IDT Corporation (IDT) and AT&T Inc. (T).

Performance

IDT vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDT Corporation (IDT) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

IDT vs. T - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDT IDT Corporation	-3.98%	8.22%	40.09%	21.02%	-36.21%	257.28%	71.43%	16.48%	-29.46%	-38.46%
T AT&T Inc.	18.07%	13.97%	44.08%	-2.74%	5.76%	-8.09%	-21.37%	45.55%	-22.25%	-4.01%

Fundamentals

Market Cap IDT : $1.23B T : $208.12B
EPS IDT : $4.46 T : $3.04
PE Ratio IDT : 11.01 T : 9.52
PEG Ratio IDT : 0.76 T : 0.39
PS Ratio IDT : 0.98 T : 1.66
PB Ratio IDT : 3.63 T : 1.67
Total Revenue (TTM) IDT : $1.26B T : $125.65B
Gross Profit (TTM) IDT : $465.91M T : $100.22B
EBITDA (TTM) IDT : $123.73M T : $53.20B

Returns By Period

In the year-to-date period, IDT achieves a -3.98% return, which is significantly lower than T's 18.07% return. Over the past 10 years, IDT has outperformed T with an annualized return of 17.26%, while T has yielded a comparatively lower 5.86% annualized return.

IDT

• 1D: 0.16%
• 1M: -3.49%
• YTD: -3.98%
• 6M: -5.89%
• 1Y: -3.88%
• 3Y*: 13.35%
• 5Y*: 16.76%
• 10Y*: 17.26%

T

• 1D: 0.73%
• 1M: 3.50%
• YTD: 18.07%
• 6M: 4.97%
• 1Y: 6.99%
• 3Y*: 21.14%
• 5Y*: 11.20%
• 10Y*: 5.86%

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

Return for Risk

IDT vs. T — Risk / Return Rank

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

IDT

IDT Risk / Return Rank: 35
IDT Sharpe Ratio Rank: 36
IDT Sortino Ratio Rank: 32
IDT Omega Ratio Rank: 33
IDT Calmar Ratio Rank: 37
IDT Martin Ratio Rank: 38

T

T Risk / Return Rank: 49
T Sharpe Ratio Rank: 54
T Sortino Ratio Rank: 45
T Omega Ratio Rank: 44
T Calmar Ratio Rank: 51
T Martin Ratio Rank: 52

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.

IDT vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDT Corporation (IDT) 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.

	IDT	T	Difference
Sharpe ratio Return per unit of total volatility	-0.11	0.31	-0.42
Sortino ratio Return per unit of downside risk	0.10	0.58	-0.48
Omega ratio Gain probability vs. loss probability	1.01	1.07	-0.06
Calmar ratio Return relative to maximum drawdown	-0.15	0.36	-0.50
Martin ratio Return relative to average drawdown	-0.23	0.81	-1.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDT vs. T - Sharpe Ratio Comparison

The current IDT Sharpe Ratio is -0.11, which is lower than the T Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of IDT and T, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IDT	T	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.11	0.31	-0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.47	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.25	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.40	-0.28

Correlation

The correlation between IDT and T is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IDT vs. T - Dividend Comparison

IDT's dividend yield for the trailing twelve months is around 0.51%, less than T's 3.83% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDT IDT Corporation	0.51%	0.47%	0.42%	0.00%	0.00%	0.00%	0.00%	0.00%	2.68%	8.96%	3.93%	11.75%
T AT&T Inc.	3.83%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%

Drawdowns

IDT vs. T - Drawdown Comparison

The maximum IDT drawdown since its inception was -99.05%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for IDT and T.

Drawdown Indicators

	IDT	T	Difference
Max Drawdown Largest peak-to-trough decline	-99.05%	-64.15%	-34.90%
Max Drawdown (1Y) Largest decline over 1 year	-33.19%	-20.60%	-12.59%
Max Drawdown (5Y) Largest decline over 5 years	-66.93%	-36.68%	-30.25%
Max Drawdown (10Y) Largest decline over 10 years	-72.52%	-42.35%	-30.17%
Current Drawdown Current decline from peak	-29.49%	-0.38%	-29.11%
Average Drawdown Average peak-to-trough decline	-50.53%	-15.74%	-34.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.24%	9.06%	+12.18%

Volatility

IDT vs. T - Volatility Comparison

IDT Corporation (IDT) has a higher volatility of 7.30% compared to AT&T Inc. (T) at 6.70%. This indicates that IDT'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.

Volatility by Period

	IDT	T	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.30%	6.70%	+0.60%
Volatility (6M) Calculated over the trailing 6-month period	26.56%	16.42%	+10.14%
Volatility (1Y) Calculated over the trailing 1-year period	35.89%	22.39%	+13.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.05%	23.82%	+20.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.74%	23.49%	+31.25%

Financials