INCY vs. T
INCY (Incyte Corporation) and T (AT&T Inc.) are both stocks. INCY operates in Biotechnology (Healthcare), while T operates in Telecom Services (Communication Services). Over the past 10 years, INCY returned 2.27%/yr vs 2.86%/yr for T. At a 0.17 correlation, their price movements are largely independent.
Performance
INCY vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, INCY achieves a 1.89% return, which is significantly higher than T's -7.40% return. Over the past 10 years, INCY has underperformed T with an annualized return of 2.27%, while T has yielded a comparatively higher 2.86% annualized return.
INCY
- 1D
- -1.70%
- 1M
- 2.11%
- YTD
- 1.89%
- 6M
- 4.07%
- 1Y
- 46.34%
- 3Y*
- 18.14%
- 5Y*
- 3.15%
- 10Y*
- 2.27%
T
- 1D
- -1.10%
- 1M
- -10.57%
- YTD
- -7.40%
- 6M
- -7.40%
- 1Y
- -16.38%
- 3Y*
- 18.39%
- 5Y*
- 6.60%
- 10Y*
- 2.86%
INCY vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INCY Incyte Corporation | 1.89% | 43.00% | 10.00% | -21.83% | 9.43% | -15.61% | -0.39% | 37.32% | -32.86% | -5.55% |
T AT&T Inc. | -7.40% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between INCY and T is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 1993 | 0.17 |
The correlation between INCY and T shifts across timeframes, from -0.06 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
Fundamentals
INCY:
$7.06
T:
$3.04
INCY:
14.26
T:
7.39
INCY:
0.01
T:
0.31
INCY:
3.81
T:
1.29
INCY:
$5.36B
T:
$125.65B
INCY:
$3.76B
T:
$105.41B
INCY:
$1.80B
T:
$54.70B
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Return for Risk
INCY vs. T — Risk / Return Rank
INCY
T
INCY vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Incyte Corporation (INCY) 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.
| INCY | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.16 | ||
| Sortino ratioReturn per unit of downside risk | +3.13 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.89 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | -0.75 | +3.29 |
| Martin ratioReturn relative to average drawdown | 5.67 | -1.59 | +7.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| INCY | T | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | -0.75 | +2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.28 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.12 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.38 | -0.17 |
Drawdowns
INCY vs. T - Drawdown Comparison
The maximum INCY drawdown since its inception was -98.54%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for INCY and T.
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Drawdown Indicators
| INCY | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.54% | -64.15% | -34.39% |
Max Drawdown (1Y)Largest decline over 1 year | -18.33% | -21.87% | +3.54% |
Max Drawdown (3Y)Largest decline over 3 years | -33.83% | -21.87% | -11.96% |
Max Drawdown (5Y)Largest decline over 5 years | -41.53% | -32.01% | -9.52% |
Max Drawdown (10Y)Largest decline over 10 years | -66.47% | -42.35% | -24.12% |
Current DrawdownCurrent decline from peak | -34.08% | -21.87% | -12.21% |
Average DrawdownAverage peak-to-trough decline | -59.91% | -15.72% | -44.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.19% | 10.34% | -2.15% |
Volatility
INCY vs. T - Volatility Comparison
Incyte Corporation (INCY) has a higher volatility of 9.23% compared to AT&T Inc. (T) at 7.50%. This indicates that INCY'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
| INCY | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.23% | 7.50% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 23.30% | 17.57% | +5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.04% | 21.98% | +11.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.41% | 23.97% | +5.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.28% | 23.71% | +10.57% |
Dividends
INCY vs. T - Dividend Comparison
INCY has not paid dividends to shareholders, while T's dividend yield for the trailing twelve months is around 4.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INCY Incyte Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
T AT&T Inc. | 4.93% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
INCY vs. T - Financials Comparison
This section allows you to compare key financial metrics between Incyte 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
INCY and T have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INCY has higher volatility (9.23%) compared to T (7.50%). In terms of maximum drawdown, INCY dropped -98.54% vs T's -64.15%.
INCY currently has the higher Sharpe Ratio (1.41 vs -0.75), 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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