ITOCY vs. T
ITOCY (Itochu Corp ADR) and T (AT&T Inc.) are both stocks. ITOCY operates in Conglomerates (Industrials), while T operates in Telecom Services (Communication Services). Over the past 10 years, ITOCY returned 18.71%/yr vs 2.10%/yr for T. At a 0.20 correlation, their price movements are largely independent.
Performance
ITOCY vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, ITOCY achieves a -6.52% return, which is significantly higher than T's -7.04% return. Over the past 10 years, ITOCY has outperformed T with an annualized return of 18.71%, while T has yielded a comparatively lower 2.10% annualized return.
ITOCY
- 1D
- 0.25%
- 1M
- 2.07%
- 6M
- -11.19%
- YTD
- -6.52%
- 1Y
- 16.28%
- 3Y*
- 15.26%
- 5Y*
- 15.44%
- 10Y*
- 18.71%
- ALL TIME*
- 11.63%
T
- 1D
- 0.64%
- 1M
- 2.62%
- 6M
- -2.84%
- YTD
- -7.04%
- 1Y
- -13.37%
- 3Y*
- 20.93%
- 5Y*
- 7.13%
- 10Y*
- 2.10%
- ALL TIME*
- 9.35%
ITOCY vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | -6.52% | 30.16% | 22.57% | 30.30% | 1.54% | 6.60% | 24.95% | 38.77% | -5.54% | 46.71% |
T AT&T Inc. | -7.04% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between ITOCY and T is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2006 | 0.20 |
The correlation between ITOCY and T shifts across timeframes, from 0.01 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ITOCY:
$83.69B
T:
$152.52B
ITOCY:
¥97.40
T:
$3.05
ITOCY:
19.73
T:
7.19
ITOCY:
0.60
T:
0.30
ITOCY:
1.20
T:
1.25
ITOCY:
¥15.03T
T:
$125.65B
ITOCY:
¥2.51T
T:
$105.41B
ITOCY:
¥1.26T
T:
$54.70B
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Return for Risk
ITOCY vs. T — Risk / Return Rank
ITOCY
T
ITOCY vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Itochu Corp ADR (ITOCY) 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.
| ITOCY | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.92 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | -0.46 | +1.13 |
| Martin ratioReturn relative to average drawdown | 1.53 | -1.03 | +2.56 |
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Drawdowns
ITOCY vs. T - Drawdown Comparison
The maximum ITOCY drawdown since its inception was -69.11%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for ITOCY and T.
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Drawdown Indicators
| ITOCY | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.11% | -64.15% | -4.96% |
Max Drawdown (1Y)Largest decline over 1 year | -24.49% | -28.89% | +4.40% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -28.89% | +2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -32.01% | +1.83% |
Max Drawdown (10Y)Largest decline over 10 years | -30.18% | -42.35% | +12.17% |
Current DrawdownCurrent decline from peak | -19.37% | -21.57% | +2.20% |
Average DrawdownAverage peak-to-trough decline | -14.30% | -15.74% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.67% | 12.94% | -2.27% |
Volatility
ITOCY vs. T - Volatility Comparison
The current volatility for Itochu Corp ADR (ITOCY) is 5.06%, while AT&T Inc. (T) has a volatility of 9.59%. This indicates that ITOCY 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
| ITOCY | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 9.59% | -4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 20.00% | 19.91% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.63% | 23.72% | +2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.23% | 24.38% | +1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 23.92% | 0.00% |
Dividends
ITOCY vs. T - Dividend Comparison
ITOCY has not paid dividends to shareholders, while T's dividend yield for the trailing twelve months is around 6.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | 0.00% | 1.07% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 1.85% | 3.93% | 2.83% | 3.68% | 3.30% |
T AT&T Inc. | 6.58% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
ITOCY vs. T - Financials Comparison
This section allows you to compare key financial metrics between Itochu Corp ADR 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
ITOCY and T have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (9.59%) compared to ITOCY (5.06%). In terms of maximum drawdown, ITOCY dropped -69.11% vs T's -64.15%.
ITOCY currently has the higher Sharpe Ratio (0.62 vs -0.57), 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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