ITOCY vs. T

Last updated Jun 13, 2026

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 18.89%/yr vs 3.33%/yr for T. At a 0.20 correlation, their price movements are largely independent.

Performance

ITOCY vs. T - Performance Comparison

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

Returns By Period

In the year-to-date period, ITOCY achieves a -6.92% return, which is significantly lower than T's -2.96% return. Over the past 10 years, ITOCY has outperformed T with an annualized return of 18.89%, while T has yielded a comparatively lower 3.33% annualized return.

ITOCY

• 1D: 1.24%
• 1M: -10.77%
• YTD: -6.92%
• 6M: -5.53%
• 1Y: 14.04%
• 3Y*: 15.09%
• 5Y*: 14.72%
• 10Y*: 18.89%

T

• 1D: 2.52%
• 1M: -4.69%
• YTD: -2.96%
• 6M: -1.93%
• 1Y: -12.96%
• 3Y*: 20.58%
• 5Y*: 7.38%
• 10Y*: 3.33%

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

ITOCY vs. T - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ITOCY Itochu Corp ADR	-6.92%	30.16%	22.57%	30.30%	1.54%	6.60%	24.95%	38.77%	-5.54%	46.71%
T AT&T Inc.	-2.96%	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 0.04, 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	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (10Y) Calculated over the trailing 10-year period	0.19
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 0.04 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS ITOCY : ¥86.32 T : $3.04
PE Ratio ITOCY : 21.84 T : 7.74
PEG Ratio ITOCY : 0.66 T : 0.32
PS Ratio ITOCY : 1.32 T : 1.35
Total Revenue (TTM) ITOCY : ¥15.03T T : $125.65B
Gross Profit (TTM) ITOCY : ¥2.51T T : $105.41B
EBITDA (TTM) ITOCY : ¥1.26T T : $54.70B

Return for Risk

ITOCY vs. T — Risk / Return Rank

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

ITOCY

ITOCY Risk / Return Rank: 57
ITOCY Sharpe Ratio Rank: 61
ITOCY Sortino Ratio Rank: 55
ITOCY Omega Ratio Rank: 52
ITOCY Calmar Ratio Rank: 57
ITOCY Martin Ratio Rank: 60

T

T Risk / Return Rank: 18
T Sharpe Ratio Rank: 17
T Sortino Ratio Rank: 17
T Omega Ratio Rank: 18
T Calmar Ratio Rank: 21
T Martin Ratio Rank: 15

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.

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 ratio: Return per unit of total volatility	0.52	-0.59	+1.11
Sortino ratio: Return per unit of downside risk	0.93	-0.72	+1.65
Omega ratio: Gain probability vs. loss probability	1.11	0.92	+0.19
Calmar ratio: Return relative to maximum drawdown	0.63	-0.59	+1.23
Martin ratio: Return relative to average drawdown	1.66	-1.22	+2.88

ITOCY vs. T - Sharpe Ratio Comparison

The current ITOCY Sharpe Ratio is 0.52, which is higher than the T Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of ITOCY 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.

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.

Drawdown Indicators

	ITOCY	T	Difference
Max Drawdown Largest peak-to-trough decline	-69.11%	-64.15%	-4.96%
Max Drawdown (1Y) Largest decline over 1 year	-22.31%	-21.87%	-0.44%
Max Drawdown (3Y) Largest decline over 3 years	-26.47%	-21.87%	-4.60%
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 Drawdown Current decline from peak	-19.71%	-18.12%	-1.59%
Average Drawdown Average peak-to-trough decline	-14.27%	-15.72%	+1.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.46%	10.64%	-2.18%

Volatility

ITOCY vs. T - Volatility Comparison

The current volatility for Itochu Corp ADR (ITOCY) is 6.29%, while AT&T Inc. (T) has a volatility of 8.21%. 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.

Volatility by Period

	ITOCY	T	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	8.21%	-1.92%
Volatility (6M) Calculated over the trailing 6-month period	21.20%	17.80%	+3.40%
Volatility (1Y) Calculated over the trailing 1-year period	26.99%	22.13%	+4.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.24%	24.01%	+2.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.98%	23.73%	+0.25%

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 4.71%.

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.	4.71%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%

Financials

Frequently Asked Questions

Can I hold both ITOCY and T in my portfolio?

ITOCY and T have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ITOCY or T?

T has higher volatility (8.21%) compared to ITOCY (6.29%). In terms of maximum drawdown, ITOCY dropped -69.11% vs T's -64.15%.

Which has better risk-adjusted returns?

ITOCY currently has the higher Sharpe Ratio (0.52 vs -0.59), 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.