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KHNZ.DE vs. T
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KHNZ.DE and T is 0.25, 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.


-0.50.00.51.00.2

Performance

KHNZ.DE vs. T - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-12.53%
37.51%
KHNZ.DE
T

Key characteristics

Sharpe Ratio

KHNZ.DE:

-0.50

T:

3.18

Sortino Ratio

KHNZ.DE:

-0.58

T:

4.49

Omega Ratio

KHNZ.DE:

0.93

T:

1.56

Calmar Ratio

KHNZ.DE:

-0.37

T:

2.30

Martin Ratio

KHNZ.DE:

-0.85

T:

24.55

Ulcer Index

KHNZ.DE:

11.61%

T:

2.57%

Daily Std Dev

KHNZ.DE:

19.56%

T:

19.90%

Max Drawdown

KHNZ.DE:

-36.04%

T:

-64.65%

Current Drawdown

KHNZ.DE:

-23.41%

T:

-0.34%

Fundamentals

Market Cap

KHNZ.DE:

€33.95B

T:

$188.36B

EPS

KHNZ.DE:

€2.16

T:

$1.49

PE Ratio

KHNZ.DE:

13.14

T:

17.61

PEG Ratio

KHNZ.DE:

0.85

T:

4.43

Total Revenue (TTM)

KHNZ.DE:

€25.85B

T:

$122.34B

Gross Profit (TTM)

KHNZ.DE:

€8.97B

T:

$73.12B

EBITDA (TTM)

KHNZ.DE:

€3.63B

T:

$44.08B

Returns By Period

In the year-to-date period, KHNZ.DE achieves a -2.36% return, which is significantly lower than T's 16.33% return.


KHNZ.DE

YTD

-2.36%

1M

0.33%

6M

-7.44%

1Y

-9.59%

5Y*

7.92%

10Y*

N/A

T

YTD

16.33%

1M

16.27%

6M

37.51%

1Y

62.80%

5Y*

4.52%

10Y*

6.43%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KHNZ.DE vs. T — Risk-Adjusted Performance Rank

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

KHNZ.DE
The Risk-Adjusted Performance Rank of KHNZ.DE is 2222
Overall Rank
The Sharpe Ratio Rank of KHNZ.DE is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of KHNZ.DE is 1818
Sortino Ratio Rank
The Omega Ratio Rank of KHNZ.DE is 1919
Omega Ratio Rank
The Calmar Ratio Rank of KHNZ.DE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of KHNZ.DE is 2828
Martin Ratio Rank

T
The Risk-Adjusted Performance Rank of T is 9696
Overall Rank
The Sharpe Ratio Rank of T is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of T is 9797
Sortino Ratio Rank
The Omega Ratio Rank of T is 9696
Omega Ratio Rank
The Calmar Ratio Rank of T is 9292
Calmar Ratio Rank
The Martin Ratio Rank of T is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KHNZ.DE vs. T - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kraft Heinz Co (KHNZ.DE) 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.


Sharpe ratio
The chart of Sharpe ratio for KHNZ.DE, currently valued at -0.52, compared to the broader market-2.000.002.00-0.523.24
The chart of Sortino ratio for KHNZ.DE, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.006.00-0.614.65
The chart of Omega ratio for KHNZ.DE, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.59
The chart of Calmar ratio for KHNZ.DE, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.382.33
The chart of Martin ratio for KHNZ.DE, currently valued at -0.87, compared to the broader market-10.000.0010.0020.0030.00-0.8724.17
KHNZ.DE
T

The current KHNZ.DE Sharpe Ratio is -0.50, which is lower than the T Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of KHNZ.DE 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.52
3.24
KHNZ.DE
T

Dividends

KHNZ.DE vs. T - Dividend Comparison

KHNZ.DE's dividend yield for the trailing twelve months is around 4.89%, more than T's 4.24% yield.


TTM20242023202220212020201920182017201620152014
KHNZ.DE
Kraft Heinz Co
4.89%4.77%4.27%3.83%4.08%4.62%0.00%0.00%0.00%0.00%0.00%0.00%
T
AT&T Inc.
4.24%4.87%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%

Drawdowns

KHNZ.DE vs. T - Drawdown Comparison

The maximum KHNZ.DE drawdown since its inception was -36.04%, smaller than the maximum T drawdown of -64.65%. Use the drawdown chart below to compare losses from any high point for KHNZ.DE and T. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-22.91%
-0.34%
KHNZ.DE
T

Volatility

KHNZ.DE vs. T - Volatility Comparison

Kraft Heinz Co (KHNZ.DE) and AT&T Inc. (T) have volatilities of 6.67% and 6.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
6.67%
6.70%
KHNZ.DE
T

Financials

KHNZ.DE vs. T - Financials Comparison

This section allows you to compare key financial metrics between Kraft Heinz Co 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


Please note, different currencies. KHNZ.DE values in EUR, T values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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