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KKPNY vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KKPNY vs. T - Performance Comparison

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

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Returns By Period

In the year-to-date period, KKPNY achieves a 8.93% return, which is significantly higher than T's -9.05% return. Over the past 10 years, KKPNY has outperformed T with an annualized return of 8.59%, while T has yielded a comparatively lower 2.37% annualized return.


KKPNY

1D
1.82%
1M
-5.45%
YTD
8.93%
6M
10.80%
1Y
8.19%
3Y*
18.53%
5Y*
14.55%
10Y*
8.59%

T

1D
0.41%
1M
-12.51%
YTD
-9.05%
6M
-7.03%
1Y
-16.95%
3Y*
18.94%
5Y*
6.49%
10Y*
2.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KKPNY vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KKPNY
Koninklijke KPN NV ADR
8.93%36.86%10.58%17.26%3.98%2.95%8.34%8.18%-14.06%21.59%
T
AT&T Inc.
-9.05%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between KKPNY and T is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2008

0.28

The correlation between KKPNY and T shifts across timeframes, from 0.24 (3 years) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

KKPNY:

€0.42

T:

$3.04

PE Ratio

KKPNY:

10.54

T:

7.26

PS Ratio

KKPNY:

1.60

T:

1.26

Total Revenue (TTM)

KKPNY:

€11.43B

T:

$125.65B

Gross Profit (TTM)

KKPNY:

€7.63B

T:

$105.41B

EBITDA (TTM)

KKPNY:

€5.29B

T:

$54.70B

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Return for Risk

KKPNY vs. T — Risk / Return Rank

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

KKPNY
KKPNY Risk / Return Rank: 5353
Overall Rank
KKPNY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
KKPNY Sortino Ratio Rank: 4848
Sortino Ratio Rank
KKPNY Omega Ratio Rank: 4646
Omega Ratio Rank
KKPNY Calmar Ratio Rank: 5858
Calmar Ratio Rank
KKPNY Martin Ratio Rank: 5757
Martin Ratio Rank

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1515
Calmar Ratio Rank
T Martin Ratio Rank: 55
Martin Ratio Rank
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.

KKPNY vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Koninklijke KPN NV ADR (KKPNY) 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.


KKPNYTDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.08

0.89

+0.20

Calmar ratioReturn relative to maximum drawdown

0.69

-0.72

+1.41

Martin ratioReturn relative to average drawdown

1.42

-1.54

+2.96

KKPNY vs. T - Sharpe Ratio Comparison

The current KKPNY Sharpe Ratio is 0.38, which is higher than the T Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of KKPNY 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.


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Drawdowns

KKPNY vs. T - Drawdown Comparison

The maximum KKPNY drawdown since its inception was -79.00%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for KKPNY and T.


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Drawdown Indicators


KKPNYTDifference

Max Drawdown

Largest peak-to-trough decline

-79.00%

-64.15%

-14.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-23.57%

+11.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.11%

-23.57%

+7.46%

Max Drawdown (5Y)

Largest decline over 5 years

-30.18%

-32.01%

+1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-45.47%

-42.35%

-3.12%

Current Drawdown

Current decline from peak

-10.02%

-23.26%

+13.24%

Average Drawdown

Average peak-to-trough decline

-23.51%

-15.72%

-7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

11.06%

-5.30%

Volatility

KKPNY vs. T - Volatility Comparison

The current volatility for Koninklijke KPN NV ADR (KKPNY) is 5.27%, while AT&T Inc. (T) has a volatility of 7.92%. This indicates that KKPNY 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


KKPNYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

7.92%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

18.08%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

21.45%

22.46%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.49%

24.08%

-4.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.03%

23.77%

+0.26%

Dividends

KKPNY vs. T - Dividend Comparison

KKPNY's dividend yield for the trailing twelve months is around 4.24%, less than T's 5.02% yield.


PositionTTM20252024202320222021202020192018201720162015
KKPNY
Koninklijke KPN NV ADR
4.24%4.01%4.99%4.69%4.96%4.20%4.04%3.73%4.53%3.82%16.80%2.77%
T
AT&T Inc.
5.02%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

KKPNY vs. T - Financials Comparison

This section allows you to compare key financial metrics between Koninklijke KPN NV 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
2.93B
33.47B
(KKPNY) Total Revenue
(T) Total Revenue
Please note, different currencies. KKPNY values in EUR, T values in USD

Frequently Asked Questions


KKPNY and T have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (7.92%) compared to KKPNY (5.27%). In terms of maximum drawdown, KKPNY dropped -79.00% vs T's -64.15%.

KKPNY currently has the higher Sharpe Ratio (0.38 vs -0.76), 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.

Portfolio Optimizer

Find the right allocation for KKPNY and T

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