LUMN vs. T
Compare and contrast key facts about Lumen Technologies, Inc. (LUMN) and AT&T Inc. (T).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LUMN or T.
Key characteristics
| LUMN | T | |
|---|---|---|
| YTD Return | 282.51% | 39.97% |
| 1Y Return | 525.00% | 47.90% |
| 3Y Return (Ann) | -17.85% | 2.40% |
| 5Y Return (Ann) | -8.04% | -5.51% |
| 10Y Return (Ann) | -9.66% | 0.44% |
| Sharpe Ratio | 4.60 | 2.59 |
| Sortino Ratio | 5.08 | 3.59 |
| Omega Ratio | 1.64 | 1.45 |
| Calmar Ratio | 6.45 | 1.00 |
| Martin Ratio | 27.24 | 14.95 |
| Ulcer Index | 22.55% | 3.39% |
| Daily Std Dev | 133.54% | 19.59% |
| Max Drawdown | -95.26% | -65.25% |
| Current Drawdown | -66.13% | -25.47% |
Fundamentals
| LUMN | T | |
|---|---|---|
| Market Cap | $7.12B | $158.72B |
| EPS | -$2.10 | $1.23 |
| PEG Ratio | 54.58 | 1.95 |
| Total Revenue (TTM) | $10.08B | $122.06B |
| Gross Profit (TTM) | $2.79B | $62.96B |
| EBITDA (TTM) | $2.57B | $41.37B |
Correlation
The correlation between LUMN and T is 0.36, 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.
Performance
LUMN vs. T - Performance Comparison
In the year-to-date period, LUMN achieves a 282.51% return, which is significantly higher than T's 39.97% return. Over the past 10 years, LUMN has underperformed T with an annualized return of -9.66%, while T has yielded a comparatively higher 0.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LUMN vs. T - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lumen Technologies, Inc. (LUMN) 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.
Dividends
LUMN vs. T - Dividend Comparison
LUMN has not paid dividends to shareholders, while T's dividend yield for the trailing twelve months is around 5.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LUMN Lumen Technologies, Inc. | 0.00% | 0.00% | 14.37% | 7.97% | 10.26% | 7.57% | 14.26% | 12.95% | 9.08% | 8.59% | 5.46% | 6.78% |
T AT&T Inc. | 5.02% | 6.62% | 6.66% | 6.39% | 5.46% | 3.94% | 5.29% | 3.81% | 3.41% | 4.13% | 4.14% | 3.87% |
Drawdowns
LUMN vs. T - Drawdown Comparison
The maximum LUMN drawdown since its inception was -95.26%, which is greater than T's maximum drawdown of -65.25%. Use the drawdown chart below to compare losses from any high point for LUMN and T. For additional features, visit the drawdowns tool.
Volatility
LUMN vs. T - Volatility Comparison
Lumen Technologies, Inc. (LUMN) has a higher volatility of 19.44% compared to AT&T Inc. (T) at 6.92%. This indicates that LUMN'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.
Financials
LUMN vs. T - Financials Comparison
This section allows you to compare key financial metrics between Lumen Technologies, Inc. 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