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

Performance

LUMN vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lumen Technologies, Inc. (LUMN) 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, LUMN achieves a -16.99% return, which is significantly lower than T's -10.13% return. Over the past 10 years, LUMN has underperformed T with an annualized return of -9.48%, while T has yielded a comparatively higher 1.81% annualized return.


LUMN

1D
-4.16%
1M
-24.03%
6M
-18.87%
YTD
-16.99%
1Y
44.30%
3Y*
51.63%
5Y*
-11.48%
10Y*
-9.48%

T

1D
1.99%
1M
-7.39%
6M
-7.05%
YTD
-10.13%
1Y
-16.34%
3Y*
20.29%
5Y*
6.14%
10Y*
1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUMN vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LUMN
Lumen Technologies, Inc.
-16.99%46.33%190.16%-64.94%-55.48%38.82%-19.18%-5.22%2.00%-21.73%
T
AT&T Inc.
-10.13%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between LUMN and T is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

0.06

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

0.20

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

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 5, 1987

0.35

The correlation between LUMN and T shifts across timeframes, from -0.13 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LUMN:

$6.65B

T:

$149.84B

EPS

LUMN:

-$1.74

T:

$3.05

PS Ratio

LUMN:

0.53

T:

1.23

Total Revenue (TTM)

LUMN:

$12.12B

T:

$125.65B

Gross Profit (TTM)

LUMN:

$1.52B

T:

$105.41B

EBITDA (TTM)

LUMN:

$1.12B

T:

$54.70B

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Return for Risk

LUMN vs. T — Risk / Return Rank

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

LUMN
LUMN Risk / Return Rank: 6565
Overall Rank
LUMN Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LUMN Sortino Ratio Rank: 6767
Sortino Ratio Rank
LUMN Omega Ratio Rank: 6666
Omega Ratio Rank
LUMN Calmar Ratio Rank: 6666
Calmar Ratio Rank
LUMN Martin Ratio Rank: 6363
Martin Ratio Rank

T
T Risk / Return Rank: 1616
Overall Rank
T Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
T Sortino Ratio Rank: 1515
Sortino Ratio Rank
T Omega Ratio Rank: 1616
Omega Ratio Rank
T Calmar Ratio Rank: 2424
Calmar Ratio Rank
T Martin Ratio Rank: 1212
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.

LUMN vs. T - Risk-Adjusted Trends 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.

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.


LUMNTDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+2.21

Omega ratioGain probability vs. loss probability

1.17

0.90

+0.27

Calmar ratioReturn relative to maximum drawdown

0.94

-0.57

+1.51

Martin ratioReturn relative to average drawdown

1.65

-1.31

+2.96

LUMN vs. T - Sharpe Ratio Comparison

The current LUMN Sharpe Ratio is 0.55, which is higher than the T Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of LUMN 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

LUMN vs. T - Drawdown Comparison

The maximum LUMN drawdown since its inception was -95.26%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for LUMN and T.


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Drawdown Indicators


LUMNTDifference

Max Drawdown

Largest peak-to-trough decline

-95.26%

-64.15%

-31.11%

Max Drawdown (1Y)

Largest decline over 1 year

-47.34%

-28.89%

-18.45%

Max Drawdown (3Y)

Largest decline over 3 years

-69.66%

-28.89%

-40.77%

Max Drawdown (5Y)

Largest decline over 5 years

-92.51%

-32.01%

-60.50%

Max Drawdown (10Y)

Largest decline over 10 years

-94.44%

-42.35%

-52.09%

Current Drawdown

Current decline from peak

-68.79%

-24.17%

-44.62%

Average Drawdown

Average peak-to-trough decline

-27.73%

-15.73%

-12.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.94%

12.52%

+14.42%

Volatility

LUMN vs. T - Volatility Comparison

Lumen Technologies, Inc. (LUMN) has a higher volatility of 16.03% compared to AT&T Inc. (T) at 10.00%. 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.


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Volatility by Period


LUMNTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.03%

10.00%

+6.03%

Volatility (6M)

Calculated over the trailing 6-month period

57.15%

19.81%

+37.34%

Volatility (1Y)

Calculated over the trailing 1-year period

81.10%

23.52%

+57.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.62%

24.36%

+61.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.78%

23.90%

+43.88%

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 5.15%.


PositionTTM20252024202320222021202020192018201720162015
LUMN
Lumen Technologies, Inc.
0.00%0.00%0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%
T
AT&T Inc.
5.15%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

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.


Quarterly
Annual

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


0.0010.00B20.00B30.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
2.90B
33.47B
(LUMN) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LUMN and T have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LUMN has higher volatility (16.03%) compared to T (10.00%). In terms of maximum drawdown, LUMN dropped -95.26% vs T's -64.15%.

LUMN currently has the higher Sharpe Ratio (0.55 vs -0.70), 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 LUMN and T

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