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

Performance

MFC vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manulife Financial Corporation (MFC) 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, MFC achieves a 19.41% return, which is significantly higher than T's -7.04% return. Over the past 10 years, MFC has outperformed T with an annualized return of 17.14%, while T has yielded a comparatively lower 2.10% annualized return.


MFC

1D
-2.05%
1M
4.65%
6M
15.93%
YTD
19.41%
1Y
43.32%
3Y*
35.59%
5Y*
22.96%
10Y*
17.14%
ALL TIME*
11.55%

T

1D
0.64%
1M
2.62%
6M
-2.84%
YTD
-7.04%
1Y
-13.37%
3Y*
20.93%
5Y*
7.13%
10Y*
2.10%
ALL TIME*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFC vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFC
Manulife Financial Corporation
19.41%22.95%45.75%31.13%-1.18%12.17%-7.18%49.19%-29.89%22.17%
T
AT&T Inc.
-7.04%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between MFC and T is 0.02, 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

0.02

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

0.10

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

0.24

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

0.30

Correlation (All Time)
Calculated using the full available price history since Sep 24, 1999

0.30

Over the past year, the correlation between MFC and T has dropped to 0.02 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

MFC:

$70.93B

T:

$152.52B

EPS

MFC:

CA$4.17

T:

$3.05

PE Ratio

MFC:

14.27

T:

7.19

PEG Ratio

MFC:

5.01

T:

0.30

PS Ratio

MFC:

1.15

T:

1.25

Total Revenue (TTM)

MFC:

CA$79.35B

T:

$125.65B

Gross Profit (TTM)

MFC:

CA$26.46B

T:

$105.41B

EBITDA (TTM)

MFC:

CA$8.26B

T:

$54.70B

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Return for Risk

MFC vs. T — Risk / Return Rank

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

MFC
MFC Risk / Return Rank: 9191
Overall Rank
MFC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MFC Sortino Ratio Rank: 8989
Sortino Ratio Rank
MFC Omega Ratio Rank: 9090
Omega Ratio Rank
MFC Calmar Ratio Rank: 8989
Calmar Ratio Rank
MFC Martin Ratio Rank: 9191
Martin Ratio Rank

T
T Risk / Return Rank: 2222
Overall Rank
T Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
T Sortino Ratio Rank: 1919
Sortino Ratio Rank
T Omega Ratio Rank: 2020
Omega Ratio Rank
T Calmar Ratio Rank: 2929
Calmar Ratio Rank
T Martin Ratio Rank: 2323
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.

MFC vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manulife Financial Corporation (MFC) 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.


MFCTDifference
Sharpe ratioReturn per unit of total volatility

+2.72

Sortino ratioReturn per unit of downside risk

+3.38

Omega ratioGain probability vs. loss probability

1.37

0.92

+0.45

Calmar ratioReturn relative to maximum drawdown

3.48

-0.46

+3.95

Martin ratioReturn relative to average drawdown

10.70

-1.03

+11.73

MFC vs. T - Sharpe Ratio Comparison

The current MFC Sharpe Ratio is 2.15, which is higher than the T Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of MFC 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

MFC vs. T - Drawdown Comparison

The maximum MFC drawdown since its inception was -83.61%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for MFC and T.


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Drawdown Indicators


MFCTDifference

Max Drawdown

Largest peak-to-trough decline

-83.61%

-64.15%

-19.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.49%

-28.89%

+16.40%

Max Drawdown (3Y)

Largest decline over 3 years

-16.75%

-28.89%

+12.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.99%

-32.01%

+5.02%

Max Drawdown (10Y)

Largest decline over 10 years

-57.44%

-42.35%

-15.09%

Current Drawdown

Current decline from peak

-2.05%

-21.57%

+19.52%

Average Drawdown

Average peak-to-trough decline

-29.29%

-15.74%

-13.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

12.94%

-8.88%

Volatility

MFC vs. T - Volatility Comparison

The current volatility for Manulife Financial Corporation (MFC) is 4.97%, while AT&T Inc. (T) has a volatility of 9.59%. This indicates that MFC 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


MFCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

9.59%

-4.62%

Volatility (6M)

Calculated over the trailing 6-month period

16.10%

19.91%

-3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

20.29%

23.72%

-3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.08%

24.38%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.11%

23.92%

+4.19%

Dividends

MFC vs. T - Dividend Comparison

MFC's dividend yield for the trailing twelve months is around 3.14%, less than T's 6.58% yield.


PositionTTM20252024202320222021202020192018201720162015
MFC
Manulife Financial Corporation
3.14%3.45%4.16%4.86%5.71%4.91%4.70%3.71%4.08%3.93%4.15%5.38%
T
AT&T Inc.
6.58%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

MFC vs. T - Financials Comparison

This section allows you to compare key financial metrics between Manulife Financial Corporation 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


-40.00B-20.00B0.0020.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
12.31B
33.47B
(MFC) Total Revenue
(T) Total Revenue
Please note, different currencies. MFC values in CAD, T values in USD

Frequently Asked Questions


MFC and T have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (9.59%) compared to MFC (4.97%). In terms of maximum drawdown, MFC dropped -83.61% vs T's -64.15%.

MFC currently has the higher Sharpe Ratio (2.15 vs -0.57), 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 MFC and T

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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