MSFT vs. T
MSFT (Microsoft Corporation) and T (AT&T Inc.) are both stocks. MSFT operates in Software - Infrastructure (Technology), while T operates in Telecom Services (Communication Services). Over the past 10 years, MSFT returned 24.39%/yr vs 3.33%/yr for T. At a 0.25 correlation, their price movements are largely independent.
Performance
MSFT vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -18.85% return, which is significantly lower than T's -2.96% return. Over the past 10 years, MSFT has outperformed T with an annualized return of 24.39%, while T has yielded a comparatively lower 3.33% annualized return.
MSFT
- 1D
- 0.10%
- 1M
- -7.19%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
T
- 1D
- 2.52%
- 1M
- -1.87%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.71%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
MSFT vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between MSFT and T is -0.17, 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 | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 1986 | 0.25 |
The correlation between MSFT and T shifts across timeframes, from -0.17 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MSFT:
$16.79
T:
$3.04
MSFT:
23.27
T:
7.74
MSFT:
1.63
T:
0.32
MSFT:
9.16
T:
1.35
MSFT:
$318.27B
T:
$125.65B
MSFT:
$217.41B
T:
$105.41B
MSFT:
$200.96B
T:
$54.70B
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Return for Risk
MSFT vs. T — Risk / Return Rank
MSFT
T
MSFT vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) 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.
| MSFT | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.92 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | -0.59 | +0.07 |
| Martin ratioReturn relative to average drawdown | -1.08 | -1.22 | +0.14 |
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Drawdowns
MSFT vs. T - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for MSFT and T.
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Drawdown Indicators
| MSFT | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -64.15% | -5.23% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -21.87% | -12.04% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -21.87% | -12.04% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -32.01% | -5.14% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -42.35% | +5.20% |
Current DrawdownCurrent decline from peak | -27.46% | -18.12% | -9.34% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -15.72% | -6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 10.64% | +5.84% |
Volatility
MSFT vs. T - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to AT&T Inc. (T) at 8.21%. This indicates that MSFT'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
| MSFT | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 8.21% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 17.80% | +4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 22.13% | +3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 24.01% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 23.73% | +3.33% |
Dividends
MSFT vs. T - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, less than T's 4.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
T AT&T Inc. | 4.71% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
MSFT vs. T - Financials Comparison
This section allows you to compare key financial metrics between Microsoft 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MSFT and T have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.52%) compared to T (8.21%). In terms of maximum drawdown, MSFT dropped -69.38% vs T's -64.15%.
T currently has the higher Sharpe Ratio (-0.59 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.
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