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

Performance

RVT vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Value Trust Inc. (RVT) 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, RVT achieves a 15.52% return, which is significantly higher than T's -7.04% return. Over the past 10 years, RVT has outperformed T with an annualized return of 12.65%, while T has yielded a comparatively lower 2.10% annualized return.


RVT

1D
0.17%
1M
0.06%
6M
6.95%
YTD
15.52%
1Y
28.08%
3Y*
17.71%
5Y*
8.71%
10Y*
12.65%
ALL TIME*
9.57%

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)

RVT vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RVT
Royce Value Trust Inc.
15.52%11.54%17.93%18.79%-26.25%32.66%18.16%35.41%-20.70%30.63%
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 RVT and T is -0.19, 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

-0.19

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

0.02

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

0.18

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

0.28

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1987

0.28

The correlation between RVT and T shifts across timeframes, from -0.19 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

RVT:

$2.15B

T:

$152.52B

EPS

RVT:

$4.00

T:

$3.05

PE Ratio

RVT:

4.49

T:

7.19

PS Ratio

RVT:

12.69

T:

1.25

Total Revenue (TTM)

RVT:

$170.31M

T:

$125.65B

Gross Profit (TTM)

RVT:

$304.06M

T:

$105.41B

EBITDA (TTM)

RVT:

$439.27M

T:

$54.70B

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Return for Risk

RVT vs. T — Risk / Return Rank

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

RVT
RVT Risk / Return Rank: 8484
Overall Rank
RVT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
RVT Sortino Ratio Rank: 8484
Sortino Ratio Rank
RVT Omega Ratio Rank: 8181
Omega Ratio Rank
RVT Calmar Ratio Rank: 8282
Calmar Ratio Rank
RVT Martin Ratio Rank: 8888
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.

RVT vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Value Trust Inc. (RVT) 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.


RVTTDifference
Sharpe ratioReturn per unit of total volatility

+2.12

Sortino ratioReturn per unit of downside risk

+2.90

Omega ratioGain probability vs. loss probability

1.27

0.92

+0.35

Calmar ratioReturn relative to maximum drawdown

2.31

-0.46

+2.78

Martin ratioReturn relative to average drawdown

8.05

-1.03

+9.08

RVT vs. T - Sharpe Ratio Comparison

The current RVT Sharpe Ratio is 1.55, which is higher than the T Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of RVT 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

RVT vs. T - Drawdown Comparison

The maximum RVT drawdown since its inception was -72.34%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for RVT and T.


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Drawdown Indicators


RVTTDifference

Max Drawdown

Largest peak-to-trough decline

-72.34%

-64.15%

-8.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.19%

-28.89%

+16.70%

Max Drawdown (3Y)

Largest decline over 3 years

-23.48%

-28.89%

+5.41%

Max Drawdown (5Y)

Largest decline over 5 years

-32.79%

-32.01%

-0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-47.18%

-42.35%

-4.83%

Current Drawdown

Current decline from peak

-3.03%

-21.57%

+18.54%

Average Drawdown

Average peak-to-trough decline

-11.27%

-15.74%

+4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

12.94%

-9.44%

Volatility

RVT vs. T - Volatility Comparison

The current volatility for Royce Value Trust Inc. (RVT) is 3.94%, while AT&T Inc. (T) has a volatility of 9.59%. This indicates that RVT 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


RVTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

9.59%

-5.65%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

19.91%

-5.88%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

23.72%

-5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.39%

24.38%

-1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.95%

23.92%

-0.97%

Dividends

RVT vs. T - Dividend Comparison

RVT's dividend yield for the trailing twelve months is around 8.02%, more than T's 6.58% yield.


PositionTTM20252024202320222021202020192018201720162015
RVT
Royce Value Trust Inc.
8.02%8.82%8.04%7.35%9.95%8.52%6.44%7.45%10.68%7.17%7.62%10.54%
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

RVT vs. T - Financials Comparison

This section allows you to compare key financial metrics between Royce Value Trust 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


0.0010.00B20.00B30.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
132.59M
33.47B
(RVT) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


RVT and T have a correlation of -0.19, 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 RVT (3.94%). In terms of maximum drawdown, RVT dropped -72.34% vs T's -64.15%.

RVT currently has the higher Sharpe Ratio (1.55 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 RVT 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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