SHEL vs. T
SHEL (Shell plc) and T (AT&T Inc.) are both stocks. SHEL operates in Oil & Gas Integrated (Energy), while T operates in Telecom Services (Communication Services). Over the past 10 years, SHEL returned 8.92%/yr vs 2.10%/yr for T. At a 0.32 correlation, their price movements are largely independent.
Performance
SHEL vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, SHEL achieves a 19.48% return, which is significantly higher than T's -7.04% return. Over the past 10 years, SHEL has outperformed T with an annualized return of 8.92%, while T has yielded a comparatively lower 2.10% annualized return.
SHEL
- 1D
- -1.28%
- 1M
- 9.38%
- 6M
- 18.24%
- YTD
- 19.48%
- 1Y
- 27.37%
- 3Y*
- 15.57%
- 5Y*
- 23.09%
- 10Y*
- 8.92%
- ALL TIME*
- 6.46%
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%
SHEL vs. T - Yearly Performance Comparison
Correlation
The correlation between SHEL and T is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2005 | 0.32 |
Over the past year, the correlation between SHEL and T has dropped to 0.03 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
SHEL:
$240.33B
T:
$152.52B
SHEL:
$6.45
T:
$3.05
SHEL:
13.37
T:
7.19
SHEL:
0.67
T:
0.30
SHEL:
0.94
T:
1.25
SHEL:
$266.82B
T:
$125.65B
SHEL:
$41.65B
T:
$105.41B
SHEL:
$57.44B
T:
$54.70B
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Return for Risk
SHEL vs. T — Risk / Return Rank
SHEL
T
SHEL vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) 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.
| SHEL | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.83 | ||
| Sortino ratioReturn per unit of downside risk | +2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.92 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | -0.46 | +1.99 |
| Martin ratioReturn relative to average drawdown | 4.75 | -1.03 | +5.79 |
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Drawdowns
SHEL vs. T - Drawdown Comparison
The maximum SHEL drawdown since its inception was -71.57%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for SHEL and T.
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Drawdown Indicators
| SHEL | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.57% | -64.15% | -7.42% |
Max Drawdown (1Y)Largest decline over 1 year | -17.98% | -28.89% | +10.91% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -28.89% | +10.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.04% | -32.01% | +6.97% |
Max Drawdown (10Y)Largest decline over 10 years | -71.57% | -42.35% | -29.22% |
Current DrawdownCurrent decline from peak | -7.61% | -21.57% | +13.96% |
Average DrawdownAverage peak-to-trough decline | -16.71% | -15.74% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.77% | 12.94% | -7.17% |
Volatility
SHEL vs. T - Volatility Comparison
The current volatility for Shell plc (SHEL) is 7.54%, while AT&T Inc. (T) has a volatility of 9.59%. This indicates that SHEL 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
| SHEL | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 9.59% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 18.28% | 19.91% | -1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.83% | 23.72% | -1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.08% | 24.38% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.72% | 23.92% | +6.80% |
Dividends
SHEL vs. T - Dividend Comparison
SHEL's dividend yield for the trailing twelve months is around 3.43%, less than T's 6.58% yield.
Financials
SHEL vs. T - Financials Comparison
This section allows you to compare key financial metrics between Shell plc 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
SHEL and T have a correlation of 0.03, 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 SHEL (7.54%). In terms of maximum drawdown, SHEL dropped -71.57% vs T's -64.15%.
SHEL currently has the higher Sharpe Ratio (1.26 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.
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