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

Performance

SHEL vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shell plc (SHEL) 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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHEL vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHEL
Shell plc
19.48%22.16%-0.87%20.19%36.18%34.27%-41.08%6.38%-7.23%21.67%
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 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

Market Cap

SHEL:

$240.33B

T:

$152.52B

EPS

SHEL:

$6.45

T:

$3.05

PE Ratio

SHEL:

13.37

T:

7.19

PEG Ratio

SHEL:

0.67

T:

0.30

PS Ratio

SHEL:

0.94

T:

1.25

Total Revenue (TTM)

SHEL:

$266.82B

T:

$125.65B

Gross Profit (TTM)

SHEL:

$41.65B

T:

$105.41B

EBITDA (TTM)

SHEL:

$57.44B

T:

$54.70B

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Return for Risk

SHEL vs. T — Risk / Return Rank

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

SHEL
SHEL Risk / Return Rank: 7777
Overall Rank
SHEL Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SHEL Sortino Ratio Rank: 7676
Sortino Ratio Rank
SHEL Omega Ratio Rank: 7575
Omega Ratio Rank
SHEL Calmar Ratio Rank: 7474
Calmar Ratio Rank
SHEL Martin Ratio Rank: 7979
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.

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.


SHELTDifference
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

SHEL vs. T - Sharpe Ratio Comparison

The current SHEL Sharpe Ratio is 1.26, which is higher than the T Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of SHEL 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

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


SHELTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.61%

-21.57%

+13.96%

Average Drawdown

Average peak-to-trough decline

-16.71%

-15.74%

-0.97%

Ulcer Index

Depth 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


SHELTDifference

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.


PositionTTM20252024202320222021202020192018201720162015
SHEL
Shell plc
3.43%3.90%4.39%3.76%3.48%3.78%5.69%6.27%6.27%2.75%6.49%8.17%
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

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.


Quarterly
Annual

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


20.00B40.00B60.00B80.00B100.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
69.57B
33.47B
(SHEL) Total Revenue
(T) Total Revenue
Values in USD except per share items

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.

Portfolio Optimizer

Find the right allocation for SHEL 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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