SID vs. T
Compare and contrast key facts about Companhia Siderúrgica Nacional (SID) and AT&T Inc. (T).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SID or T.
Key characteristics
| SID | T | |
|---|---|---|
| YTD Return | -47.77% | 40.16% |
| 1Y Return | -14.63% | 50.96% |
| 3Y Return (Ann) | -12.66% | 12.50% |
| 5Y Return (Ann) | 1.09% | 0.89% |
| 10Y Return (Ann) | 2.99% | 4.08% |
| Sharpe Ratio | -0.35 | 2.56 |
| Sortino Ratio | -0.25 | 3.56 |
| Omega Ratio | 0.97 | 1.44 |
| Calmar Ratio | -0.19 | 1.58 |
| Martin Ratio | -0.48 | 14.82 |
| Ulcer Index | 31.91% | 3.40% |
| Daily Std Dev | 43.77% | 19.65% |
| Max Drawdown | -95.31% | -64.66% |
| Current Drawdown | -78.60% | -1.73% |
Fundamentals
| SID | T | |
|---|---|---|
| Market Cap | $2.61B | $160.08B |
| EPS | -$0.09 | $1.22 |
| PEG Ratio | -2.14 | 1.93 |
| Total Revenue (TTM) | $32.60B | $122.06B |
| Gross Profit (TTM) | $8.69B | $73.12B |
| EBITDA (TTM) | $6.87B | $41.37B |
Correlation
The correlation between SID and T is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SID vs. T - Performance Comparison
In the year-to-date period, SID achieves a -47.77% return, which is significantly lower than T's 40.16% return. Over the past 10 years, SID has underperformed T with an annualized return of 2.99%, while T has yielded a comparatively higher 4.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SID vs. T - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Companhia Siderúrgica Nacional (SID) 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.
Dividends
SID vs. T - Dividend Comparison
SID's dividend yield for the trailing twelve months is around 15.03%, more than T's 5.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SID Companhia Siderúrgica Nacional | 15.03% | 12.65% | 14.31% | 8.36% | 0.03% | 6.90% | 7.43% | 0.00% | 0.00% | 14.65% | 5.96% | 8.53% |
T AT&T Inc. | 5.01% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
Drawdowns
SID vs. T - Drawdown Comparison
The maximum SID drawdown since its inception was -95.31%, which is greater than T's maximum drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for SID and T. For additional features, visit the drawdowns tool.
Volatility
SID vs. T - Volatility Comparison
Companhia Siderúrgica Nacional (SID) has a higher volatility of 11.59% compared to AT&T Inc. (T) at 6.92%. This indicates that SID'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.
Financials
SID vs. T - Financials Comparison
This section allows you to compare key financial metrics between Companhia Siderúrgica Nacional 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