PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SID vs. T
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.2

Performance

SID vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Companhia Siderúrgica Nacional (SID) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
4,773.42%
240.57%
SID
T

Key characteristics

Sharpe Ratio

SID:

-1.30

T:

2.33

Sortino Ratio

SID:

-2.22

T:

3.25

Omega Ratio

SID:

0.76

T:

1.41

Calmar Ratio

SID:

-0.67

T:

1.69

Martin Ratio

SID:

-1.55

T:

14.07

Ulcer Index

SID:

36.02%

T:

3.36%

Daily Std Dev

SID:

42.97%

T:

20.28%

Max Drawdown

SID:

-95.31%

T:

-64.66%

Current Drawdown

SID:

-83.10%

T:

-4.73%

Fundamentals

Market Cap

SID:

$2.33B

T:

$163.81B

EPS

SID:

-$0.17

T:

$1.23

PEG Ratio

SID:

-2.14

T:

6.41

Total Revenue (TTM)

SID:

$43.67B

T:

$122.06B

Gross Profit (TTM)

SID:

$11.42B

T:

$73.12B

EBITDA (TTM)

SID:

$8.89B

T:

$41.17B

Returns By Period

In the year-to-date period, SID achieves a -58.75% return, which is significantly lower than T's 43.96% return. Over the past 10 years, SID has underperformed T with an annualized return of 2.29%, while T has yielded a comparatively higher 4.94% annualized return.


SID

YTD

-58.75%

1M

-21.43%

6M

-33.91%

1Y

-58.22%

5Y*

-8.43%

10Y*

2.29%

T

YTD

43.96%

1M

-1.00%

6M

27.10%

1Y

45.96%

5Y*

1.37%

10Y*

4.94%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for SID, currently valued at -1.30, compared to the broader market-4.00-2.000.002.00-1.302.33
The chart of Sortino ratio for SID, currently valued at -2.22, compared to the broader market-4.00-2.000.002.004.00-2.223.25
The chart of Omega ratio for SID, currently valued at 0.76, compared to the broader market0.501.001.502.000.761.41
The chart of Calmar ratio for SID, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.671.69
The chart of Martin ratio for SID, currently valued at -1.55, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.5514.07
SID
T

The current SID Sharpe Ratio is -1.30, which is lower than the T Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SID and T, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.30
2.33
SID
T

Dividends

SID vs. T - Dividend Comparison

SID's dividend yield for the trailing twelve months is around 9.09%, more than T's 4.88% yield.


TTM20232022202120202019201820172016201520142013
SID
Companhia Siderúrgica Nacional
9.09%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.
4.88%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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-83.10%
-4.73%
SID
T

Volatility

SID vs. T - Volatility Comparison

Companhia Siderúrgica Nacional (SID) has a higher volatility of 16.44% compared to AT&T Inc. (T) at 7.25%. 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
16.44%
7.25%
SID
T

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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab