SID vs. T
SID (Companhia Siderúrgica Nacional) and T (AT&T Inc.) are both stocks. SID operates in Steel (Basic Materials), while T operates in Telecom Services (Communication Services). Over the past 10 years, SID returned 0.09%/yr vs 3.23%/yr for T. At a 0.23 correlation, their price movements are largely independent.
Performance
SID vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, SID achieves a -18.75% return, which is significantly lower than T's -6.29% return. Over the past 10 years, SID has underperformed T with an annualized return of 0.09%, while T has yielded a comparatively higher 3.23% annualized return.
SID
- 1D
- -0.76%
- 1M
- -0.00%
- YTD
- -18.75%
- 6M
- -26.97%
- 1Y
- -12.16%
- 3Y*
- -17.45%
- 5Y*
- -26.13%
- 10Y*
- 0.09%
T
- 1D
- -3.31%
- 1M
- -12.08%
- YTD
- -6.29%
- 6M
- -8.32%
- 1Y
- -13.15%
- 3Y*
- 20.28%
- 5Y*
- 6.67%
- 10Y*
- 3.23%
SID vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SID Companhia Siderúrgica Nacional | -18.75% | 11.11% | -59.60% | 69.73% | -29.68% | -22.18% | 72.67% | 68.56% | -10.61% | -24.15% |
T AT&T Inc. | -6.29% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between SID 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 | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 1997 | 0.23 |
The correlation between SID and T shifts across timeframes, from -0.03 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SID:
-$1.51
T:
$3.04
SID:
0.04
T:
1.30
SID:
$44.47B
T:
$125.65B
SID:
$12.14B
T:
$105.41B
SID:
$7.32B
T:
$54.70B
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Return for Risk
SID vs. T — Risk / Return Rank
SID
T
SID vs. T - Risk-Adjusted Trends 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.
| SID | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.91 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | -0.63 | +0.37 |
| Martin ratioReturn relative to average drawdown | -0.56 | -1.30 | +0.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SID | T | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.22 | -0.60 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 0.28 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | 0.14 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.38 | -0.20 |
Drawdowns
SID vs. T - Drawdown Comparison
The maximum SID drawdown since its inception was -95.79%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for SID and T.
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Drawdown Indicators
| SID | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.79% | -64.15% | -31.64% |
Max Drawdown (1Y)Largest decline over 1 year | -47.64% | -20.94% | -26.70% |
Max Drawdown (3Y)Largest decline over 3 years | -69.41% | -20.94% | -48.47% |
Max Drawdown (5Y)Largest decline over 5 years | -82.09% | -32.01% | -50.08% |
Max Drawdown (10Y)Largest decline over 10 years | -82.86% | -42.35% | -40.51% |
Current DrawdownCurrent decline from peak | -87.56% | -20.94% | -66.62% |
Average DrawdownAverage peak-to-trough decline | -51.64% | -15.72% | -35.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.71% | 10.17% | +11.54% |
Volatility
SID vs. T - Volatility Comparison
Companhia Siderúrgica Nacional (SID) has a higher volatility of 21.94% compared to AT&T Inc. (T) at 7.53%. 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.
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Volatility by Period
| SID | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.94% | 7.53% | +14.41% |
Volatility (6M)Calculated over the trailing 6-month period | 46.70% | 17.56% | +29.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.32% | 22.10% | +34.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.36% | 23.97% | +29.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.63% | 23.71% | +35.92% |
Dividends
SID vs. T - Dividend Comparison
SID has not paid dividends to shareholders, while T's dividend yield for the trailing twelve months is around 4.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SID Companhia Siderúrgica Nacional | 0.00% | 0.00% | 15.93% | 12.83% | 14.31% | 8.41% | 0.03% | 6.89% | 0.00% | 0.00% | 0.00% | 14.30% |
T AT&T Inc. | 4.87% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
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
Frequently Asked Questions
SID 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.
SID has higher volatility (21.94%) compared to T (7.53%). In terms of maximum drawdown, SID dropped -95.79% vs T's -64.15%.
SID currently has the higher Sharpe Ratio (-0.22 vs -0.60), 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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