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 -6.38%/yr vs 2.02%/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 -37.50% return, which is significantly lower than T's -8.33% return. Over the past 10 years, SID has underperformed T with an annualized return of -6.38%, while T has yielded a comparatively higher 2.02% annualized return.
SID
- 1D
- -2.91%
- 1M
- -17.36%
- 6M
- -47.37%
- YTD
- -37.50%
- 1Y
- -31.51%
- 3Y*
- -25.01%
- 5Y*
- -29.40%
- 10Y*
- -6.38%
T
- 1D
- 2.57%
- 1M
- -3.83%
- 6M
- -5.16%
- YTD
- -8.33%
- 1Y
- -14.60%
- 3Y*
- 23.91%
- 5Y*
- 6.50%
- 10Y*
- 2.02%
SID vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SID Companhia Siderúrgica Nacional | -37.50% | 11.11% | -59.60% | 69.73% | -29.68% | -22.18% | 72.67% | 68.56% | -10.61% | -24.15% |
T AT&T Inc. | -8.33% | 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 0.01, 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 | 0.01 |
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 | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 1997 | 0.23 |
Over the past year, the correlation between SID and T has dropped to 0.01 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.
Fundamentals
SID:
$1.33B
T:
$152.79B
SID:
-R$1.51
T:
$3.05
SID:
0.15
T:
1.25
SID:
R$44.47B
T:
$125.65B
SID:
R$12.14B
T:
$105.41B
SID:
R$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.
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.
| SID | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.91 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.51 | -0.04 |
| Martin ratioReturn relative to average drawdown | -1.15 | -1.14 | 0.00 |
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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 | -57.67% | -28.89% | -28.78% |
Max Drawdown (3Y)Largest decline over 3 years | -75.27% | -28.89% | -46.38% |
Max Drawdown (5Y)Largest decline over 5 years | -85.52% | -32.01% | -53.51% |
Max Drawdown (10Y)Largest decline over 10 years | -86.14% | -42.35% | -43.79% |
Current DrawdownCurrent decline from peak | -90.43% | -22.66% | -67.77% |
Average DrawdownAverage peak-to-trough decline | -51.82% | -15.74% | -36.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.50% | 12.80% | +14.70% |
Volatility
SID vs. T - Volatility Comparison
Companhia Siderúrgica Nacional (SID) has a higher volatility of 16.97% compared to AT&T Inc. (T) at 10.04%. 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 | 16.97% | 10.04% | +6.93% |
Volatility (6M)Calculated over the trailing 6-month period | 46.86% | 19.94% | +26.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.13% | 23.65% | +33.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.60% | 24.40% | +29.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.93% | 23.91% | +35.02% |
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 5.05%.
| 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. | 5.05% | 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 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SID has higher volatility (16.97%) compared to T (10.04%). In terms of maximum drawdown, SID dropped -95.79% vs T's -64.15%.
SID currently has the higher Sharpe Ratio (-0.55 vs -0.62), 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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