T vs. AAPL
T (AT&T Inc.) and AAPL (Apple Inc) are both stocks. T operates in Telecom Services (Communication Services), while AAPL operates in Consumer Electronics (Technology). Over the past 10 years, T returned 3.33%/yr vs 29.36%/yr for AAPL. At a 0.20 correlation, their price movements are largely independent.
Performance
T vs. AAPL - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -2.96% return, which is significantly lower than AAPL's 7.29% return. Over the past 10 years, T has underperformed AAPL with an annualized return of 3.33%, while AAPL has yielded a comparatively higher 29.36% annualized return.
T
- 1D
- 2.52%
- 1M
- -4.69%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.96%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
AAPL
- 1D
- -1.52%
- 1M
- -2.59%
- YTD
- 7.29%
- 6M
- 4.81%
- 1Y
- 46.73%
- 3Y*
- 17.21%
- 5Y*
- 18.59%
- 10Y*
- 29.36%
T vs. AAPL - Yearly Performance Comparison
Correlation
The correlation between T and AAPL 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 | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.20 |
The correlation between T and AAPL shifts across timeframes, from -0.01 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
T:
$3.04
AAPL:
$8.24
T:
7.74
AAPL:
35.35
T:
0.32
AAPL:
4.65
T:
1.35
AAPL:
9.60
T:
$125.65B
AAPL:
$451.44B
T:
$105.41B
AAPL:
$216.07B
T:
$54.70B
AAPL:
$153.63B
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Return for Risk
T vs. AAPL — Risk / Return Rank
T
AAPL
T vs. AAPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Apple Inc (AAPL). 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.
| T | AAPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.66 | ||
| Sortino ratioReturn per unit of downside risk | -3.65 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.38 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 3.40 | -4.00 |
| Martin ratioReturn relative to average drawdown | -1.22 | 8.47 | -9.69 |
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Drawdowns
T vs. AAPL - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for T and AAPL.
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Drawdown Indicators
| T | AAPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -81.80% | +17.65% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -13.80% | -8.07% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -33.36% | +11.49% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -33.36% | +1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -38.52% | -3.83% |
Current DrawdownCurrent decline from peak | -18.12% | -7.64% | -10.48% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -29.59% | +13.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 5.53% | +5.11% |
Volatility
T vs. AAPL - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 8.21% compared to Apple Inc (AAPL) at 6.73%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | AAPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 6.73% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 17.80% | 16.53% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 22.64% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 27.52% | -3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 28.92% | -5.19% |
Dividends
T vs. AAPL - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, more than AAPL's 0.36% yield.
Financials
T vs. AAPL - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Apple 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
T and AAPL 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.
T has higher volatility (8.21%) compared to AAPL (6.73%). In terms of maximum drawdown, T dropped -64.15% vs AAPL's -81.80%.
AAPL currently has the higher Sharpe Ratio (2.07 vs -0.59), 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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