T vs. AJG
T (AT&T Inc.) and AJG (Arthur J. Gallagher & Co.) are both stocks. T operates in Telecom Services (Communication Services), while AJG operates in Insurance Brokers (Financial Services). Over the past 10 years, T returned 2.86%/yr vs 17.92%/yr for AJG. At a 0.22 correlation, their price movements are largely independent.
Performance
T vs. AJG - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -7.40% return, which is significantly higher than AJG's -17.35% return. Over the past 10 years, T has underperformed AJG with an annualized return of 2.86%, while AJG has yielded a comparatively higher 17.92% annualized return.
T
- 1D
- -1.10%
- 1M
- -10.57%
- YTD
- -7.40%
- 6M
- -7.40%
- 1Y
- -16.38%
- 3Y*
- 18.39%
- 5Y*
- 6.60%
- 10Y*
- 2.86%
AJG
- 1D
- -1.67%
- 1M
- 7.22%
- YTD
- -17.35%
- 6M
- -10.08%
- 1Y
- -34.63%
- 3Y*
- 1.87%
- 5Y*
- 9.17%
- 10Y*
- 17.92%
T vs. AJG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -7.40% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
AJG Arthur J. Gallagher & Co. | -17.35% | -8.03% | 27.34% | 20.51% | 12.44% | 39.02% | 32.12% | 31.79% | 19.19% | 25.04% |
Correlation
The correlation between T and AJG is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 1984 | 0.22 |
The correlation between T and AJG shifts across timeframes, from 0.10 (1 year) to 0.29 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
T:
$3.04
AJG:
$5.74
T:
7.39
AJG:
37.04
T:
0.31
AJG:
3.84
T:
1.29
AJG:
3.97
T:
$125.65B
AJG:
$13.94B
T:
$105.41B
AJG:
$7.63B
T:
$54.70B
AJG:
$3.66B
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Return for Risk
T vs. AJG — Risk / Return Rank
T
AJG
T vs. AJG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Arthur J. Gallagher & Co. (AJG). 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.
| T | AJG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.78 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | -0.85 | +0.10 |
| Martin ratioReturn relative to average drawdown | -1.59 | -1.47 | -0.11 |
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
| T | AJG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | -1.25 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.40 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.78 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.47 | -0.09 |
Drawdowns
T vs. AJG - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, which is greater than AJG's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for T and AJG.
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Drawdown Indicators
| T | AJG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -57.49% | -6.66% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -40.64% | +18.77% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -44.40% | +22.53% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -44.40% | +12.39% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -44.40% | +2.05% |
Current DrawdownCurrent decline from peak | -21.87% | -38.26% | +16.39% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -12.83% | -2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.34% | 24.06% | -13.72% |
Volatility
T vs. AJG - Volatility Comparison
The current volatility for AT&T Inc. (T) is 7.50%, while Arthur J. Gallagher & Co. (AJG) has a volatility of 8.97%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | AJG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 8.97% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 17.57% | 22.42% | -4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 27.95% | -5.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 22.96% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.71% | 23.08% | +0.63% |
Dividends
T vs. AJG - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.93%, more than AJG's 1.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 1.27% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
T AT&T Inc. | 4.93% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
T vs. AJG - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Arthur J. Gallagher & Co.. 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 AJG have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AJG has higher volatility (8.97%) compared to T (7.50%). In terms of maximum drawdown, T dropped -64.15% vs AJG's -57.49%.
T currently has the higher Sharpe Ratio (-0.75 vs -1.25), 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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