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T vs. AJG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

T vs. AJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and Arthur J. Gallagher & Co. (AJG). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. AJG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

EPS

T:

$3.04

AJG:

$5.74

PE Ratio

T:

7.39

AJG:

37.04

PEG Ratio

T:

0.31

AJG:

3.84

PS Ratio

T:

1.29

AJG:

3.97

Total Revenue (TTM)

T:

$125.65B

AJG:

$13.94B

Gross Profit (TTM)

T:

$105.41B

AJG:

$7.63B

EBITDA (TTM)

T:

$54.70B

AJG:

$3.66B

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Return for Risk

T vs. AJG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1414
Calmar Ratio Rank
T Martin Ratio Rank: 44
Martin Ratio Rank

AJG
AJG Risk / Return Rank: 55
Overall Rank
AJG Sharpe Ratio Rank: 22
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 44
Sortino Ratio Rank
AJG Omega Ratio Rank: 44
Omega Ratio Rank
AJG Calmar Ratio Rank: 99
Calmar Ratio Rank
AJG Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


TAJGDifference
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

T vs. AJG - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.75, which is higher than the AJG Sharpe Ratio of -1.25. The chart below compares the historical Sharpe Ratios of T and AJG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TAJGDifference

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


TAJGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-21.87%

-38.26%

+16.39%

Average Drawdown

Average peak-to-trough decline

-15.72%

-12.83%

-2.89%

Ulcer Index

Depth 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


TAJGDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.


Quarterly
Annual

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


0.0010.00B20.00B30.00B40.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
33.47B
3.63B
(T) Total Revenue
(AJG) Total Revenue
Values in USD except per share items

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.

Portfolio Optimizer

Find the right allocation for T and AJG

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