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T vs. ARTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

T vs. ARTY

Last updated Jun 4, 2026

T (AT&T Inc.) is a stock, while ARTY (iShares Future AI & Tech ETF) is Technology Equities fund tracking the Morningstar Global Artificial Intelligence Select Index. Over the past 5 years, T returned 7.39%/yr vs 14.13%/yr for ARTY. At a 0.16 correlation, their price movements are largely independent.

Performance

T vs. ARTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and iShares Future AI & Tech ETF (ARTY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, T achieves a -3.08% return, which is significantly lower than ARTY's 66.09% return.

T

1D
-4.42%
1M
-9.77%
YTD
-3.08%
6M
-4.92%
1Y
-12.10%
3Y*
22.12%
5Y*
7.39%
10Y*
3.62%

ARTY

1D
-0.90%
1M
26.10%
YTD
66.09%
6M
63.47%
1Y
112.42%
3Y*
36.54%
5Y*
14.13%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. ARTY - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
T
AT&T Inc.		-3.08%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-8.62%
ARTY
iShares Future AI & Tech ETF		66.09%29.97%8.02%36.37%-37.89%6.32%48.85%34.47%-14.31%

Correlation

The correlation between T and ARTY is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.27

Correlation (3Y)
Calculated over the trailing 3-year period

-0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2018

0.16

The correlation between T and ARTY shifts across timeframes, from -0.27 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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AT&T Inc.

iShares Future AI & Tech ETF

Often compared with T:
T vs. VZT vs. SPYT vs. JEPIT vs. TMUST vs. SCHDT vs. NFLXT vs. F
Often compared with ARTY:
ARTY vs. BOTZARTY vs. QQQARTY vs. ARKQARTY vs. SPYARTY vs. IETCARTY vs. AIQARTY vs. ARKK

Return for Risk

T vs. ARTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
T
T Risk / Return Rank: 1717
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1616
Sortino Ratio Rank
T Omega Ratio Rank: 1717
Omega Ratio Rank
T Calmar Ratio Rank: 1919
Calmar Ratio Rank
T Martin Ratio Rank: 1414
Martin Ratio Rank
ARTY
ARTY Risk / Return Rank: 9090
Overall Rank
ARTY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ARTY Sortino Ratio Rank: 8989
Sortino Ratio Rank
ARTY Omega Ratio Rank: 8787
Omega Ratio Rank
ARTY Calmar Ratio Rank: 9191
Calmar Ratio Rank
ARTY Martin Ratio Rank: 9090
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. ARTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and iShares Future AI & Tech ETF (ARTY). 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.

TARTYDifference
Sharpe ratioReturn per unit of total volatility
-0.56
3.78

-4.34

Sortino ratioReturn per unit of downside risk
-0.67
4.13

-4.81

Omega ratioGain probability vs. loss probability

0.92

1.55

-0.63

Calmar ratioReturn relative to maximum drawdown

-0.59

6.01

-6.60

Martin ratioReturn relative to average drawdown

-1.20

20.88

-22.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

T vs. ARTY - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.56, which is lower than the ARTY Sharpe Ratio of 3.78. The chart below compares the historical Sharpe Ratios of T and ARTY, 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

TARTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

3.78

-4.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.50

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.63

-0.25

Drawdowns

T vs. ARTY - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than ARTY's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for T and ARTY.

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Drawdown Indicators

TARTYDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-54.50%

-9.65%

Max Drawdown (1Y)

Largest decline over 1 year

-20.60%

-18.81%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-20.60%

-32.44%

+11.84%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-50.53%

+18.52%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

—

—

Current Drawdown

Current decline from peak

-18.23%

-0.90%

-17.33%

Average Drawdown

Average peak-to-trough decline

-15.72%

-19.85%

+4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.08%

5.40%

+4.68%

Volatility

T vs. ARTY - Volatility Comparison

The current volatility for AT&T Inc. (T) is 6.96%, while iShares Future AI & Tech ETF (ARTY) has a volatility of 12.01%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than ARTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TARTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

12.01%

-5.05%

Volatility (6M)

Calculated over the trailing 6-month period

17.27%

25.12%

-7.85%

Volatility (1Y)

Calculated over the trailing 1-year period

21.86%

29.94%

-8.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.92%

28.58%

-4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.69%

27.75%

-4.06%

Dividends

T vs. ARTY - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, while ARTY has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ARTY
iShares Future AI & Tech ETF		0.00%0.00%0.50%0.88%0.75%2.41%0.53%0.69%0.34%0.00%0.00%0.00%
T
AT&T Inc.		4.71%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Frequently Asked Questions

T and ARTY have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARTY has higher volatility (12.01%) compared to T (6.96%). In terms of maximum drawdown, T dropped -64.15% vs ARTY's -54.50%.

ARTY currently has the higher Sharpe Ratio (3.78 vs -0.56), 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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