T vs. BMY
T (AT&T Inc.) and BMY (Bristol-Myers Squibb Company) are both stocks. T operates in Telecom Services (Communication Services), while BMY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, T returned 2.10%/yr vs 1.24%/yr for BMY. At a 0.31 correlation, their price movements are largely independent.
Performance
T vs. BMY - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -7.04% return, which is significantly lower than BMY's 15.30% return. Over the past 10 years, T has outperformed BMY with an annualized return of 2.10%, while BMY has yielded a comparatively lower 1.24% annualized return.
T
- 1D
- 0.64%
- 1M
- 2.62%
- 6M
- -2.84%
- YTD
- -7.04%
- 1Y
- -13.37%
- 3Y*
- 20.93%
- 5Y*
- 7.13%
- 10Y*
- 2.10%
- ALL TIME*
- 9.35%
BMY
- 1D
- -0.95%
- 1M
- 12.67%
- 6M
- 11.23%
- YTD
- 15.30%
- 1Y
- 33.12%
- 3Y*
- 2.32%
- 5Y*
- 1.91%
- 10Y*
- 1.24%
- ALL TIME*
- 9.27%
T vs. BMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -7.04% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
BMY Bristol-Myers Squibb Company | 15.30% | 0.11% | 15.81% | -26.14% | 18.98% | 2.88% | 0.41% | 27.74% | -12.90% | 7.71% |
Correlation
The correlation between T and BMY is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.31 |
Fundamentals
T:
$152.52B
BMY:
$122.85B
T:
$3.05
BMY:
$3.56
T:
7.19
BMY:
16.88
T:
0.30
BMY:
0.96
T:
1.25
BMY:
2.53
T:
$125.65B
BMY:
$48.48B
T:
$105.41B
BMY:
$33.33B
T:
$54.70B
BMY:
$13.34B
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Return for Risk
T vs. BMY — Risk / Return Rank
T
BMY
T vs. BMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Bristol-Myers Squibb Company (BMY). 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 | BMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.22 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 2.66 | -3.12 |
| Martin ratioReturn relative to average drawdown | -1.03 | 5.80 | -6.83 |
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Drawdowns
T vs. BMY - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum BMY drawdown of -72.03%. Use the drawdown chart below to compare losses from any high point for T and BMY.
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Drawdown Indicators
| T | BMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -72.03% | +7.88% |
Max Drawdown (1Y)Largest decline over 1 year | -28.89% | -12.53% | -16.36% |
Max Drawdown (3Y)Largest decline over 3 years | -28.89% | -36.02% | +7.13% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -47.67% | +15.66% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -47.67% | +5.32% |
Current DrawdownCurrent decline from peak | -21.57% | -12.45% | -9.12% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -22.37% | +6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.94% | 5.73% | +7.21% |
Volatility
T vs. BMY - Volatility Comparison
The current volatility for AT&T Inc. (T) is 9.59%, while Bristol-Myers Squibb Company (BMY) has a volatility of 10.52%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | BMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.59% | 10.52% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 19.91% | 19.74% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 28.11% | -4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.38% | 24.46% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 25.47% | -1.55% |
Dividends
T vs. BMY - Dividend Comparison
T's dividend yield for the trailing twelve months is around 6.58%, more than BMY's 4.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMY Bristol-Myers Squibb Company | 4.17% | 4.60% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% |
T AT&T Inc. | 6.58% | 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. BMY - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Bristol-Myers Squibb Company. 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 BMY have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BMY has higher volatility (10.52%) compared to T (9.59%). In terms of maximum drawdown, T dropped -64.15% vs BMY's -72.03%.
BMY currently has the higher Sharpe Ratio (1.19 vs -0.57), 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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