T vs. CALM
T (AT&T Inc.) and CALM (Cal-Maine Foods, Inc.) are both stocks. T operates in Telecom Services (Communication Services), while CALM operates in Farm Products (Consumer Defensive). Over the past 10 years, T returned 2.10%/yr vs 11.14%/yr for CALM. At a 0.15 correlation, their price movements are largely independent.
Performance
T vs. CALM - 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 CALM's 12.61% return. Over the past 10 years, T has underperformed CALM with an annualized return of 2.10%, while CALM has yielded a comparatively higher 11.14% 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%
CALM
- 1D
- -0.15%
- 1M
- 13.75%
- 6M
- 14.99%
- YTD
- 12.61%
- 1Y
- -12.17%
- 3Y*
- 32.96%
- 5Y*
- 27.18%
- 10Y*
- 11.14%
- ALL TIME*
- 16.59%
T vs. CALM - 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% |
CALM Cal-Maine Foods, Inc. | 12.61% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
Correlation
The correlation between T and CALM is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
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 Dec 12, 1996 | 0.15 |
Fundamentals
T:
$152.52B
CALM:
$4.19B
T:
$3.05
CALM:
$14.48
T:
7.19
CALM:
6.11
T:
0.30
CALM:
0.00
T:
1.25
CALM:
1.23
T:
$125.65B
CALM:
$3.46B
T:
$105.41B
CALM:
$1.17B
T:
$54.70B
CALM:
$1.05B
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Return for Risk
T vs. CALM — Risk / Return Rank
T
CALM
T vs. CALM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Cal-Maine Foods, Inc. (CALM). 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 | CALM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.96 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | -0.33 | -0.13 |
| Martin ratioReturn relative to average drawdown | -1.03 | -0.48 | -0.55 |
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Drawdowns
T vs. CALM - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum CALM drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for T and CALM.
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Drawdown Indicators
| T | CALM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -74.08% | +9.93% |
Max Drawdown (1Y)Largest decline over 1 year | -28.89% | -37.00% | +8.11% |
Max Drawdown (3Y)Largest decline over 3 years | -28.89% | -37.00% | +8.11% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -37.00% | +4.99% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -39.12% | -3.23% |
Current DrawdownCurrent decline from peak | -21.57% | -22.07% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -30.30% | +14.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.94% | 25.41% | -12.47% |
Volatility
T vs. CALM - Volatility Comparison
The current volatility for AT&T Inc. (T) is 9.59%, while Cal-Maine Foods, Inc. (CALM) has a volatility of 10.98%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | CALM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.59% | 10.98% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 19.91% | 21.51% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 34.08% | -10.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.38% | 32.84% | -8.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 31.24% | -7.32% |
Dividends
T vs. CALM - Dividend Comparison
T's dividend yield for the trailing twelve months is around 6.58%, more than CALM's 5.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 5.43% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
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. CALM - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Cal-Maine Foods, 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 CALM have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CALM has higher volatility (10.98%) compared to T (9.59%). In terms of maximum drawdown, T dropped -64.15% vs CALM's -74.08%.
CALM currently has the higher Sharpe Ratio (-0.36 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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