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 3.33%/yr vs 9.86%/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 -2.96% return, which is significantly lower than CALM's -0.54% return. Over the past 10 years, T has underperformed CALM with an annualized return of 3.33%, while CALM has yielded a comparatively higher 9.86% annualized return.
T
- 1D
- 2.52%
- 1M
- -4.69%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.96%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
CALM
- 1D
- -2.22%
- 1M
- -1.77%
- YTD
- -0.54%
- 6M
- -8.91%
- 1Y
- -13.33%
- 3Y*
- 23.34%
- 5Y*
- 22.16%
- 10Y*
- 9.86%
T vs. CALM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
CALM Cal-Maine Foods, Inc. | -0.54% | -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 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
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:
$3.04
CALM:
$14.48
T:
7.74
CALM:
5.39
T:
0.32
CALM:
0.00
T:
1.35
CALM:
1.08
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 | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.95 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | -0.36 | -0.23 |
| Martin ratioReturn relative to average drawdown | -1.22 | -0.56 | -0.66 |
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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 | -21.87% | -37.00% | +15.13% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -37.00% | +15.13% |
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 | -18.12% | -31.17% | +13.05% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -30.31% | +14.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 23.95% | -13.31% |
Volatility
T vs. CALM - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 8.21% compared to Cal-Maine Foods, Inc. (CALM) at 6.31%. This indicates that T's price experiences larger fluctuations and is considered to be riskier 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 | 8.21% | 6.31% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 17.80% | 20.43% | -2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 33.03% | -10.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 32.61% | -8.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 31.13% | -7.40% |
Dividends
T vs. CALM - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, less than CALM's 6.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 6.15% | 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. | 4.71% | 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 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.21%) compared to CALM (6.31%). In terms of maximum drawdown, T dropped -64.15% vs CALM's -74.08%.
CALM currently has the higher Sharpe Ratio (-0.41 vs -0.59), 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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