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T vs. CII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

T vs. CII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and BlackRock Enhanced Large Cap Core Fund (CII). 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 -2.96% return, which is significantly lower than CII's 7.72% return. Over the past 10 years, T has underperformed CII with an annualized return of 3.33%, while CII has yielded a comparatively higher 14.94% annualized return.


T

1D
2.52%
1M
-1.87%
YTD
-2.96%
6M
-1.93%
1Y
-12.71%
3Y*
20.58%
5Y*
7.38%
10Y*
3.33%

CII

1D
0.58%
1M
-1.09%
YTD
7.72%
6M
10.66%
1Y
39.37%
3Y*
20.94%
5Y*
13.51%
10Y*
14.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. CII - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-2.96%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
CII
BlackRock Enhanced Large Cap Core Fund
7.72%37.78%12.70%18.47%-13.21%34.26%8.11%30.46%-8.60%27.73%

Correlation

The correlation between T and CII is -0.13, 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

-0.13

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

0.01

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

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since May 26, 2004

0.33

The correlation between T and CII shifts across timeframes, from -0.13 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

T vs. CII — Risk / Return Rank

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

T
T Risk / Return Rank: 1818
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1717
Sortino Ratio Rank
T Omega Ratio Rank: 1818
Omega Ratio Rank
T Calmar Ratio Rank: 2121
Calmar Ratio Rank
T Martin Ratio Rank: 1515
Martin Ratio Rank

CII
CII Risk / Return Rank: 8484
Overall Rank
CII Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CII Sortino Ratio Rank: 8383
Sortino Ratio Rank
CII Omega Ratio Rank: 8080
Omega Ratio Rank
CII Calmar Ratio Rank: 8484
Calmar Ratio Rank
CII Martin Ratio Rank: 8484
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. CII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and BlackRock Enhanced Large Cap Core Fund (CII). 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.


TCIIDifference
Sharpe ratioReturn per unit of total volatility

-3.11

Sortino ratioReturn per unit of downside risk

-4.06

Omega ratioGain probability vs. loss probability

0.92

1.43

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.59

3.33

-3.93

Martin ratioReturn relative to average drawdown

-1.22

12.71

-13.93

T vs. CII - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.59, which is lower than the CII Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of T and CII, 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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Drawdowns

T vs. CII - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than CII's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for T and CII.


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Drawdown Indicators


TCIIDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-56.43%

-7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-11.67%

-10.20%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-21.05%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-22.32%

-9.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-40.56%

-1.79%

Current Drawdown

Current decline from peak

-18.12%

-6.33%

-11.79%

Average Drawdown

Average peak-to-trough decline

-15.72%

-6.17%

-9.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.64%

3.05%

+7.59%

Volatility

T vs. CII - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 8.21% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 5.22%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than CII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

5.22%

+2.99%

Volatility (6M)

Calculated over the trailing 6-month period

17.80%

12.09%

+5.71%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

15.40%

+6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

17.16%

+6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.73%

18.54%

+5.19%

Dividends

T vs. CII - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, less than CII's 15.93% yield.


PositionTTM20252024202320222021202020192018201720162015
CII
BlackRock Enhanced Large Cap Core Fund
15.35%16.65%6.15%6.28%12.27%4.98%6.03%5.79%7.06%6.07%8.38%8.49%
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 CII 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 CII (5.22%). In terms of maximum drawdown, T dropped -64.15% vs CII's -56.43%.

CII currently has the higher Sharpe Ratio (2.52 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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