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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 -7.04% return, which is significantly lower than CII's 9.70% return. Over the past 10 years, T has underperformed CII with an annualized return of 2.10%, while CII has yielded a comparatively higher 14.87% 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%

CII

1D
0.37%
1M
1.00%
6M
8.91%
YTD
9.70%
1Y
37.11%
3Y*
21.19%
5Y*
13.61%
10Y*
14.87%
ALL TIME*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. CII - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-7.04%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
9.70%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 -0.21, 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

-0.21

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

-0.02

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

0.16

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

0.26

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

0.32

The correlation between T and CII shifts across timeframes, from -0.21 (1 year) to 0.32 (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: 2222
Overall Rank
T Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
T Sortino Ratio Rank: 1919
Sortino Ratio Rank
T Omega Ratio Rank: 2020
Omega Ratio Rank
T Calmar Ratio Rank: 2929
Calmar Ratio Rank
T Martin Ratio Rank: 2323
Martin Ratio Rank

CII
CII Risk / Return Rank: 8080
Overall Rank
CII Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CII Sortino Ratio Rank: 7878
Sortino Ratio Rank
CII Omega Ratio Rank: 7676
Omega Ratio Rank
CII Calmar Ratio Rank: 8484
Calmar Ratio Rank
CII Martin Ratio Rank: 8080
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

-2.81

Sortino ratioReturn per unit of downside risk

-3.64

Omega ratioGain probability vs. loss probability

0.92

1.38

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.46

3.20

-3.66

Martin ratioReturn relative to average drawdown

-1.03

11.43

-12.46

T vs. CII - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.57, which is lower than the CII Sharpe Ratio of 2.24. 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

-28.89%

-11.67%

-17.22%

Max Drawdown (3Y)

Largest decline over 3 years

-28.89%

-21.05%

-7.84%

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

-21.57%

-5.45%

-16.12%

Average Drawdown

Average peak-to-trough decline

-15.74%

-6.16%

-9.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.94%

3.26%

+9.68%

Volatility

T vs. CII - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 9.59% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 6.01%. 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

9.59%

6.01%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

19.91%

13.33%

+6.58%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

16.65%

+7.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.38%

17.35%

+7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

18.64%

+5.28%

Dividends

T vs. CII - Dividend Comparison

T's dividend yield for the trailing twelve months is around 6.58%, less than CII's 15.82% yield.


PositionTTM20252024202320222021202020192018201720162015
CII
BlackRock Enhanced Large Cap Core Fund
15.82%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.
6.58%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 -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (9.59%) compared to CII (6.01%). In terms of maximum drawdown, T dropped -64.15% vs CII's -56.43%.

CII currently has the higher Sharpe Ratio (2.24 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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