T vs. CMCSA

Last updated Jun 3, 2026

T (AT&T Inc.) and CMCSA (Comcast Corporation) are both stocks. Both are in the Communication Services sector — T in Telecom Services, CMCSA in Entertainment. Over the past 10 years, T returned 4.09%/yr vs 1.27%/yr for CMCSA. At a 0.33 correlation, their price movements are largely independent.

Performance

T vs. CMCSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and Comcast Corporation (CMCSA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, T achieves a 1.40% return, which is significantly higher than CMCSA's -3.93% return. Over the past 10 years, T has outperformed CMCSA with an annualized return of 4.09%, while CMCSA has yielded a comparatively lower 1.27% annualized return.

T

• 1D: 0.37%
• 1M: -5.67%
• YTD: 1.40%
• 6M: -1.30%
• 1Y: -7.94%
• 3Y*: 23.97%
• 5Y*: 8.39%
• 10Y*: 4.09%

CMCSA

• 1D: -0.80%
• 1M: -8.61%
• YTD: -3.93%
• 6M: 6.27%
• 1Y: -14.69%
• 3Y*: -7.40%
• 5Y*: -10.32%
• 10Y*: 1.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. CMCSA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
T AT&T Inc.	1.40%	13.97%	44.08%	-2.74%	5.76%	-8.09%	-21.37%	45.55%	-22.25%	-4.01%
CMCSA Comcast Corporation	-3.93%	-17.35%	-11.84%	29.08%	-28.68%	-2.22%	19.13%	34.04%	-12.71%	17.45%

Correlation

The correlation between T and CMCSA is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.41
Correlation (All Time) Calculated using the full available price history since Jul 8, 1988	0.33

Fundamentals

EPS T : $3.04 CMCSA : $5.05
PE Ratio T : 8.09 CMCSA : 4.92
PEG Ratio T : 0.34 CMCSA : 0.11
PS Ratio T : 1.41 CMCSA : 0.73
Total Revenue (TTM) T : $125.65B CMCSA : $125.28B
Gross Profit (TTM) T : $105.41B CMCSA : $77.26B
EBITDA (TTM) T : $54.70B CMCSA : $45.00B

Return for Risk

T vs. CMCSA — Risk / Return Rank

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

T

T Risk / Return Rank: 24
T Sharpe Ratio Rank: 25
T Sortino Ratio Rank: 21
T Omega Ratio Rank: 22
T Calmar Ratio Rank: 29
T Martin Ratio Rank: 26

CMCSA

CMCSA Risk / Return Rank: 18
CMCSA Sharpe Ratio Rank: 18
CMCSA Sortino Ratio Rank: 18
CMCSA Omega Ratio Rank: 18
CMCSA Calmar Ratio Rank: 19
CMCSA Martin Ratio Rank: 16

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. CMCSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Comcast Corporation (CMCSA). 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.

	T	CMCSA	Difference
Sharpe ratio Return per unit of total volatility	-0.37	-0.51	+0.14
Sortino ratio Return per unit of downside risk	-0.40	-0.55	+0.15
Omega ratio Gain probability vs. loss probability	0.95	0.93	+0.03
Calmar ratio Return relative to maximum drawdown	-0.36	-0.59	+0.23
Martin ratio Return relative to average drawdown	-0.75	-1.12	+0.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

T vs. CMCSA - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.37, which is comparable to the CMCSA Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of T and CMCSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	T	CMCSA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.37	-0.51	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	-0.39	+0.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.05	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.27	+0.11

Drawdowns

T vs. CMCSA - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, smaller than the maximum CMCSA drawdown of -67.89%. Use the drawdown chart below to compare losses from any high point for T and CMCSA.

Drawdown Indicators

	T	CMCSA	Difference
Max Drawdown Largest peak-to-trough decline	-64.15%	-67.89%	+3.74%
Max Drawdown (1Y) Largest decline over 1 year	-20.60%	-25.72%	+5.12%
Max Drawdown (3Y) Largest decline over 3 years	-20.60%	-39.87%	+19.27%
Max Drawdown (5Y) Largest decline over 5 years	-32.01%	-52.11%	+20.10%
Max Drawdown (10Y) Largest decline over 10 years	-42.35%	-52.11%	+9.76%
Current Drawdown Current decline from peak	-14.44%	-47.24%	+32.80%
Average Drawdown Average peak-to-trough decline	-15.72%	-24.60%	+8.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.01%	13.63%	-3.62%

Volatility

T vs. CMCSA - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 5.53% compared to Comcast Corporation (CMCSA) at 4.93%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than CMCSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	T	CMCSA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.53%	4.93%	+0.60%
Volatility (6M) Calculated over the trailing 6-month period	16.69%	24.45%	-7.76%
Volatility (1Y) Calculated over the trailing 1-year period	21.41%	28.82%	-7.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.85%	26.84%	-2.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.65%	26.43%	-2.78%

Dividends

T vs. CMCSA - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.50%, less than CMCSA's 11.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CMCSA Comcast Corporation	11.68%	4.35%	3.25%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%
T AT&T Inc.	4.50%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%

Financials

Frequently Asked Questions

Can I hold both T and CMCSA in my portfolio?

T and CMCSA have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, T or CMCSA?

T has higher volatility (5.53%) compared to CMCSA (4.93%). In terms of maximum drawdown, T dropped -64.15% vs CMCSA's -67.89%.

Which has better risk-adjusted returns?

T currently has the higher Sharpe Ratio (-0.37 vs -0.51), 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.