PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
T vs. CSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between T and CSCO is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

T vs. CSCO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
17.32%
25.41%
T
CSCO

Key characteristics

Sharpe Ratio

T:

2.06

CSCO:

1.27

Sortino Ratio

T:

2.97

CSCO:

1.91

Omega Ratio

T:

1.36

CSCO:

1.25

Calmar Ratio

T:

1.49

CSCO:

0.96

Martin Ratio

T:

11.33

CSCO:

3.71

Ulcer Index

T:

3.59%

CSCO:

6.18%

Daily Std Dev

T:

19.76%

CSCO:

18.00%

Max Drawdown

T:

-64.65%

CSCO:

-89.26%

Current Drawdown

T:

-7.06%

CSCO:

0.00%

Fundamentals

Market Cap

T:

$157.21B

CSCO:

$238.89B

EPS

T:

$1.23

CSCO:

$2.33

PE Ratio

T:

17.81

CSCO:

25.74

PEG Ratio

T:

1.80

CSCO:

2.67

Total Revenue (TTM)

T:

$90.04B

CSCO:

$52.98B

Gross Profit (TTM)

T:

$55.01B

CSCO:

$34.39B

EBITDA (TTM)

T:

$31.74B

CSCO:

$14.09B

Returns By Period

In the year-to-date period, T achieves a -2.53% return, which is significantly lower than CSCO's 2.01% return. Over the past 10 years, T has underperformed CSCO with an annualized return of 4.58%, while CSCO has yielded a comparatively higher 11.50% annualized return.


T

YTD

-2.53%

1M

-2.83%

6M

17.32%

1Y

41.05%

5Y*

0.96%

10Y*

4.58%

CSCO

YTD

2.01%

1M

3.49%

6M

25.41%

1Y

22.30%

5Y*

7.43%

10Y*

11.50%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

T vs. CSCO — Risk-Adjusted Performance Rank

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

T
The Risk-Adjusted Performance Rank of T is 9191
Overall Rank
The Sharpe Ratio Rank of T is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of T is 9292
Sortino Ratio Rank
The Omega Ratio Rank of T is 8989
Omega Ratio Rank
The Calmar Ratio Rank of T is 8787
Calmar Ratio Rank
The Martin Ratio Rank of T is 9393
Martin Ratio Rank

CSCO
The Risk-Adjusted Performance Rank of CSCO is 8181
Overall Rank
The Sharpe Ratio Rank of CSCO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of CSCO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of CSCO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of CSCO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of CSCO is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

T vs. CSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Cisco Systems, Inc. (CSCO). 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.


Sharpe ratio
The chart of Sharpe ratio for T, currently valued at 2.06, compared to the broader market-2.000.002.002.061.27
The chart of Sortino ratio for T, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.002.971.91
The chart of Omega ratio for T, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.25
The chart of Calmar ratio for T, currently valued at 1.49, compared to the broader market0.002.004.006.001.490.96
The chart of Martin ratio for T, currently valued at 11.33, compared to the broader market-30.00-20.00-10.000.0010.0020.0011.333.71
T
CSCO

The current T Sharpe Ratio is 2.06, which is higher than the CSCO Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of T and CSCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
2.06
1.27
T
CSCO

Dividends

T vs. CSCO - Dividend Comparison

T's dividend yield for the trailing twelve months is around 5.07%, more than CSCO's 2.67% yield.


TTM20242023202220212020201920182017201620152014
T
AT&T Inc.
5.07%4.87%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%
CSCO
Cisco Systems, Inc.
2.67%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%

Drawdowns

T vs. CSCO - Drawdown Comparison

The maximum T drawdown since its inception was -64.65%, smaller than the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for T and CSCO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.06%
0
T
CSCO

Volatility

T vs. CSCO - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 4.99% compared to Cisco Systems, Inc. (CSCO) at 3.59%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.99%
3.59%
T
CSCO

Financials

T vs. CSCO - Financials Comparison

This section allows you to compare key financial metrics between AT&T Inc. and Cisco Systems, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab