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T vs. CVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

T vs. CVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and Chevron Corporation (CVX). 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 CVX's 25.18% return. Over the past 10 years, T has underperformed CVX with an annualized return of 3.33%, while CVX has yielded a comparatively higher 10.94% 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%

CVX

1D
0.75%
1M
1.58%
YTD
25.18%
6M
27.20%
1Y
34.55%
3Y*
10.25%
5Y*
16.33%
10Y*
10.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. CVX - 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%
CVX
Chevron Corporation
25.18%10.10%1.29%-13.63%58.46%46.24%-25.95%15.27%-9.75%10.59%

Correlation

The correlation between T and CVX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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

0.15

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

0.23

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

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2001

0.35

Over the past year, the correlation between T and CVX has dropped to 0.11 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

Fundamentals

EPS

T:

$3.04

CVX:

$5.75

PE Ratio

T:

7.74

CVX:

32.54

PEG Ratio

T:

0.32

CVX:

3.17

PS Ratio

T:

1.35

CVX:

1.93

Total Revenue (TTM)

T:

$125.65B

CVX:

$185.89B

Gross Profit (TTM)

T:

$105.41B

CVX:

$47.27B

EBITDA (TTM)

T:

$54.70B

CVX:

$40.44B

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Return for Risk

T vs. CVX — 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

CVX
CVX Risk / Return Rank: 8080
Overall Rank
CVX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CVX Sortino Ratio Rank: 7979
Sortino Ratio Rank
CVX Omega Ratio Rank: 7878
Omega Ratio Rank
CVX Calmar Ratio Rank: 8080
Calmar Ratio Rank
CVX 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. CVX - Risk-Adjusted Trends Comparison

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


TCVXDifference
Sharpe ratioReturn per unit of total volatility

-2.16

Sortino ratioReturn per unit of downside risk

-2.85

Omega ratioGain probability vs. loss probability

0.92

1.27

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.59

2.48

-3.08

Martin ratioReturn relative to average drawdown

-1.22

6.10

-7.32

T vs. CVX - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.59, which is lower than the CVX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of T and CVX, 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. CVX - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for T and CVX.


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Drawdown Indicators


TCVXDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-55.77%

-8.38%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-13.99%

-7.88%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-20.64%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-24.95%

-7.06%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-55.77%

+13.42%

Current Drawdown

Current decline from peak

-18.12%

-10.52%

-7.60%

Average Drawdown

Average peak-to-trough decline

-15.72%

-11.39%

-4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.64%

5.68%

+4.96%

Volatility

T vs. CVX - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 8.21% compared to Chevron Corporation (CVX) at 7.62%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

7.62%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

17.80%

17.86%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

22.06%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

25.15%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.73%

29.16%

-5.43%

Dividends

T vs. CVX - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, more than CVX's 3.73% yield.


PositionTTM20252024202320222021202020192018201720162015
CVX
Chevron Corporation
3.73%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
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. CVX - Financials Comparison

This section allows you to compare key financial metrics between AT&T Inc. and Chevron Corporation. 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


30.00B40.00B50.00B60.00B70.00B20222023202420252026
33.47B
47.56B
(T) Total Revenue
(CVX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


T and CVX have a correlation of 0.11, 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 CVX (7.62%). In terms of maximum drawdown, T dropped -64.15% vs CVX's -55.77%.

CVX currently has the higher Sharpe Ratio (1.57 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.

Portfolio Optimizer

Find the right allocation for T and CVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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