T vs. DIS
T (AT&T Inc.) and DIS (The Walt Disney Company) are both stocks. Both are in the Communication Services sector — T in Telecom Services, DIS in Entertainment. Over the past 10 years, T returned 3.62%/yr vs 0.88%/yr for DIS. At a 0.32 correlation, their price movements are largely independent.
Performance
T vs. DIS - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -3.08% return, which is significantly higher than DIS's -12.64% return. Over the past 10 years, T has outperformed DIS with an annualized return of 3.62%, while DIS has yielded a comparatively lower 0.88% annualized return.
T
- 1D
- -4.42%
- 1M
- -9.77%
- YTD
- -3.08%
- 6M
- -4.92%
- 1Y
- -12.10%
- 3Y*
- 22.12%
- 5Y*
- 7.39%
- 10Y*
- 3.62%
DIS
- 1D
- -1.99%
- 1M
- -1.90%
- YTD
- -12.64%
- 6M
- -5.37%
- 1Y
- -11.54%
- 3Y*
- 3.87%
- 5Y*
- -10.50%
- 10Y*
- 0.88%
T vs. DIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -3.08% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
DIS The Walt Disney Company | -12.64% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
Correlation
The correlation between T and DIS is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 1984 | 0.32 |
Over the past year, the correlation between T and DIS has dropped to 0.07 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
T:
$3.04
DIS:
$6.25
T:
7.73
DIS:
15.90
T:
0.32
DIS:
0.22
T:
1.35
DIS:
1.83
T:
$125.65B
DIS:
$97.26B
T:
$105.41B
DIS:
$36.14B
T:
$54.70B
DIS:
$20.74B
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Return for Risk
T vs. DIS — Risk / Return Rank
T
DIS
T vs. DIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and The Walt Disney Company (DIS). 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 | DIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.94 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | -0.46 | -0.13 |
| Martin ratioReturn relative to average drawdown | -1.20 | -0.96 | -0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| T | DIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.56 | -0.48 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | -0.36 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.03 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.34 | +0.04 |
Drawdowns
T vs. DIS - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum DIS drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for T and DIS.
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Drawdown Indicators
| T | DIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -85.66% | +21.51% |
Max Drawdown (1Y)Largest decline over 1 year | -20.60% | -24.97% | +4.37% |
Max Drawdown (3Y)Largest decline over 3 years | -20.60% | -32.86% | +12.26% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -57.33% | +25.32% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -60.72% | +18.37% |
Current DrawdownCurrent decline from peak | -18.23% | -49.62% | +31.39% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -26.77% | +11.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.08% | 12.05% | -1.97% |
Volatility
T vs. DIS - Volatility Comparison
The current volatility for AT&T Inc. (T) is 6.96%, while The Walt Disney Company (DIS) has a volatility of 9.87%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than DIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | DIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 9.87% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 17.27% | 19.46% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.86% | 24.32% | -2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.92% | 29.32% | -5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 28.77% | -5.08% |
Dividends
T vs. DIS - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, more than DIS's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | 1.26% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
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. DIS - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and The Walt Disney Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
T and DIS have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (9.87%) compared to T (6.96%). In terms of maximum drawdown, T dropped -64.15% vs DIS's -85.66%.
DIS currently has the higher Sharpe Ratio (-0.48 vs -0.56), 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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