T vs. DUK
T (AT&T Inc.) and DUK (Duke Energy Corporation) are both stocks. T operates in Telecom Services (Communication Services), while DUK operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, T returned 2.86%/yr vs 8.48%/yr for DUK. At a 0.36 correlation, their price movements are largely independent.
Performance
T vs. DUK - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -7.40% return, which is significantly lower than DUK's 5.92% return. Over the past 10 years, T has underperformed DUK with an annualized return of 2.86%, while DUK has yielded a comparatively higher 8.48% annualized return.
T
- 1D
- -1.10%
- 1M
- -10.57%
- YTD
- -7.40%
- 6M
- -7.40%
- 1Y
- -16.38%
- 3Y*
- 18.39%
- 5Y*
- 6.60%
- 10Y*
- 2.86%
DUK
- 1D
- -1.75%
- 1M
- -0.86%
- YTD
- 5.92%
- 6M
- 7.75%
- 1Y
- 9.62%
- 3Y*
- 14.39%
- 5Y*
- 7.87%
- 10Y*
- 8.48%
T vs. DUK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -7.40% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
DUK Duke Energy Corporation | 5.92% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
Correlation
The correlation between T and DUK is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 1984 | 0.36 |
Fundamentals
T:
$3.04
DUK:
$6.61
T:
7.39
DUK:
18.47
T:
0.31
DUK:
1.45
T:
1.29
DUK:
2.85
T:
$125.65B
DUK:
$33.29B
T:
$105.41B
DUK:
$19.45B
T:
$54.70B
DUK:
$15.91B
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Return for Risk
T vs. DUK — Risk / Return Rank
T
DUK
T vs. DUK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Duke Energy Corporation (DUK). 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 | DUK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.12 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 0.89 | -1.64 |
| Martin ratioReturn relative to average drawdown | -1.59 | 2.14 | -3.72 |
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 | DUK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | 0.66 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.44 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.42 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.49 | -0.11 |
Drawdowns
T vs. DUK - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum DUK drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for T and DUK.
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Drawdown Indicators
| T | DUK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -71.92% | +7.77% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -10.88% | -10.99% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -11.59% | -10.28% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -24.16% | -7.85% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -37.37% | -4.98% |
Current DrawdownCurrent decline from peak | -21.87% | -7.76% | -14.11% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -10.85% | -4.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.34% | 4.51% | +5.83% |
Volatility
T vs. DUK - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 7.50% compared to Duke Energy Corporation (DUK) at 5.37%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | DUK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 5.37% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 17.57% | 11.14% | +6.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 14.64% | +7.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 17.83% | +6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.71% | 20.40% | +3.31% |
Dividends
T vs. DUK - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.93%, more than DUK's 3.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.49% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
T AT&T Inc. | 4.93% | 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. DUK - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Duke Energy 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
T and DUK have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (7.50%) compared to DUK (5.37%). In terms of maximum drawdown, T dropped -64.15% vs DUK's -71.92%.
DUK currently has the higher Sharpe Ratio (0.66 vs -0.75), 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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