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

Performance

T vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and Enterprise Products Partners L.P. (EPD). 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 EPD's 19.79% return. Over the past 10 years, T has underperformed EPD with an annualized return of 3.33%, while EPD has yielded a comparatively higher 10.61% 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%

EPD

1D
-0.08%
1M
-2.72%
YTD
19.79%
6M
19.53%
1Y
24.43%
3Y*
20.73%
5Y*
15.96%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. EPD - 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%
EPD
Enterprise Products Partners L.P.
19.79%9.45%28.00%17.71%18.32%21.40%-23.61%21.88%-1.32%4.24%

Correlation

The correlation between T and EPD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.24

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

0.28

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jul 28, 1998

0.19

Fundamentals

EPS

T:

$3.04

EPD:

$2.69

PE Ratio

T:

7.74

EPD:

13.83

PEG Ratio

T:

0.32

EPD:

2.22

PS Ratio

T:

1.35

EPD:

1.58

Total Revenue (TTM)

T:

$125.65B

EPD:

$51.57B

Gross Profit (TTM)

T:

$105.41B

EPD:

$7.31B

EBITDA (TTM)

T:

$54.70B

EPD:

$10.11B

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Return for Risk

T vs. EPD — 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

EPD
EPD Risk / Return Rank: 8383
Overall Rank
EPD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EPD Sortino Ratio Rank: 8181
Sortino Ratio Rank
EPD Omega Ratio Rank: 7979
Omega Ratio Rank
EPD Calmar Ratio Rank: 8585
Calmar Ratio Rank
EPD Martin Ratio Rank: 8888
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. EPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Enterprise Products Partners L.P. (EPD). 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.


TEPDDifference
Sharpe ratioReturn per unit of total volatility

-2.13

Sortino ratioReturn per unit of downside risk

-2.97

Omega ratioGain probability vs. loss probability

0.92

1.28

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.59

3.24

-3.84

Martin ratioReturn relative to average drawdown

-1.22

9.50

-10.72

T vs. EPD - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.59, which is lower than the EPD Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of T and EPD, 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. EPD - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for T and EPD.


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Drawdown Indicators


TEPDDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-58.78%

-5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-7.56%

-14.31%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-15.40%

-6.47%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-18.06%

-13.95%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-58.04%

+15.69%

Current Drawdown

Current decline from peak

-18.12%

-6.41%

-11.71%

Average Drawdown

Average peak-to-trough decline

-15.72%

-10.22%

-5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.64%

2.58%

+8.06%

Volatility

T vs. EPD - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 8.21% compared to Enterprise Products Partners L.P. (EPD) at 6.00%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

6.00%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

17.80%

13.27%

+4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

15.90%

+6.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

17.23%

+6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.73%

24.14%

-0.41%

Dividends

T vs. EPD - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, less than EPD's 5.88% yield.


PositionTTM20252024202320222021202020192018201720162015
EPD
Enterprise Products Partners L.P.
5.88%6.74%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%
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. EPD - Financials Comparison

This section allows you to compare key financial metrics between AT&T Inc. and Enterprise Products Partners L.P.. 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


10.00B20.00B30.00B40.00B20222023202420252026
33.47B
14.39B
(T) Total Revenue
(EPD) Total Revenue
Values in USD except per share items

Frequently Asked Questions


T and EPD have a correlation of 0.19, 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 EPD (6.00%). In terms of maximum drawdown, T dropped -64.15% vs EPD's -58.78%.

EPD currently has the higher Sharpe Ratio (1.54 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 EPD

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