T vs. F
T (AT&T Inc.) and F (Ford Motor Company) are both stocks. T operates in Telecom Services (Communication Services), while F operates in Auto Manufacturers (Consumer Cyclical). Over the past 10 years, T returned 2.73%/yr vs 5.43%/yr for F. At a 0.29 correlation, their price movements are largely independent.
Performance
T vs. F - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -7.65% return, which is significantly lower than F's 8.91% return. Over the past 10 years, T has underperformed F with an annualized return of 2.73%, while F has yielded a comparatively higher 5.43% annualized return.
T
- 1D
- -3.11%
- 1M
- -8.15%
- YTD
- -7.65%
- 6M
- -5.83%
- 1Y
- -15.31%
- 3Y*
- 18.01%
- 5Y*
- 6.81%
- 10Y*
- 2.73%
F
- 1D
- -3.12%
- 1M
- 7.14%
- YTD
- 8.91%
- 6M
- 7.36%
- 1Y
- 40.58%
- 3Y*
- 5.35%
- 5Y*
- 4.29%
- 10Y*
- 5.43%
T vs. F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -7.65% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
F Ford Motor Company | 8.91% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -34.35% | 8.73% |
Correlation
The correlation between T and F is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.29 |
Over the past year, the correlation between T and F has dropped to 0.01 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
Fundamentals
T:
$3.04
F:
-$1.52
T:
1.28
F:
0.30
T:
$125.65B
F:
$189.86B
T:
$105.41B
F:
$17.42B
T:
$54.70B
F:
$9.99B
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Return for Risk
T vs. F — Risk / Return Rank
T
F
T vs. F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Ford Motor Company (F). 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.
| T | F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.77 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.22 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 1.83 | -2.52 |
| Martin ratioReturn relative to average drawdown | -1.41 | 4.59 | -6.00 |
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Drawdowns
T vs. F - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum F drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for T and F.
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Drawdown Indicators
| T | F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -97.07% | +32.92% |
Max Drawdown (1Y)Largest decline over 1 year | -22.08% | -22.31% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -22.08% | -36.51% | +14.43% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -58.62% | +26.61% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -64.77% | +22.42% |
Current DrawdownCurrent decline from peak | -22.08% | -38.40% | +16.32% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -44.70% | +28.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.86% | 8.86% | +2.00% |
Volatility
T vs. F - Volatility Comparison
The current volatility for AT&T Inc. (T) is 8.21%, while Ford Motor Company (F) has a volatility of 16.21%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 16.21% | -8.00% |
Volatility (6M)Calculated over the trailing 6-month period | 18.05% | 29.85% | -11.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.37% | 37.60% | -15.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.06% | 39.47% | -15.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.76% | 37.53% | -13.77% |
Dividends
T vs. F - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.95%, more than F's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 4.30% | 5.72% | 7.88% | 4.92% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% |
T AT&T Inc. | 4.95% | 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. F - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Ford Motor 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 F have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
F has higher volatility (16.21%) compared to T (8.21%). In terms of maximum drawdown, T dropped -64.15% vs F's -97.07%.
F currently has the higher Sharpe Ratio (1.09 vs -0.69), 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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