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 2.99%/yr vs 6.34%/yr for F. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
T vs. F - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a 1.84% return, which is significantly lower than F's 14.53% return. Over the past 10 years, T has underperformed F with an annualized return of 2.99%, while F has yielded a comparatively higher 6.34% annualized return.
T
- 1D
- 1.20%
- 1M
- 8.92%
- 6M
- 6.63%
- YTD
- 1.84%
- 1Y
- -8.68%
- 3Y*
- 25.55%
- 5Y*
- 9.02%
- 10Y*
- 2.99%
- ALL TIME*
- 9.58%
F
- 1D
- 2.16%
- 1M
- 3.89%
- 6M
- 11.80%
- YTD
- 14.53%
- 1Y
- 34.30%
- 3Y*
- 9.77%
- 5Y*
- 6.33%
- 10Y*
- 6.34%
- ALL TIME*
- 5.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $756.47M | $708.50M | $906.52M | |
| $2.18B | $2.03B | $1.39B |
T vs. F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | 1.84% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
F Ford Motor Company | 14.53% | 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 was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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:
$167.27B
F:
$57.46B
T:
$3.03
F:
-$1.51
T:
1.36
F:
0.31
T:
1.34
F:
1.60
T:
$127.24B
F:
$189.86B
T:
$112.60B
F:
$17.42B
T:
$49.53B
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 | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.20 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 1.47 | -1.77 |
| Martin ratioReturn relative to average drawdown | -0.66 | 3.19 | -3.85 |
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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 | -28.89% | -23.39% | -5.50% |
Max Drawdown (3Y)Largest decline over 3 years | -28.89% | -36.51% | +7.62% |
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 | -14.07% | -35.22% | +21.15% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -44.68% | +28.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.21% | 10.78% | +2.43% |
Volatility
T vs. F - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 10.52% compared to Ford Motor Company (F) at 7.68%. This indicates that T's price experiences larger fluctuations and is considered to be riskier 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 | 10.52% | 7.68% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 20.87% | 29.72% | -8.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.51% | 37.37% | -12.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.55% | 39.38% | -14.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.00% | 37.41% | -13.41% |
Dividends
T vs. F - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.55%, more than F's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 4.09% | 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. | 4.55% | 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
T vs. F - Profitability Comparison
T - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, AT&T Inc. reported a gross profit of 25.25B and revenue of 31.56B. Therefore, the gross margin over that period was 80.0%.
F - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Ford Motor Company reported a gross profit of 7.94B and revenue of 43.25B. Therefore, the gross margin over that period was 18.4%.
T - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, AT&T Inc. reported an operating income of 7.04B and revenue of 31.56B, resulting in an operating margin of 22.3%.
F - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Ford Motor Company reported an operating income of 2.33B and revenue of 43.25B, resulting in an operating margin of 5.4%.
T - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, AT&T Inc. reported a net income of 4.59B and revenue of 31.56B, resulting in a net margin of 14.6%.
F - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Ford Motor Company reported a net income of 2.55B and revenue of 43.25B, resulting in a net margin of 5.9%.
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.
T has higher volatility (10.52%) compared to F (7.68%). In terms of maximum drawdown, T dropped -64.15% vs F's -97.07%.
F currently has the higher Sharpe Ratio (0.92 vs -0.36), 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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