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T vs. FFH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

T vs. FFH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and Fairfax Financial Holdings Limited (FFH.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

T is traded in USD, while FFH.TO is traded in CAD. To make them comparable, the FFH.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, T achieves a -2.96% return, which is significantly higher than FFH.TO's -14.58% return. Over the past 10 years, T has underperformed FFH.TO with an annualized return of 3.33%, while FFH.TO has yielded a comparatively higher 14.20% 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%

FFH.TO

1D
-1.00%
1M
0.15%
YTD
-14.58%
6M
-8.25%
1Y
-4.51%
3Y*
31.66%
5Y*
30.33%
10Y*
14.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. FFH.TO - 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%
FFH.TO
Fairfax Financial Holdings Limited
-14.58%38.55%53.28%58.73%23.67%47.33%-25.54%8.10%-15.60%13.09%

Correlation

The correlation between T and FFH.TO is 0.10, 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

0.10

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

0.08

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

0.15

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.16

The correlation between T and FFH.TO shifts across timeframes, from 0.08 (3 years) to 0.18 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

T:

$3.04

FFH.TO:

$205.21

PE Ratio

T:

7.74

FFH.TO:

7.89

PEG Ratio

T:

0.32

FFH.TO:

0.13

PS Ratio

T:

1.35

FFH.TO:

1.22

Total Revenue (TTM)

T:

$125.65B

FFH.TO:

$29.34B

Gross Profit (TTM)

T:

$105.41B

FFH.TO:

$6.18B

EBITDA (TTM)

T:

$54.70B

FFH.TO:

$7.83B

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Return for Risk

T vs. FFH.TO — 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

FFH.TO
FFH.TO Risk / Return Rank: 3636
Overall Rank
FFH.TO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FFH.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
FFH.TO Omega Ratio Rank: 3232
Omega Ratio Rank
FFH.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
FFH.TO Martin Ratio Rank: 3838
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. FFH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Fairfax Financial Holdings Limited (FFH.TO). 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.


TFFH.TODifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

0.92

0.98

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.59

-0.23

-0.36

Martin ratioReturn relative to average drawdown

-1.22

-0.50

-0.72

T vs. FFH.TO - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.59, which is lower than the FFH.TO Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of T and FFH.TO, 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. FFH.TO - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than FFH.TO's maximum drawdown of -59.23%. Use the drawdown chart below to compare losses from any high point for T and FFH.TO.


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Drawdown Indicators


TFFH.TODifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-59.23%

-4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-19.52%

-2.35%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-19.52%

-2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-20.30%

-11.71%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-59.23%

+16.88%

Current Drawdown

Current decline from peak

-18.12%

-14.91%

-3.21%

Average Drawdown

Average peak-to-trough decline

-15.72%

-11.26%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.64%

8.95%

+1.69%

Volatility

T vs. FFH.TO - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 8.21% compared to Fairfax Financial Holdings Limited (FFH.TO) at 5.87%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than FFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFFH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

5.87%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

17.80%

17.42%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

22.76%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

24.69%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.73%

26.45%

-2.72%

Dividends

T vs. FFH.TO - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, more than FFH.TO's 0.92% yield.


PositionTTM20252024202320222021202020192018201720162015
FFH.TO
Fairfax Financial Holdings Limited
0.92%0.83%1.01%1.10%1.56%2.03%3.01%2.18%2.07%1.95%2.24%1.82%
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. FFH.TO - Financials Comparison

This section allows you to compare key financial metrics between AT&T Inc. and Fairfax Financial Holdings Limited. 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


0.0010.00B20.00B30.00B40.00B20222023202420252026
33.47B
6.41B
(T) Total Revenue
(FFH.TO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


T and FFH.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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