PortfoliosLab logoPortfoliosLab logo
T vs. FNV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

T vs. FNV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and Franco-Nevada Corporation (FNV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, T achieves a -5.73% return, which is significantly lower than FNV's 0.44% return. Over the past 10 years, T has underperformed FNV with an annualized return of 2.24%, while FNV has yielded a comparatively higher 12.09% annualized return.


T

1D
1.41%
1M
4.07%
6M
-1.30%
YTD
-5.73%
1Y
-13.56%
3Y*
21.50%
5Y*
7.35%
10Y*
2.24%
ALL TIME*
9.38%

FNV

1D
3.61%
1M
-5.41%
6M
-17.77%
YTD
0.44%
1Y
34.04%
3Y*
13.44%
5Y*
7.77%
10Y*
12.09%
ALL TIME*
16.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. FNV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-5.73%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
FNV
Franco-Nevada Corporation
0.44%77.81%7.41%-17.96%-0.39%11.57%22.31%48.92%-11.00%35.45%

Correlation

The correlation between T and FNV is -0.06, 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

-0.06

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

0.09

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

0.15

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

0.11

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2007

0.11

The correlation between T and FNV shifts across timeframes, from -0.06 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

T:

$154.67B

FNV:

$40.00B

EPS

T:

$3.05

FNV:

$7.10

PE Ratio

T:

7.30

FNV:

29.22

PEG Ratio

T:

0.30

FNV:

0.61

PS Ratio

T:

1.27

FNV:

19.03

Total Revenue (TTM)

T:

$125.65B

FNV:

$2.10B

Gross Profit (TTM)

T:

$105.41B

FNV:

$1.61B

EBITDA (TTM)

T:

$54.70B

FNV:

$1.96B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

T vs. FNV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

T
T Risk / Return Rank: 2222
Overall Rank
T Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
T Sortino Ratio Rank: 1919
Sortino Ratio Rank
T Omega Ratio Rank: 2020
Omega Ratio Rank
T Calmar Ratio Rank: 2929
Calmar Ratio Rank
T Martin Ratio Rank: 2323
Martin Ratio Rank

FNV
FNV Risk / Return Rank: 7070
Overall Rank
FNV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FNV Sortino Ratio Rank: 6868
Sortino Ratio Rank
FNV Omega Ratio Rank: 6868
Omega Ratio Rank
FNV Calmar Ratio Rank: 7070
Calmar Ratio Rank
FNV Martin Ratio Rank: 7070
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. FNV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Franco-Nevada Corporation (FNV). 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.


TFNVDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-2.02

Omega ratioGain probability vs. loss probability

0.92

1.18

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.47

1.17

-1.64

Martin ratioReturn relative to average drawdown

-1.04

2.67

-3.71

T vs. FNV - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.58, which is lower than the FNV Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of T and FNV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

T vs. FNV - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than FNV's maximum drawdown of -58.76%. Use the drawdown chart below to compare losses from any high point for T and FNV.


Loading charts...

Drawdown Indicators


TFNVDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-58.76%

-5.39%

Max Drawdown (1Y)

Largest decline over 1 year

-28.89%

-29.18%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-28.89%

-29.55%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-37.12%

+5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-37.12%

-5.23%

Current Drawdown

Current decline from peak

-20.46%

-25.87%

+5.41%

Average Drawdown

Average peak-to-trough decline

-15.74%

-14.03%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.01%

12.78%

+0.23%

Volatility

T vs. FNV - Volatility Comparison

The current volatility for AT&T Inc. (T) is 9.45%, while Franco-Nevada Corporation (FNV) has a volatility of 10.23%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than FNV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TFNVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.45%

10.23%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

19.94%

31.26%

-11.32%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

37.52%

-13.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.39%

30.72%

-6.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

30.22%

-6.30%

Dividends

T vs. FNV - Dividend Comparison

T's dividend yield for the trailing twelve months is around 6.49%, more than FNV's 0.79% yield.


PositionTTM20252024202320222021202020192018201720162015
FNV
Franco-Nevada Corporation
0.79%0.73%1.22%1.23%0.94%1.10%0.82%0.96%1.35%1.14%1.46%1.81%
T
AT&T Inc.
6.49%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. FNV - Financials Comparison

This section allows you to compare key financial metrics between AT&T Inc. and Franco-Nevada 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
33.47B
641.09M
(T) Total Revenue
(FNV) Total Revenue
Values in USD except per share items

Frequently Asked Questions


T and FNV have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNV has higher volatility (10.23%) compared to T (9.45%). In terms of maximum drawdown, T dropped -64.15% vs FNV's -58.76%.

FNV currently has the higher Sharpe Ratio (0.91 vs -0.58), 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 FNV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer