T vs. FTS
T (AT&T Inc.) and FTS (Fortis Inc) are both stocks. T operates in Telecom Services (Communication Services), while FTS operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, T returned 2.86%/yr vs 9.61%/yr for FTS. At a 0.32 correlation, their price movements are largely independent.
Performance
T vs. FTS - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -7.40% return, which is significantly lower than FTS's 7.82% return. Over the past 10 years, T has underperformed FTS with an annualized return of 2.86%, while FTS has yielded a comparatively higher 9.61% annualized return.
T
- 1D
- -1.10%
- 1M
- -10.57%
- YTD
- -7.40%
- 6M
- -7.40%
- 1Y
- -16.38%
- 3Y*
- 18.39%
- 5Y*
- 6.60%
- 10Y*
- 2.86%
FTS
- 1D
- -1.47%
- 1M
- -0.98%
- YTD
- 7.82%
- 6M
- 10.63%
- 1Y
- 19.97%
- 3Y*
- 13.17%
- 5Y*
- 7.82%
- 10Y*
- 9.61%
T vs. FTS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -7.40% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
FTS Fortis Inc | 7.82% | 29.62% | 5.81% | 7.38% | -13.69% | 22.73% | 1.91% | 29.00% | -5.86% | 24.45% |
Correlation
The correlation between T and FTS is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.32 |
Fundamentals
T:
$3.04
FTS:
$3.40
T:
7.39
FTS:
16.21
T:
0.31
FTS:
2.36
T:
1.29
FTS:
2.39
T:
$125.65B
FTS:
$12.22B
T:
$105.41B
FTS:
$7.44B
T:
$54.70B
FTS:
$5.80B
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Return for Risk
T vs. FTS — Risk / Return Rank
T
FTS
T vs. FTS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Fortis Inc (FTS). 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.
| T | FTS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -3.18 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.27 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 3.22 | -3.97 |
| Martin ratioReturn relative to average drawdown | -1.59 | 8.05 | -9.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| T | FTS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | 1.50 | -2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.48 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.51 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.61 | -0.23 |
Drawdowns
T vs. FTS - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, which is greater than FTS's maximum drawdown of -34.36%. Use the drawdown chart below to compare losses from any high point for T and FTS.
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Drawdown Indicators
| T | FTS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -34.36% | -29.79% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -6.23% | -15.64% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -14.46% | -7.41% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -29.96% | -2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -34.36% | -7.99% |
Current DrawdownCurrent decline from peak | -21.87% | -5.16% | -16.71% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -6.84% | -8.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.34% | 2.49% | +7.85% |
Volatility
T vs. FTS - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 7.50% compared to Fortis Inc (FTS) at 4.54%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than FTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | FTS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 4.54% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 17.57% | 10.48% | +7.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 13.39% | +8.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 16.30% | +7.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.71% | 18.94% | +4.77% |
Dividends
T vs. FTS - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.93%, more than FTS's 3.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTS Fortis Inc | 3.34% | 3.42% | 4.62% | 4.50% | 4.48% | 3.40% | 3.54% | 3.31% | 3.35% | 4.43% | 4.94% | 0.00% |
T AT&T Inc. | 4.93% | 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. FTS - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Fortis Inc. 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 FTS have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (7.50%) compared to FTS (4.54%). In terms of maximum drawdown, T dropped -64.15% vs FTS's -34.36%.
FTS currently has the higher Sharpe Ratio (1.50 vs -0.75), 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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