T vs. GD
T (AT&T Inc.) and GD (General Dynamics Corporation) are both stocks. T operates in Telecom Services (Communication Services), while GD operates in Aerospace & Defense (Industrials). Over the past 10 years, T returned 2.10%/yr vs 12.34%/yr for GD. At a 0.28 correlation, their price movements are largely independent.
Performance
T vs. GD - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -7.04% return, which is significantly lower than GD's 11.53% return. Over the past 10 years, T has underperformed GD with an annualized return of 2.10%, while GD has yielded a comparatively higher 12.34% annualized return.
T
- 1D
- 0.64%
- 1M
- 2.62%
- 6M
- -2.84%
- YTD
- -7.04%
- 1Y
- -13.37%
- 3Y*
- 20.93%
- 5Y*
- 7.13%
- 10Y*
- 2.10%
- ALL TIME*
- 9.35%
GD
- 1D
- 0.55%
- 1M
- 6.35%
- 6M
- 1.79%
- YTD
- 11.53%
- 1Y
- 26.14%
- 3Y*
- 22.21%
- 5Y*
- 16.52%
- 10Y*
- 12.34%
- ALL TIME*
- 15.59%
T vs. GD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -7.04% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
GD General Dynamics Corporation | 11.53% | 30.39% | 3.52% | 7.13% | 21.69% | 43.77% | -13.14% | 14.80% | -21.34% | 19.85% |
Correlation
The correlation between T and GD is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
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 | 0.28 |
The correlation between T and GD shifts across timeframes, from -0.03 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
T:
$152.52B
GD:
$100.22B
T:
$3.05
GD:
$15.89
T:
7.19
GD:
23.33
T:
0.30
GD:
2.95
T:
1.25
GD:
1.88
T:
$125.65B
GD:
$53.81B
T:
$105.41B
GD:
$7.48B
T:
$54.70B
GD:
$6.26B
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Return for Risk
T vs. GD — Risk / Return Rank
T
GD
T vs. GD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and General Dynamics Corporation (GD). 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 | GD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.59 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.23 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 1.81 | -2.27 |
| Martin ratioReturn relative to average drawdown | -1.03 | 6.06 | -7.10 |
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Drawdowns
T vs. GD - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum GD drawdown of -75.67%. Use the drawdown chart below to compare losses from any high point for T and GD.
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Drawdown Indicators
| T | GD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -75.67% | +11.52% |
Max Drawdown (1Y)Largest decline over 1 year | -28.89% | -14.53% | -14.36% |
Max Drawdown (3Y)Largest decline over 3 years | -28.89% | -22.55% | -6.34% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -22.55% | -9.46% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -51.63% | +9.28% |
Current DrawdownCurrent decline from peak | -21.57% | -1.67% | -19.90% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -15.58% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.94% | 4.32% | +8.62% |
Volatility
T vs. GD - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 9.59% compared to General Dynamics Corporation (GD) at 7.13%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than GD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | GD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.59% | 7.13% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 19.91% | 17.69% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 22.38% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.38% | 20.58% | +3.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 22.79% | +1.13% |
Dividends
T vs. GD - Dividend Comparison
T's dividend yield for the trailing twelve months is around 6.58%, more than GD's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GD General Dynamics Corporation | 1.67% | 1.76% | 2.12% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 1.96% |
T AT&T Inc. | 6.58% | 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. GD - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and General Dynamics 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
T and GD have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (9.59%) compared to GD (7.13%). In terms of maximum drawdown, T dropped -64.15% vs GD's -75.67%.
GD currently has the higher Sharpe Ratio (1.18 vs -0.57), 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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