T vs. GEV

Last updated Jun 9, 2026

T (AT&T Inc.) and GEV (GE Vernova Inc.) are both stocks. T operates in Telecom Services (Communication Services), while GEV operates in Specialty Industrial Machinery (Industrials). Over the past year, T returned -16.38% vs 92.97% for GEV. At a correlation of -0.06, they often move in opposite directions.

Performance

T vs. GEV - Performance Comparison

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

Returns By Period

In the year-to-date period, T achieves a -7.40% return, which is significantly lower than GEV's 43.08% 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%

GEV

• 1D: 0.03%
• 1M: -10.22%
• YTD: 43.08%
• 6M: 50.36%
• 1Y: 92.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. GEV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
T AT&T Inc.	-7.40%	13.97%	38.48%
GEV GE Vernova Inc.	43.08%	99.02%	186.24%

Correlation

The correlation between T and GEV is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.11
Correlation (All Time) Calculated using the full available price history since Mar 27, 2024	-0.06

Fundamentals

EPS T : $3.04 GEV : $34.12
PE Ratio T : 7.39 GEV : 27.37
PEG Ratio T : 0.31 GEV : 0.13
PS Ratio T : 1.29 GEV : 6.52
Total Revenue (TTM) T : $125.65B GEV : $39.38B
Gross Profit (TTM) T : $105.41B GEV : $7.85B
EBITDA (TTM) T : $54.70B GEV : $3.32B

Return for Risk

T vs. GEV — Risk / Return Rank

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

T

T Risk / Return Rank: 11
T Sharpe Ratio Rank: 11
T Sortino Ratio Rank: 12
T Omega Ratio Rank: 13
T Calmar Ratio Rank: 14
T Martin Ratio Rank: 4

GEV

GEV Risk / Return Rank: 88
GEV Sharpe Ratio Rank: 88
GEV Sortino Ratio Rank: 86
GEV Omega Ratio Rank: 83
GEV Calmar Ratio Rank: 92
GEV Martin Ratio Rank: 90

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. GEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and GE Vernova Inc. (GEV). 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	GEV	Difference
Sharpe ratio: Return per unit of total volatility	-0.75	1.92	-2.67
Sortino ratio: Return per unit of downside risk	-0.98	2.70	-3.68
Omega ratio: Gain probability vs. loss probability	0.89	1.33	-0.44
Calmar ratio: Return relative to maximum drawdown	-0.75	4.98	-5.73
Martin ratio: Return relative to average drawdown	-1.59	11.85	-13.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

T vs. GEV - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.75, which is lower than the GEV Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of T and GEV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	T	GEV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.75	1.92	-2.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	2.77	-2.40

Drawdowns

T vs. GEV - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than GEV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for T and GEV.

Drawdown Indicators

	T	GEV	Difference
Max Drawdown Largest peak-to-trough decline	-64.15%	-38.29%	-25.86%
Max Drawdown (1Y) Largest decline over 1 year	-21.87%	-18.78%	-3.09%
Max Drawdown (3Y) Largest decline over 3 years	-21.87%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-32.01%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.35%	—	—
Current Drawdown Current decline from peak	-21.87%	-18.76%	-3.11%
Average Drawdown Average peak-to-trough decline	-15.72%	-6.90%	-8.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.34%	7.88%	+2.46%

Volatility

T vs. GEV - Volatility Comparison

The current volatility for AT&T Inc. (T) is 7.50%, while GE Vernova Inc. (GEV) has a volatility of 10.55%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than GEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	T	GEV	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.50%	10.55%	-3.05%
Volatility (6M) Calculated over the trailing 6-month period	17.57%	36.38%	-18.81%
Volatility (1Y) Calculated over the trailing 1-year period	21.98%	48.74%	-26.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.97%	52.76%	-28.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.71%	52.76%	-29.05%

Dividends

T vs. GEV - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.93%, more than GEV's 0.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GEV GE Vernova Inc.	0.16%	0.11%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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

Frequently Asked Questions

Can I hold both T and GEV in my portfolio?

T and GEV have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, T or GEV?

GEV has higher volatility (10.55%) compared to T (7.50%). In terms of maximum drawdown, T dropped -64.15% vs GEV's -38.29%.

Which has better risk-adjusted returns?

GEV currently has the higher Sharpe Ratio (1.92 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.