T vs. GEV

Last updated Jul 22, 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 -13.56% vs 91.07% for GEV. At a correlation of -0.10, 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 -5.73% return, which is significantly lower than GEV's 65.37% 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%

GEV

• 1D: -0.03%
• 1M: -2.79%
• 6M: 57.70%
• YTD: 65.37%
• 1Y: 91.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 163.36%

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

T vs. GEV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
T AT&T Inc.	-5.73%	13.97%	38.48%
GEV GE Vernova Inc.	65.37%	99.02%	186.24%

Correlation

The correlation between T and GEV is -0.21, 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	-0.21
Correlation (All Time) Calculated using the full available price history since Mar 27, 2024	-0.10

The correlation between T and GEV shifts across timeframes, from -0.21 (1 year) to -0.10 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap T : $154.67B GEV : $289.90B
EPS T : $3.05 GEV : $34.17
PE Ratio T : 7.30 GEV : 31.57
PEG Ratio T : 0.30 GEV : 0.14
PS Ratio T : 1.27 GEV : 7.52
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: 22
T Sharpe Ratio Rank: 19
T Sortino Ratio Rank: 19
T Omega Ratio Rank: 20
T Calmar Ratio Rank: 29
T Martin Ratio Rank: 23

GEV

GEV Risk / Return Rank: 89
GEV Sharpe Ratio Rank: 89
GEV Sortino Ratio Rank: 87
GEV Omega Ratio Rank: 85
GEV Calmar Ratio Rank: 91
GEV Martin Ratio Rank: 92

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.

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	GEV	Difference
Sharpe ratio: Return per unit of total volatility	-0.58	1.76	-2.34
Sortino ratio: Return per unit of downside risk	-0.68	2.49	-3.17
Omega ratio: Gain probability vs. loss probability	0.92	1.30	-0.38
Calmar ratio: Return relative to maximum drawdown	-0.47	3.73	-4.20
Martin ratio: Return relative to average drawdown	-1.04	10.49	-11.53

T vs. GEV - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.58, which is lower than the GEV Sharpe Ratio of 1.76. 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.

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	-28.89%	-24.57%	-4.32%
Max Drawdown (3Y) Largest decline over 3 years	-28.89%	—	—
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	-20.46%	-8.18%	-12.28%
Average Drawdown Average peak-to-trough decline	-15.74%	-7.02%	-8.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.01%	8.72%	+4.29%

Volatility

T vs. GEV - Volatility Comparison

The current volatility for AT&T Inc. (T) is 9.45%, while GE Vernova Inc. (GEV) has a volatility of 17.29%. 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	9.45%	17.29%	-7.84%
Volatility (6M) Calculated over the trailing 6-month period	19.94%	35.56%	-15.62%
Volatility (1Y) Calculated over the trailing 1-year period	23.72%	52.05%	-28.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.39%	53.95%	-29.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.92%	53.95%	-30.03%

Dividends

T vs. GEV - Dividend Comparison

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

Frequently Asked Questions

Can I hold both T and GEV in my portfolio?

T and GEV have a correlation of -0.21, 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 (17.29%) compared to T (9.45%). 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 (1.76 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.