T vs. GFL

Last updated Jun 9, 2026

T (AT&T Inc.) and GFL (GFL Environmental Inc.) are both stocks. T operates in Telecom Services (Communication Services), while GFL operates in Waste Management (Industrials). Over the past 5 years, T returned 6.60%/yr vs 1.78%/yr for GFL. At a 0.17 correlation, their price movements are largely independent.

Performance

T vs. GFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and GFL Environmental Inc. (GFL). 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 higher than GFL's -18.68% 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%

GFL

• 1D: -1.72%
• 1M: -5.01%
• YTD: -18.68%
• 6M: -21.93%
• 1Y: -29.67%
• 3Y*: -2.02%
• 5Y*: 1.78%
• 10Y*: —

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

T vs. GFL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
T AT&T Inc.	-7.40%	13.97%	44.08%	-2.74%	5.76%	-8.09%	-18.45%
GFL GFL Environmental Inc.	-18.68%	-3.44%	29.26%	18.24%	-22.65%	29.88%	67.01%

Correlation

The correlation between T and GFL is -0.01, 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	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since Mar 3, 2020	0.17

The correlation between T and GFL shifts across timeframes, from -0.01 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS T : $3.04 GFL : $0.57
PE Ratio T : 7.39 GFL : 61.76
PS Ratio T : 1.29 GFL : 1.92
Total Revenue (TTM) T : $125.65B GFL : $6.70B
Gross Profit (TTM) T : $105.41B GFL : $1.38B
EBITDA (TTM) T : $54.70B GFL : $2.14B

Return for Risk

T vs. GFL — 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

GFL

GFL Risk / Return Rank: 4
GFL Sharpe Ratio Rank: 2
GFL Sortino Ratio Rank: 4
GFL Omega Ratio Rank: 5
GFL Calmar Ratio Rank: 8
GFL Martin Ratio Rank: 1

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. GFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and GFL Environmental Inc. (GFL). 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	GFL	Difference
Sharpe ratio: Return per unit of total volatility	-0.75	-1.17	+0.42
Sortino ratio: Return per unit of downside risk	-0.98	-1.67	+0.70
Omega ratio: Gain probability vs. loss probability	0.89	0.80	+0.09
Calmar ratio: Return relative to maximum drawdown	-0.75	-0.87	+0.12
Martin ratio: Return relative to average drawdown	-1.59	-1.94	+0.35
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. GFL - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.75, which is higher than the GFL Sharpe Ratio of -1.17. The chart below compares the historical Sharpe Ratios of T and GFL, 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	GFL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.75	-1.17	+0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.06	+0.22
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	0.38	-0.01

Drawdowns

T vs. GFL - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than GFL's maximum drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for T and GFL.

Drawdown Indicators

	T	GFL	Difference
Max Drawdown Largest peak-to-trough decline	-64.15%	-42.76%	-21.39%
Max Drawdown (1Y) Largest decline over 1 year	-21.87%	-34.20%	+12.33%
Max Drawdown (3Y) Largest decline over 3 years	-21.87%	-34.88%	+13.01%
Max Drawdown (5Y) Largest decline over 5 years	-32.01%	-42.76%	+10.75%
Max Drawdown (10Y) Largest decline over 10 years	-42.35%	—	—
Current Drawdown Current decline from peak	-21.87%	-32.24%	+10.37%
Average Drawdown Average peak-to-trough decline	-15.72%	-14.37%	-1.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.34%	15.34%	-5.00%

Volatility

T vs. GFL - Volatility Comparison

AT&T Inc. (T) and GFL Environmental Inc. (GFL) have volatilities of 7.50% and 7.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	T	GFL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.50%	7.69%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	17.57%	21.41%	-3.84%
Volatility (1Y) Calculated over the trailing 1-year period	21.98%	25.46%	-3.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.97%	29.80%	-5.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.71%	32.96%	-9.25%

Dividends

T vs. GFL - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.93%, more than GFL's 0.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GFL GFL Environmental Inc.	0.18%	0.14%	0.12%	0.15%	0.16%	0.11%	0.10%	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 GFL in my portfolio?

T and GFL have a correlation of -0.01, 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 GFL?

GFL has higher volatility (7.69%) compared to T (7.50%). In terms of maximum drawdown, T dropped -64.15% vs GFL's -42.76%.

Which has better risk-adjusted returns?

T currently has the higher Sharpe Ratio (-0.75 vs -1.17), 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.