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T vs. ITA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

T vs. ITA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and iShares U.S. Aerospace & Defense ETF (ITA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, T achieves a -7.40% return, which is significantly lower than ITA's 5.92% return. Over the past 10 years, T has underperformed ITA with an annualized return of 2.86%, while ITA has yielded a comparatively higher 14.86% 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%

ITA

1D
-0.95%
1M
1.69%
YTD
5.92%
6M
11.28%
1Y
25.56%
3Y*
26.35%
5Y*
16.26%
10Y*
14.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. ITA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-7.40%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
ITA
iShares U.S. Aerospace & Defense ETF
5.92%48.64%15.81%14.33%9.96%9.39%-13.57%30.51%-7.22%35.24%

Correlation

The correlation between T and ITA 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 (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.40

The correlation between T and ITA shifts across timeframes, from -0.11 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

T vs. ITA — Risk / Return Rank

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

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1414
Calmar Ratio Rank
T Martin Ratio Rank: 44
Martin Ratio Rank

ITA
ITA Risk / Return Rank: 3636
Overall Rank
ITA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ITA Sortino Ratio Rank: 3838
Sortino Ratio Rank
ITA Omega Ratio Rank: 3535
Omega Ratio Rank
ITA Calmar Ratio Rank: 3636
Calmar Ratio Rank
ITA Martin Ratio Rank: 3232
Martin Ratio Rank
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. ITA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and iShares U.S. Aerospace & Defense ETF (ITA). 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.


TITADifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

-2.78

Omega ratioGain probability vs. loss probability

0.89

1.21

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.75

1.62

-2.37

Martin ratioReturn relative to average drawdown

-1.59

4.35

-5.94

T vs. ITA - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.75, which is lower than the ITA Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of T and ITA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TITADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

1.22

-1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.81

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.64

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.51

-0.13

Drawdowns

T vs. ITA - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than ITA's maximum drawdown of -59.72%. Use the drawdown chart below to compare losses from any high point for T and ITA.


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Drawdown Indicators


TITADifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-59.72%

-4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-15.82%

-6.05%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-15.82%

-6.05%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-18.72%

-13.29%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-51.00%

+8.65%

Current Drawdown

Current decline from peak

-21.87%

-9.25%

-12.62%

Average Drawdown

Average peak-to-trough decline

-15.72%

-9.46%

-6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.34%

5.89%

+4.45%

Volatility

T vs. ITA - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 7.50% compared to iShares U.S. Aerospace & Defense ETF (ITA) at 7.09%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than ITA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TITADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

7.09%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

17.68%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

21.12%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

20.07%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

23.17%

+0.54%

Dividends

T vs. ITA - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.93%, more than ITA's 0.47% yield.


PositionTTM20252024202320222021202020192018201720162015
ITA
iShares U.S. Aerospace & Defense ETF
0.47%0.55%0.85%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%
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%

Frequently Asked Questions


T and ITA 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.

T has higher volatility (7.50%) compared to ITA (7.09%). In terms of maximum drawdown, T dropped -64.15% vs ITA's -59.72%.

ITA currently has the higher Sharpe Ratio (1.22 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.

Portfolio Optimizer

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