T vs. ITOCY

Last updated Jun 13, 2026

T (AT&T Inc.) and ITOCY (Itochu Corp ADR) are both stocks. T operates in Telecom Services (Communication Services), while ITOCY operates in Conglomerates (Industrials). Over the past 10 years, T returned 3.33%/yr vs 18.89%/yr for ITOCY. At a 0.20 correlation, their price movements are largely independent.

Performance

T vs. ITOCY - Performance Comparison

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

Returns By Period

In the year-to-date period, T achieves a -2.96% return, which is significantly higher than ITOCY's -6.92% return. Over the past 10 years, T has underperformed ITOCY with an annualized return of 3.33%, while ITOCY has yielded a comparatively higher 18.89% annualized return.

T

• 1D: 2.52%
• 1M: -4.69%
• YTD: -2.96%
• 6M: -1.93%
• 1Y: -12.96%
• 3Y*: 20.58%
• 5Y*: 7.38%
• 10Y*: 3.33%

ITOCY

• 1D: 1.24%
• 1M: -10.77%
• YTD: -6.92%
• 6M: -5.53%
• 1Y: 14.04%
• 3Y*: 15.09%
• 5Y*: 14.72%
• 10Y*: 18.89%

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

T vs. ITOCY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
T AT&T Inc.	-2.96%	13.97%	44.08%	-2.74%	5.76%	-8.09%	-21.37%	45.55%	-22.25%	-4.01%
ITOCY Itochu Corp ADR	-6.92%	30.16%	22.57%	30.30%	1.54%	6.60%	24.95%	38.77%	-5.54%	46.71%

Correlation

The correlation between T and ITOCY is 0.04, 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	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jan 27, 2006	0.20

The correlation between T and ITOCY shifts across timeframes, from 0.04 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS T : $3.04 ITOCY : ¥86.32
PE Ratio T : 7.74 ITOCY : 21.84
PEG Ratio T : 0.32 ITOCY : 0.66
PS Ratio T : 1.35 ITOCY : 1.32
Total Revenue (TTM) T : $125.65B ITOCY : ¥15.03T
Gross Profit (TTM) T : $105.41B ITOCY : ¥2.51T
EBITDA (TTM) T : $54.70B ITOCY : ¥1.26T

Return for Risk

T vs. ITOCY — Risk / Return Rank

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

T

T Risk / Return Rank: 18
T Sharpe Ratio Rank: 17
T Sortino Ratio Rank: 17
T Omega Ratio Rank: 18
T Calmar Ratio Rank: 21
T Martin Ratio Rank: 15

ITOCY

ITOCY Risk / Return Rank: 57
ITOCY Sharpe Ratio Rank: 61
ITOCY Sortino Ratio Rank: 55
ITOCY Omega Ratio Rank: 52
ITOCY Calmar Ratio Rank: 57
ITOCY Martin Ratio Rank: 60

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. ITOCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Itochu Corp ADR (ITOCY). 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	ITOCY	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	0.52	-1.11
Sortino ratio: Return per unit of downside risk	-0.72	0.93	-1.65
Omega ratio: Gain probability vs. loss probability	0.92	1.11	-0.19
Calmar ratio: Return relative to maximum drawdown	-0.59	0.63	-1.23
Martin ratio: Return relative to average drawdown	-1.22	1.66	-2.88

T vs. ITOCY - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.59, which is lower than the ITOCY Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of T and ITOCY, 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. ITOCY - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, smaller than the maximum ITOCY drawdown of -69.11%. Use the drawdown chart below to compare losses from any high point for T and ITOCY.

Drawdown Indicators

	T	ITOCY	Difference
Max Drawdown Largest peak-to-trough decline	-64.15%	-69.11%	+4.96%
Max Drawdown (1Y) Largest decline over 1 year	-21.87%	-22.31%	+0.44%
Max Drawdown (3Y) Largest decline over 3 years	-21.87%	-26.47%	+4.60%
Max Drawdown (5Y) Largest decline over 5 years	-32.01%	-30.18%	-1.83%
Max Drawdown (10Y) Largest decline over 10 years	-42.35%	-30.18%	-12.17%
Current Drawdown Current decline from peak	-18.12%	-19.71%	+1.59%
Average Drawdown Average peak-to-trough decline	-15.72%	-14.27%	-1.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.64%	8.46%	+2.18%

Volatility

T vs. ITOCY - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 8.21% compared to Itochu Corp ADR (ITOCY) at 6.29%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than ITOCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	T	ITOCY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.21%	6.29%	+1.92%
Volatility (6M) Calculated over the trailing 6-month period	17.80%	21.20%	-3.40%
Volatility (1Y) Calculated over the trailing 1-year period	22.13%	26.99%	-4.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.01%	26.24%	-2.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.73%	23.98%	-0.25%

Dividends

T vs. ITOCY - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, while ITOCY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITOCY Itochu Corp ADR	0.00%	1.07%	1.35%	0.00%	0.00%	0.00%	0.00%	1.85%	3.93%	2.83%	3.68%	3.30%
T AT&T Inc.	4.71%	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 ITOCY in my portfolio?

T and ITOCY have a correlation of 0.04, 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 ITOCY?

T has higher volatility (8.21%) compared to ITOCY (6.29%). In terms of maximum drawdown, T dropped -64.15% vs ITOCY's -69.11%.

Which has better risk-adjusted returns?

ITOCY currently has the higher Sharpe Ratio (0.52 vs -0.59), 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.