PortfoliosLab logoPortfoliosLab logo
T vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

T vs. ITOT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, T achieves a -7.40% return, which is significantly lower than ITOT's 9.09% return. Over the past 10 years, T has underperformed ITOT with an annualized return of 2.86%, while ITOT has yielded a comparatively higher 14.81% 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%

ITOT

1D
0.31%
1M
0.42%
YTD
9.09%
6M
8.99%
1Y
24.90%
3Y*
21.07%
5Y*
12.25%
10Y*
14.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. ITOT - 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%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
9.09%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%21.37%

Correlation

The correlation between T and ITOT is -0.13, 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

-0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

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

0.22

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2004

0.46

The correlation between T and ITOT shifts across timeframes, from -0.13 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

T vs. ITOT — 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

ITOT
ITOT Risk / Return Rank: 6767
Overall Rank
ITOT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6666
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6767
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6262
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7575
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. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.


TITOTDifference
Sharpe ratioReturn per unit of total volatility

-2.76

Sortino ratioReturn per unit of downside risk

-3.69

Omega ratioGain probability vs. loss probability

0.89

1.36

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.75

2.81

-3.56

Martin ratioReturn relative to average drawdown

-1.59

12.79

-14.38

T vs. ITOT - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.75, which is lower than the ITOT Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of T and ITOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


TITOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

2.01

-2.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.71

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.81

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.57

-0.19

Drawdowns

T vs. ITOT - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for T and ITOT.


Loading charts...

Drawdown Indicators


TITOTDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-55.20%

-8.95%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-8.90%

-12.97%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-19.44%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-25.36%

-6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-35.00%

-7.35%

Current Drawdown

Current decline from peak

-21.87%

-2.65%

-19.22%

Average Drawdown

Average peak-to-trough decline

-15.72%

-6.97%

-8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.34%

1.95%

+8.39%

Volatility

T vs. ITOT - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 7.50% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 3.91%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

3.91%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

9.56%

+8.01%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

12.49%

+9.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

17.40%

+6.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

18.29%

+5.42%

Dividends

T vs. ITOT - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.93%, more than ITOT's 1.00% yield.


PositionTTM20252024202320222021202020192018201720162015
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.00%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%
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 ITOT have a correlation of -0.13, 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 ITOT (3.91%). In terms of maximum drawdown, T dropped -64.15% vs ITOT's -55.20%.

ITOT currently has the higher Sharpe Ratio (2.01 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

Find the right allocation for T and ITOT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer