T vs. ITOT
T (AT&T Inc.) is a stock, while ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, T returned 2.86%/yr vs 14.81%/yr for ITOT. At a 0.46 correlation, their price movements are largely independent.
Performance
T vs. ITOT - Performance Comparison
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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%
T vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
T vs. ITOT — Risk / Return Rank
T
ITOT
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.
| T | ITOT | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| T | ITOT | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| T | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -21.87% | -2.65% | -19.22% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -6.97% | -8.75% |
Ulcer IndexDepth 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.
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Volatility by Period
| T | ITOT | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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