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T vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

T vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and iShares U.S. Technology ETF (IYW). 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 -11.25% return, which is significantly lower than IYW's 24.38% return. Over the past 10 years, T has underperformed IYW with an annualized return of 1.68%, while IYW has yielded a comparatively higher 25.35% annualized return.


T

1D
-1.25%
1M
-8.55%
6M
-6.48%
YTD
-11.25%
1Y
-17.96%
3Y*
19.78%
5Y*
5.75%
10Y*
1.68%

IYW

1D
1.40%
1M
1.40%
6M
23.01%
YTD
24.38%
1Y
41.80%
3Y*
30.98%
5Y*
20.09%
10Y*
25.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-11.25%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
IYW
iShares U.S. Technology ETF
24.38%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%

Correlation

The correlation between T and IYW is -0.36, 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

-0.36

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

-0.19

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

0.03

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

0.12

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.30

The correlation between T and IYW shifts across timeframes, from -0.36 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

T vs. IYW — Risk / Return Rank

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

T
T Risk / Return Rank: 1414
Overall Rank
T Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1313
Sortino Ratio Rank
T Omega Ratio Rank: 1515
Omega Ratio Rank
T Calmar Ratio Rank: 2121
Calmar Ratio Rank
T Martin Ratio Rank: 88
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 6363
Overall Rank
IYW Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 6565
Sortino Ratio Rank
IYW Omega Ratio Rank: 6565
Omega Ratio Rank
IYW Calmar Ratio Rank: 5959
Calmar Ratio Rank
IYW Martin Ratio Rank: 5454
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. IYW - Risk-Adjusted Trends Comparison

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


TIYWDifference
Sharpe ratioReturn per unit of total volatility

-2.60

Sortino ratioReturn per unit of downside risk

-3.36

Omega ratioGain probability vs. loss probability

0.88

1.31

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.62

2.36

-2.98

Martin ratioReturn relative to average drawdown

-1.43

7.33

-8.75

T vs. IYW - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.77, which is lower than the IYW Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of T and IYW, 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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Drawdowns

T vs. IYW - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for T and IYW.


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Drawdown Indicators


TIYWDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-81.90%

+17.75%

Max Drawdown (1Y)

Largest decline over 1 year

-28.89%

-17.81%

-11.08%

Max Drawdown (3Y)

Largest decline over 3 years

-28.89%

-26.47%

-2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-39.44%

+7.43%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-39.44%

-2.91%

Current Drawdown

Current decline from peak

-25.12%

-4.49%

-20.63%

Average Drawdown

Average peak-to-trough decline

-15.74%

-34.53%

+18.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.62%

5.72%

+6.90%

Volatility

T vs. IYW - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 10.03% compared to iShares U.S. Technology ETF (IYW) at 9.34%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.03%

9.34%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

19.84%

19.25%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

23.51%

22.97%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.37%

26.36%

-1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.90%

25.29%

-1.39%

Dividends

T vs. IYW - Dividend Comparison

T's dividend yield for the trailing twelve months is around 5.22%, more than IYW's 0.10% yield.


PositionTTM20252024202320222021202020192018201720162015
IYW
iShares U.S. Technology ETF
0.10%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%
T
AT&T Inc.
5.22%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 IYW have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (10.03%) compared to IYW (9.34%). In terms of maximum drawdown, T dropped -64.15% vs IYW's -81.90%.

IYW currently has the higher Sharpe Ratio (1.83 vs -0.77), 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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