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T vs. KO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

T vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and The Coca-Cola Company (KO). 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 -2.96% return, which is significantly lower than KO's 18.99% return. Over the past 10 years, T has underperformed KO with an annualized return of 3.33%, while KO has yielded a comparatively higher 9.55% 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%

KO

1D
0.11%
1M
2.94%
YTD
18.99%
6M
17.96%
1Y
17.68%
3Y*
14.33%
5Y*
11.29%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. KO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-2.96%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
KO
The Coca-Cola Company
18.99%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%14.38%

Correlation

The correlation between T and KO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

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

0.32

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

0.37

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jul 19, 1984

0.36

The correlation between T and KO shifts across timeframes, from 0.28 (1 year) to 0.38 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

T:

$3.04

KO:

$3.18

PE Ratio

T:

7.74

KO:

26.01

PEG Ratio

T:

0.32

KO:

3.14

PS Ratio

T:

1.35

KO:

7.23

Total Revenue (TTM)

T:

$125.65B

KO:

$49.28B

Gross Profit (TTM)

T:

$105.41B

KO:

$30.43B

EBITDA (TTM)

T:

$54.70B

KO:

$18.35B

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Return for Risk

T vs. KO — Risk / Return Rank

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

T
T Risk / Return Rank: 1818
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1717
Sortino Ratio Rank
T Omega Ratio Rank: 1818
Omega Ratio Rank
T Calmar Ratio Rank: 2121
Calmar Ratio Rank
T Martin Ratio Rank: 1515
Martin Ratio Rank

KO
KO Risk / Return Rank: 7474
Overall Rank
KO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
KO Sortino Ratio Rank: 7272
Sortino Ratio Rank
KO Omega Ratio Rank: 6767
Omega Ratio Rank
KO Calmar Ratio Rank: 7979
Calmar Ratio Rank
KO 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. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and The Coca-Cola Company (KO). 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.


TKODifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-2.45

Omega ratioGain probability vs. loss probability

0.92

1.19

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.59

2.26

-2.85

Martin ratioReturn relative to average drawdown

-1.22

4.51

-5.73

T vs. KO - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.59, which is lower than the KO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of T and KO, 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. KO - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for T and KO.


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Drawdown Indicators


TKODifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-68.23%

+4.08%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-7.87%

-14.00%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-16.26%

-5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-17.27%

-14.74%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-36.99%

-5.36%

Current Drawdown

Current decline from peak

-18.12%

-1.16%

-16.96%

Average Drawdown

Average peak-to-trough decline

-15.72%

-16.09%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.64%

3.98%

+6.66%

Volatility

T vs. KO - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 8.21% compared to The Coca-Cola Company (KO) at 6.70%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TKODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

6.70%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

17.80%

12.87%

+4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

16.73%

+5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

16.18%

+7.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.73%

18.24%

+5.49%

Dividends

T vs. KO - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, more than KO's 2.49% yield.


PositionTTM20252024202320222021202020192018201720162015
KO
The Coca-Cola Company
2.49%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%
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

T vs. KO - Financials Comparison

This section allows you to compare key financial metrics between AT&T Inc. and The Coca-Cola Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B20.00B30.00B40.00B20222023202420252026
33.47B
12.47B
(T) Total Revenue
(KO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


T and KO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (8.21%) compared to KO (6.70%). In terms of maximum drawdown, T dropped -64.15% vs KO's -68.23%.

KO currently has the higher Sharpe Ratio (1.06 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.

Portfolio Optimizer

Find the right allocation for T and KO

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