T vs. MSFT
T (AT&T Inc.) and MSFT (Microsoft Corporation) are both stocks. T operates in Telecom Services (Communication Services), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, T returned 3.05%/yr vs 24.41%/yr for MSFT. At a 0.25 correlation, their price movements are largely independent.
Performance
T vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -4.69% return, which is significantly higher than MSFT's -18.20% return. Over the past 10 years, T has underperformed MSFT with an annualized return of 3.05%, while MSFT has yielded a comparatively higher 24.41% annualized return.
T
- 1D
- -0.56%
- 1M
- -3.62%
- YTD
- -4.69%
- 6M
- -1.64%
- 1Y
- -13.59%
- 3Y*
- 19.26%
- 5Y*
- 7.42%
- 10Y*
- 3.05%
MSFT
- 1D
- -1.48%
- 1M
- -6.46%
- YTD
- -18.20%
- 6M
- -16.96%
- 1Y
- -17.15%
- 3Y*
- 5.60%
- 5Y*
- 9.48%
- 10Y*
- 24.41%
T vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -4.69% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
MSFT Microsoft Corporation | -18.20% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between T and MSFT is -0.17, 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 | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 1986 | 0.25 |
The correlation between T and MSFT shifts across timeframes, from -0.17 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
T:
$3.04
MSFT:
$16.79
T:
7.61
MSFT:
23.46
T:
0.32
MSFT:
1.64
T:
1.33
MSFT:
9.23
T:
$125.65B
MSFT:
$318.27B
T:
$105.41B
MSFT:
$217.41B
T:
$54.70B
MSFT:
$200.96B
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Return for Risk
T vs. MSFT — Risk / Return Rank
T
MSFT
T vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Microsoft Corporation (MSFT). 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 | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.90 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | -0.51 | -0.12 |
| Martin ratioReturn relative to average drawdown | -1.26 | -1.03 | -0.23 |
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Drawdowns
T vs. MSFT - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for T and MSFT.
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Drawdown Indicators
| T | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -69.38% | +5.23% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -33.91% | +12.04% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -33.91% | +12.04% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -37.15% | +5.14% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -37.15% | -5.20% |
Current DrawdownCurrent decline from peak | -19.58% | -26.89% | +7.31% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -21.78% | +6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.77% | 16.64% | -5.87% |
Volatility
T vs. MSFT - Volatility Comparison
The current volatility for AT&T Inc. (T) is 7.92%, while Microsoft Corporation (MSFT) has a volatility of 10.31%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 10.31% | -2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 17.81% | 22.43% | -4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 25.53% | -3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.03% | 26.69% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.74% | 27.07% | -3.33% |
Dividends
T vs. MSFT - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.79%, more than MSFT's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.90% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
T AT&T Inc. | 4.79% | 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. MSFT - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Microsoft Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
T and MSFT have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.31%) compared to T (7.92%). In terms of maximum drawdown, T dropped -64.15% vs MSFT's -69.38%.
T currently has the higher Sharpe Ratio (-0.62 vs -0.67), 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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