T vs. PFE
T (AT&T Inc.) and PFE (Pfizer Inc.) are both stocks. T operates in Telecom Services (Communication Services), while PFE operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, T returned 3.12%/yr vs 2.17%/yr for PFE. At a 0.31 correlation, their price movements are largely independent.
Performance
T vs. PFE - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -5.35% return, which is significantly lower than PFE's 8.62% return. Over the past 10 years, T has outperformed PFE with an annualized return of 3.12%, while PFE has yielded a comparatively lower 2.17% annualized return.
T
- 1D
- -0.90%
- 1M
- -8.84%
- YTD
- -5.35%
- 6M
- -3.24%
- 1Y
- -15.31%
- 3Y*
- 19.31%
- 5Y*
- 6.85%
- 10Y*
- 3.12%
PFE
- 1D
- 2.23%
- 1M
- 1.16%
- YTD
- 8.62%
- 6M
- 4.84%
- 1Y
- 14.37%
- 3Y*
- -7.54%
- 5Y*
- -3.38%
- 10Y*
- 2.17%
T vs. PFE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -5.35% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
PFE Pfizer Inc. | 8.62% | 0.65% | -2.22% | -41.26% | -10.41% | 66.70% | 3.07% | -6.91% | 24.82% | 15.90% |
Correlation
The correlation between T and PFE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.31 |
The correlation between T and PFE shifts across timeframes, from 0.12 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
Fundamentals
T:
$3.04
PFE:
$1.31
T:
7.55
PFE:
19.95
T:
0.31
PFE:
0.36
T:
1.32
PFE:
2.36
T:
$125.65B
PFE:
$63.32B
T:
$105.41B
PFE:
$43.91B
T:
$54.70B
PFE:
$16.94B
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Return for Risk
T vs. PFE — Risk / Return Rank
T
PFE
T vs. PFE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Pfizer Inc. (PFE). 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 | PFE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.13 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 1.26 | -1.96 |
| Martin ratioReturn relative to average drawdown | -1.45 | 2.54 | -3.99 |
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Drawdowns
T vs. PFE - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum PFE drawdown of -69.24%. Use the drawdown chart below to compare losses from any high point for T and PFE.
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Drawdown Indicators
| T | PFE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -69.24% | +5.09% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -11.47% | -10.40% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -40.75% | +18.88% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -58.96% | +26.95% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -58.96% | +16.61% |
Current DrawdownCurrent decline from peak | -20.14% | -45.76% | +25.62% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -22.90% | +7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.57% | 5.68% | +4.89% |
Volatility
T vs. PFE - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 7.86% compared to Pfizer Inc. (PFE) at 5.08%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | PFE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 5.08% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 17.62% | 14.72% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 23.85% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.00% | 25.49% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.72% | 23.89% | -0.17% |
Dividends
T vs. PFE - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.83%, less than PFE's 6.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFE Pfizer Inc. | 6.57% | 6.91% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% |
T AT&T Inc. | 4.83% | 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. PFE - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Pfizer Inc.. 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 PFE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (7.86%) compared to PFE (5.08%). In terms of maximum drawdown, T dropped -64.15% vs PFE's -69.24%.
PFE currently has the higher Sharpe Ratio (0.61 vs -0.70), 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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