T vs. PG
T (AT&T Inc.) and PG (The Procter & Gamble Company) are both stocks. T operates in Telecom Services (Communication Services), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, T returned 3.33%/yr vs 8.96%/yr for PG. At a 0.35 correlation, their price movements are largely independent.
Performance
T vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -2.96% return, which is significantly lower than PG's 5.93% return. Over the past 10 years, T has underperformed PG with an annualized return of 3.33%, while PG has yielded a comparatively higher 8.96% 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%
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
T vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between T and PG is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.35 |
Fundamentals
T:
$3.04
PG:
$5.23
T:
7.74
PG:
28.63
T:
0.32
PG:
7.00
T:
1.35
PG:
4.20
T:
$125.65B
PG:
$86.72B
T:
$105.41B
PG:
$43.64B
T:
$54.70B
PG:
$22.63B
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Return for Risk
T vs. PG — Risk / Return Rank
T
PG
T vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.97 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | -0.37 | -0.23 |
| Martin ratioReturn relative to average drawdown | -1.22 | -0.68 | -0.54 |
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Drawdowns
T vs. PG - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for T and PG.
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Drawdown Indicators
| T | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -54.25% | -9.90% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -15.52% | -6.35% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -21.15% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -23.77% | -8.24% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -23.77% | -18.58% |
Current DrawdownCurrent decline from peak | -18.12% | -13.29% | -4.83% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -12.16% | -3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 8.80% | +1.84% |
Volatility
T vs. PG - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 8.21% compared to The Procter & Gamble Company (PG) at 6.99%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 6.99% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 17.80% | 15.01% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 18.78% | +3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 17.82% | +6.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 19.05% | +4.68% |
Dividends
T vs. PG - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, more than PG's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
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. PG - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and The Procter & Gamble 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
T and PG have a correlation of 0.33, 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 PG (6.99%). In terms of maximum drawdown, T dropped -64.15% vs PG's -54.25%.
PG currently has the higher Sharpe Ratio (-0.30 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.
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