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T vs. POW.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

T vs. POW.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and Power Corporation of Canada (POW.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

T is traded in USD, while POW.TO is traded in CAD. To make them comparable, the POW.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, T achieves a -7.40% return, which is significantly lower than POW.TO's 12.86% return. Over the past 10 years, T has underperformed POW.TO with an annualized return of 2.86%, while POW.TO has yielded a comparatively higher 16.24% annualized return.


T

1D
-1.10%
1M
-10.57%
YTD
-7.40%
6M
-7.40%
1Y
-16.38%
3Y*
18.39%
5Y*
6.60%
10Y*
2.86%

POW.TO

1D
-1.44%
1M
2.39%
YTD
12.86%
6M
18.63%
1Y
62.56%
3Y*
38.58%
5Y*
18.67%
10Y*
16.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. POW.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-7.40%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
POW.TO
Power Corporation of Canada
12.86%77.85%15.29%29.26%-24.02%50.00%-2.60%50.15%-26.30%20.97%

Correlation

The correlation between T and POW.TO is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.11

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

0.20

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2006

0.28

Over the past year, the correlation between T and POW.TO has dropped to 0.08 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

EPS

T:

$3.04

POW.TO:

CA$4.29

PE Ratio

T:

7.39

POW.TO:

19.36

PS Ratio

T:

1.29

POW.TO:

1.53

Total Revenue (TTM)

T:

$125.65B

POW.TO:

CA$34.88B

Gross Profit (TTM)

T:

$105.41B

POW.TO:

CA$30.59B

EBITDA (TTM)

T:

$54.70B

POW.TO:

CA$6.51B

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Return for Risk

T vs. POW.TO — Risk / Return Rank

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

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1414
Calmar Ratio Rank
T Martin Ratio Rank: 44
Martin Ratio Rank

POW.TO
POW.TO Risk / Return Rank: 9494
Overall Rank
POW.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
POW.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
POW.TO Omega Ratio Rank: 9595
Omega Ratio Rank
POW.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
POW.TO Martin Ratio Rank: 9292
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. POW.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Power Corporation of Canada (POW.TO). 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.


TPOW.TODifference
Sharpe ratioReturn per unit of total volatility

-4.07

Sortino ratioReturn per unit of downside risk

-4.92

Omega ratioGain probability vs. loss probability

0.89

1.53

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.75

4.65

-5.40

Martin ratioReturn relative to average drawdown

-1.59

13.96

-15.55

T vs. POW.TO - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.75, which is lower than the POW.TO Sharpe Ratio of 3.32. The chart below compares the historical Sharpe Ratios of T and POW.TO, 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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Sharpe Ratios by Period


TPOW.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

3.32

-4.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

1.01

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.67

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.32

+0.05

Drawdowns

T vs. POW.TO - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, smaller than the maximum POW.TO drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for T and POW.TO.


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Drawdown Indicators


TPOW.TODifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-71.79%

+7.64%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-13.53%

-8.34%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-17.53%

-4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-33.01%

+1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-53.37%

+11.02%

Current Drawdown

Current decline from peak

-21.87%

-1.83%

-20.04%

Average Drawdown

Average peak-to-trough decline

-15.72%

-18.02%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.34%

4.49%

+5.85%

Volatility

T vs. POW.TO - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 7.50% compared to Power Corporation of Canada (POW.TO) at 6.22%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than POW.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPOW.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

6.22%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

15.47%

+2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

18.97%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

18.62%

+5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

24.21%

-0.50%

Dividends

T vs. POW.TO - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.93%, more than POW.TO's 3.02% yield.


PositionTTM20252024202320222021202020192018201720162015
POW.TO
Power Corporation of Canada
3.02%3.36%5.02%5.54%6.22%4.40%7.51%4.77%6.13%4.36%4.38%4.23%
T
AT&T Inc.
4.93%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. POW.TO - Financials Comparison

This section allows you to compare key financial metrics between AT&T Inc. and Power Corporation of Canada. 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


-10.00B0.0010.00B20.00B30.00B40.00B20222023202420252026
33.47B
6.60B
(T) Total Revenue
(POW.TO) Total Revenue
Please note, different currencies. T values in USD, POW.TO values in CAD

Frequently Asked Questions


T and POW.TO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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