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T vs. QQQY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

T vs. QQQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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 QQQY's 15.43% 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%

QQQY

1D
0.55%
1M
0.32%
YTD
15.43%
6M
15.99%
1Y
29.70%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. QQQY - Yearly Performance Comparison


2026 (YTD)202520242023
T
AT&T Inc.
-2.96%13.97%44.08%16.96%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
15.43%14.96%7.70%7.19%

Correlation

The correlation between T and QQQY is -0.23, 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

-0.23

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

-0.11

The correlation between T and QQQY shifts across timeframes, from -0.23 (1 year) to -0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

T vs. QQQY — 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

QQQY
QQQY Risk / Return Rank: 6868
Overall Rank
QQQY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QQQY Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQY Omega Ratio Rank: 7474
Omega Ratio Rank
QQQY Calmar Ratio Rank: 6161
Calmar Ratio Rank
QQQY Martin Ratio Rank: 6969
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. QQQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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.


TQQQYDifference
Sharpe ratioReturn per unit of total volatility

-2.59

Sortino ratioReturn per unit of downside risk

-3.24

Omega ratioGain probability vs. loss probability

0.92

1.38

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.59

2.68

-3.27

Martin ratioReturn relative to average drawdown

-1.22

10.96

-12.18

T vs. QQQY - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.59, which is lower than the QQQY Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of T and QQQY, 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. QQQY - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than QQQY's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for T and QQQY.


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Drawdown Indicators


TQQQYDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-19.05%

-45.10%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-11.14%

-10.73%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

Current Drawdown

Current decline from peak

-18.12%

-3.41%

-14.71%

Average Drawdown

Average peak-to-trough decline

-15.72%

-2.92%

-12.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.64%

2.72%

+7.92%

Volatility

T vs. QQQY - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 8.21% compared to Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) at 7.00%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQQQYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

7.00%

+1.21%

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%

14.92%

+7.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

15.12%

+8.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.73%

15.12%

+8.61%

Dividends

T vs. QQQY - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, less than QQQY's 35.39% yield.


PositionTTM20252024202320222021202020192018201720162015
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
35.39%45.34%83.34%20.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


T and QQQY have a correlation of -0.23, 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 QQQY (7.00%). In terms of maximum drawdown, T dropped -64.15% vs QQQY's -19.05%.

QQQY currently has the higher Sharpe Ratio (2.00 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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