T vs. SHEL
T (AT&T Inc.) and SHEL (Shell plc) are both stocks. T operates in Telecom Services (Communication Services), while SHEL operates in Oil & Gas Integrated (Energy). Over the past 10 years, T returned 3.33%/yr vs 10.35%/yr for SHEL. At a 0.32 correlation, their price movements are largely independent.
Performance
T vs. SHEL - 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 SHEL's 18.73% return. Over the past 10 years, T has underperformed SHEL with an annualized return of 3.33%, while SHEL has yielded a comparatively higher 10.35% 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%
SHEL
- 1D
- -0.22%
- 1M
- 1.77%
- YTD
- 18.73%
- 6M
- 20.62%
- 1Y
- 24.51%
- 3Y*
- 18.27%
- 5Y*
- 22.23%
- 10Y*
- 10.35%
T vs. SHEL - Yearly Performance Comparison
Correlation
The correlation between T and SHEL is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2005 | 0.32 |
The correlation between T and SHEL shifts across timeframes, from -0.06 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
Fundamentals
T:
$3.04
SHEL:
$6.39
T:
7.74
SHEL:
13.40
T:
0.32
SHEL:
0.67
T:
1.35
SHEL:
0.94
T:
$125.65B
SHEL:
$266.82B
T:
$105.41B
SHEL:
$41.65B
T:
$54.70B
SHEL:
$57.44B
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Return for Risk
T vs. SHEL — Risk / Return Rank
T
SHEL
T vs. SHEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Shell plc (SHEL). 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 | SHEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.21 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 2.28 | -2.87 |
| Martin ratioReturn relative to average drawdown | -1.22 | 6.17 | -7.39 |
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Drawdowns
T vs. SHEL - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum SHEL drawdown of -71.57%. Use the drawdown chart below to compare losses from any high point for T and SHEL.
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Drawdown Indicators
| T | SHEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -71.57% | +7.42% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -10.81% | -11.06% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -18.47% | -3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -25.04% | -6.97% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -71.57% | +29.22% |
Current DrawdownCurrent decline from peak | -18.12% | -8.19% | -9.93% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -16.73% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 3.99% | +6.65% |
Volatility
T vs. SHEL - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 8.21% compared to Shell plc (SHEL) at 5.99%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | SHEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 5.99% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 17.80% | 17.43% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 20.98% | +1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 25.21% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 30.83% | -7.10% |
Dividends
T vs. SHEL - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, more than SHEL's 3.45% yield.
Financials
T vs. SHEL - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Shell plc. 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 SHEL have a correlation of -0.06, 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 SHEL (5.99%). In terms of maximum drawdown, T dropped -64.15% vs SHEL's -71.57%.
SHEL currently has the higher Sharpe Ratio (1.17 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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