PortfoliosLab logoPortfoliosLab logo
T vs. SPTE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

T vs. SPTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and SP Funds S&P Global Technology ETF (SPTE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, T achieves a -6.13% return, which is significantly lower than SPTE's 33.89% return.


T

1D
3.21%
1M
-9.70%
YTD
-6.13%
6M
-4.67%
1Y
-15.59%
3Y*
20.20%
5Y*
7.06%
10Y*
2.70%

SPTE

1D
-4.87%
1M
2.03%
YTD
33.89%
6M
34.44%
1Y
60.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. SPTE - Yearly Performance Comparison


2026 (YTD)202520242023
T
AT&T Inc.
-6.13%13.97%44.08%1.27%
SPTE
SP Funds S&P Global Technology ETF
33.89%26.37%33.28%5.52%

Correlation

The correlation between T and SPTE is -0.29, 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

-0.29

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2023

-0.20

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

T vs. SPTE — Risk / Return Rank

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

T
T Risk / Return Rank: 1414
Overall Rank
T Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
T Sortino Ratio Rank: 1414
Sortino Ratio Rank
T Omega Ratio Rank: 1515
Omega Ratio Rank
T Calmar Ratio Rank: 1818
Calmar Ratio Rank
T Martin Ratio Rank: 99
Martin Ratio Rank

SPTE
SPTE Risk / Return Rank: 7878
Overall Rank
SPTE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SPTE Sortino Ratio Rank: 7070
Sortino Ratio Rank
SPTE Omega Ratio Rank: 7373
Omega Ratio Rank
SPTE Calmar Ratio Rank: 8484
Calmar Ratio Rank
SPTE Martin Ratio Rank: 8181
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. SPTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and SP Funds S&P Global Technology ETF (SPTE). 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.


TSPTEDifference
Sharpe ratioReturn per unit of total volatility

-3.16

Sortino ratioReturn per unit of downside risk

-3.91

Omega ratioGain probability vs. loss probability

0.90

1.41

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.66

4.44

-5.10

Martin ratioReturn relative to average drawdown

-1.40

15.34

-16.75

T vs. SPTE - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.69, which is lower than the SPTE Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of T and SPTE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

T vs. SPTE - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than SPTE's maximum drawdown of -25.55%. Use the drawdown chart below to compare losses from any high point for T and SPTE.


Loading charts...

Drawdown Indicators


TSPTEDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-25.55%

-38.60%

Max Drawdown (1Y)

Largest decline over 1 year

-23.57%

-13.80%

-9.77%

Max Drawdown (3Y)

Largest decline over 3 years

-23.57%

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

-20.80%

-6.72%

-14.08%

Average Drawdown

Average peak-to-trough decline

-15.72%

-4.08%

-11.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.14%

3.99%

+7.15%

Volatility

T vs. SPTE - Volatility Comparison

The current volatility for AT&T Inc. (T) is 8.49%, while SP Funds S&P Global Technology ETF (SPTE) has a volatility of 13.37%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than SPTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TSPTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.49%

13.37%

-4.88%

Volatility (6M)

Calculated over the trailing 6-month period

18.37%

21.12%

-2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

22.66%

24.86%

-2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.12%

26.64%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.79%

26.64%

-2.85%

Dividends

T vs. SPTE - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.87%, more than SPTE's 0.71% yield.


PositionTTM20252024202320222021202020192018201720162015
SPTE
SP Funds S&P Global Technology ETF
0.71%0.96%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
T
AT&T Inc.
4.87%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 SPTE have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPTE has higher volatility (13.37%) compared to T (8.49%). In terms of maximum drawdown, T dropped -64.15% vs SPTE's -25.55%.

SPTE currently has the higher Sharpe Ratio (2.47 vs -0.69), 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.

Portfolio Optimizer

Find the right allocation for T and SPTE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer