T vs. TD
T (AT&T Inc.) and TD (The Toronto-Dominion Bank) are both stocks. T operates in Telecom Services (Communication Services), while TD operates in Banks - Diversified (Financial Services). Over the past 10 years, T returned 2.86%/yr vs 14.57%/yr for TD. At a 0.30 correlation, their price movements are largely independent.
Performance
T vs. TD - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -7.40% return, which is significantly lower than TD's 23.17% return. Over the past 10 years, T has underperformed TD with an annualized return of 2.86%, while TD has yielded a comparatively higher 14.57% 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%
TD
- 1D
- 0.89%
- 1M
- 6.24%
- YTD
- 23.17%
- 6M
- 31.66%
- 1Y
- 68.14%
- 3Y*
- 30.41%
- 5Y*
- 14.58%
- 10Y*
- 14.57%
T vs. TD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -7.40% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
TD The Toronto-Dominion Bank | 23.17% | 85.32% | -13.40% | 5.04% | -12.19% | 41.25% | 5.58% | 17.45% | -12.10% | 22.85% |
Correlation
The correlation between T and TD is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 1996 | 0.30 |
Over the past year, the correlation between T and TD has dropped to 0.02 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
Fundamentals
T:
$3.04
TD:
$10.11
T:
7.39
TD:
11.29
T:
0.31
TD:
0.41
T:
1.29
TD:
1.50
T:
$125.65B
TD:
$112.63B
T:
$105.41B
TD:
$59.49B
T:
$54.70B
TD:
$19.99B
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Return for Risk
T vs. TD — Risk / Return Rank
T
TD
T vs. TD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and The Toronto-Dominion Bank (TD). 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.
| T | TD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.89 | ||
| Sortino ratioReturn per unit of downside risk | -6.20 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.68 | -0.79 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 9.13 | -9.88 |
| Martin ratioReturn relative to average drawdown | -1.59 | 35.63 | -37.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| T | TD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | 4.14 | -4.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.74 | -0.46 |
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 | 0.60 | -0.23 |
Drawdowns
T vs. TD - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, roughly equal to the maximum TD drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for T and TD.
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Drawdown Indicators
| T | TD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -64.18% | +0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -7.50% | -14.37% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -19.19% | -2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -30.93% | -1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -41.98% | -0.37% |
Current DrawdownCurrent decline from peak | -21.87% | 0.00% | -21.87% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -11.23% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.34% | 1.92% | +8.42% |
Volatility
T vs. TD - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 7.50% compared to The Toronto-Dominion Bank (TD) at 5.13%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than TD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | TD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 5.13% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 17.57% | 12.90% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 16.58% | +5.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 19.83% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.71% | 21.73% | +1.98% |
Dividends
T vs. TD - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.93%, more than TD's 2.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TD The Toronto-Dominion Bank | 2.69% | 3.17% | 5.65% | 4.80% | 4.24% | 3.27% | 4.10% | 3.89% | 4.08% | 3.03% | 3.58% | 5.11% |
Financials
T vs. TD - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and The Toronto-Dominion Bank. 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 TD have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (7.50%) compared to TD (5.13%). In terms of maximum drawdown, T dropped -64.15% vs TD's -64.18%.
TD currently has the higher Sharpe Ratio (4.14 vs -0.75), 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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