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T vs. TD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

T vs. TD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and The Toronto-Dominion Bank (TD). 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 -7.04% return, which is significantly lower than TD's 30.87% return. Over the past 10 years, T has underperformed TD with an annualized return of 2.10%, while TD has yielded a comparatively higher 15.43% annualized return.


T

1D
0.64%
1M
2.62%
6M
-2.84%
YTD
-7.04%
1Y
-13.37%
3Y*
20.93%
5Y*
7.13%
10Y*
2.10%
ALL TIME*
9.35%

TD

1D
-2.51%
1M
1.69%
6M
30.27%
YTD
30.87%
1Y
69.13%
3Y*
28.36%
5Y*
17.86%
10Y*
15.43%
ALL TIME*
15.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. TD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-7.04%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
TD
The Toronto-Dominion Bank
30.87%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 -0.04, 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

-0.04

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

0.09

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

0.24

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

0.31

Correlation (All Time)
Calculated using the full available price history since Aug 30, 1996

0.29

The correlation between T and TD shifts across timeframes, from -0.04 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

T:

$152.52B

TD:

$203.58B

EPS

T:

$3.05

TD:

CA$10.11

PE Ratio

T:

7.19

TD:

16.69

PEG Ratio

T:

0.30

TD:

0.60

PS Ratio

T:

1.25

TD:

2.21

Total Revenue (TTM)

T:

$125.65B

TD:

CA$112.63B

Gross Profit (TTM)

T:

$105.41B

TD:

CA$59.49B

EBITDA (TTM)

T:

$54.70B

TD:

CA$19.99B

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Return for Risk

T vs. TD — Risk / Return Rank

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

T
T Risk / Return Rank: 2222
Overall Rank
T Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
T Sortino Ratio Rank: 1919
Sortino Ratio Rank
T Omega Ratio Rank: 2020
Omega Ratio Rank
T Calmar Ratio Rank: 2929
Calmar Ratio Rank
T Martin Ratio Rank: 2323
Martin Ratio Rank

TD
TD Risk / Return Rank: 9898
Overall Rank
TD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TD Sortino Ratio Rank: 9898
Sortino Ratio Rank
TD Omega Ratio Rank: 9898
Omega Ratio Rank
TD Calmar Ratio Rank: 9898
Calmar Ratio Rank
TD Martin Ratio Rank: 9999
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. 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.

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.


TTDDifference
Sharpe ratioReturn per unit of total volatility

-4.59

Sortino ratioReturn per unit of downside risk

-5.61

Omega ratioGain probability vs. loss probability

0.92

1.65

-0.73

Calmar ratioReturn relative to maximum drawdown

-0.46

9.26

-9.73

Martin ratioReturn relative to average drawdown

-1.03

35.62

-36.66

T vs. TD - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.57, which is lower than the TD Sharpe Ratio of 4.02. The chart below compares the historical Sharpe Ratios of T and TD, 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. 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


TTDDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-64.18%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-28.89%

-7.50%

-21.39%

Max Drawdown (3Y)

Largest decline over 3 years

-28.89%

-19.19%

-9.70%

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 Drawdown

Current decline from peak

-21.57%

-3.45%

-18.12%

Average Drawdown

Average peak-to-trough decline

-15.74%

-11.19%

-4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.94%

1.95%

+10.99%

Volatility

T vs. TD - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 9.59% compared to The Toronto-Dominion Bank (TD) at 5.94%. 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


TTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.59%

5.94%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

19.91%

13.41%

+6.50%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

17.32%

+6.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.38%

19.81%

+4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

21.72%

+2.20%

Dividends

T vs. TD - Dividend Comparison

T's dividend yield for the trailing twelve months is around 6.58%, more than TD's 2.57% yield.


PositionTTM20252024202320222021202020192018201720162015
T
AT&T Inc.
6.58%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
2.57%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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B15.00B20.00B25.00B30.00B35.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026April
33.47B
27.02B
(T) Total Revenue
(TD) Total Revenue
Please note, different currencies. T values in USD, TD values in CAD

Frequently Asked Questions


T and TD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (9.59%) compared to TD (5.94%). In terms of maximum drawdown, T dropped -64.15% vs TD's -64.18%.

TD currently has the higher Sharpe Ratio (4.02 vs -0.57), 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 TD

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

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