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

Performance

T vs. TPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and Tapestry, Inc. (TPR). 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 -7.40% return, which is significantly lower than TPR's 10.89% return. Over the past 10 years, T has underperformed TPR with an annualized return of 2.86%, while TPR has yielded a comparatively higher 17.11% 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%

TPR

1D
0.57%
1M
5.86%
YTD
10.89%
6M
20.82%
1Y
80.77%
3Y*
52.54%
5Y*
29.87%
10Y*
17.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. TPR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-7.40%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
TPR
Tapestry, Inc.
10.89%98.73%82.80%0.16%-3.32%32.29%16.86%-15.97%-22.09%30.48%

Correlation

The correlation between T and TPR 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

0.07

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

0.19

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

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2000

0.28

The correlation between T and TPR shifts across timeframes, from -0.02 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

T:

$3.04

TPR:

$3.15

PE Ratio

T:

7.39

TPR:

44.72

PS Ratio

T:

1.29

TPR:

3.78

Total Revenue (TTM)

T:

$125.65B

TPR:

$7.85B

Gross Profit (TTM)

T:

$105.41B

TPR:

$5.98B

EBITDA (TTM)

T:

$54.70B

TPR:

$1.06B

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Return for Risk

T vs. TPR — Risk / Return Rank

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

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1414
Calmar Ratio Rank
T Martin Ratio Rank: 44
Martin Ratio Rank

TPR
TPR Risk / Return Rank: 8787
Overall Rank
TPR Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
TPR Sortino Ratio Rank: 8181
Sortino Ratio Rank
TPR Omega Ratio Rank: 8686
Omega Ratio Rank
TPR Calmar Ratio Rank: 8989
Calmar Ratio Rank
TPR Martin Ratio Rank: 8989
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. TPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Tapestry, Inc. (TPR). 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.


TTPRDifference
Sharpe ratioReturn per unit of total volatility

-2.74

Sortino ratioReturn per unit of downside risk

-3.31

Omega ratioGain probability vs. loss probability

0.89

1.36

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.75

4.23

-4.98

Martin ratioReturn relative to average drawdown

-1.59

10.73

-12.32

T vs. TPR - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.75, which is lower than the TPR Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of T and TPR, 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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Sharpe Ratios by Period


TTPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

1.99

-2.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.75

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.39

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.44

-0.06

Drawdowns

T vs. TPR - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, smaller than the maximum TPR drawdown of -82.55%. Use the drawdown chart below to compare losses from any high point for T and TPR.


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Drawdown Indicators


TTPRDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-82.55%

+18.40%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-19.21%

-2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-39.54%

+17.67%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-41.87%

+9.86%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-79.06%

+36.71%

Current Drawdown

Current decline from peak

-21.87%

-11.72%

-10.15%

Average Drawdown

Average peak-to-trough decline

-15.72%

-27.74%

+12.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.34%

7.55%

+2.79%

Volatility

T vs. TPR - Volatility Comparison

The current volatility for AT&T Inc. (T) is 7.50%, while Tapestry, Inc. (TPR) has a volatility of 8.83%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than TPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

8.83%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

27.95%

-10.38%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

40.87%

-18.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

40.24%

-16.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

44.23%

-20.52%

Dividends

T vs. TPR - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.93%, more than TPR's 1.14% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TPR
Tapestry, Inc.
1.14%1.17%2.14%3.53%2.89%1.23%1.09%5.01%3.00%3.06%3.85%4.13%

Financials

T vs. TPR - Financials Comparison

This section allows you to compare key financial metrics between AT&T Inc. and Tapestry, Inc.. 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


0.0010.00B20.00B30.00B40.00B20222023202420252026
33.47B
1.92B
(T) Total Revenue
(TPR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


T and TPR 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.

TPR has higher volatility (8.83%) compared to T (7.50%). In terms of maximum drawdown, T dropped -64.15% vs TPR's -82.55%.

TPR currently has the higher Sharpe Ratio (1.99 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.

Portfolio Optimizer

Find the right allocation for T and TPR

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