T vs. TTWO
T (AT&T Inc.) and TTWO (Take-Two Interactive Software, Inc.) are both stocks. Both are in the Communication Services sector — T in Telecom Services, TTWO in Electronic Gaming & Multimedia. Over the past 10 years, T returned 2.24%/yr vs 19.25%/yr for TTWO. At a 0.15 correlation, their price movements are largely independent.
Performance
T vs. TTWO - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -5.73% return, which is significantly higher than TTWO's -7.85% return. Over the past 10 years, T has underperformed TTWO with an annualized return of 2.24%, while TTWO has yielded a comparatively higher 19.25% annualized return.
T
- 1D
- 1.41%
- 1M
- 4.07%
- 6M
- -1.30%
- YTD
- -5.73%
- 1Y
- -13.56%
- 3Y*
- 21.50%
- 5Y*
- 7.35%
- 10Y*
- 2.24%
- ALL TIME*
- 9.38%
TTWO
- 1D
- -1.28%
- 1M
- -1.40%
- 6M
- -1.95%
- YTD
- -7.85%
- 1Y
- 1.86%
- 3Y*
- 16.31%
- 5Y*
- 6.61%
- 10Y*
- 19.25%
- ALL TIME*
- 15.29%
T vs. TTWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -5.73% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
TTWO Take-Two Interactive Software, Inc. | -7.85% | 39.09% | 14.37% | 54.57% | -41.41% | -14.47% | 69.72% | 18.93% | -6.23% | 122.72% |
Correlation
The correlation between T and TTWO is -0.20, 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 | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 1997 | 0.15 |
The correlation between T and TTWO shifts across timeframes, from -0.20 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
T:
$154.67B
TTWO:
$43.80B
T:
$3.05
TTWO:
-$1.62
T:
1.27
TTWO:
6.54
T:
$125.65B
TTWO:
$6.66B
T:
$105.41B
TTWO:
$3.81B
T:
$54.70B
TTWO:
$850.50M
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Return for Risk
T vs. TTWO — Risk / Return Rank
T
TTWO
T vs. TTWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Take-Two Interactive Software, Inc. (TTWO). 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 | TTWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.04 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 0.07 | -0.54 |
| Martin ratioReturn relative to average drawdown | -1.04 | 0.14 | -1.19 |
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Drawdowns
T vs. TTWO - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum TTWO drawdown of -80.85%. Use the drawdown chart below to compare losses from any high point for T and TTWO.
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Drawdown Indicators
| T | TTWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -80.85% | +16.70% |
Max Drawdown (1Y)Largest decline over 1 year | -28.89% | -27.68% | -1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -28.89% | -27.68% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -51.50% | +19.49% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -56.14% | +13.79% |
Current DrawdownCurrent decline from peak | -20.46% | -10.05% | -10.41% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -27.73% | +11.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.01% | 12.93% | +0.08% |
Volatility
T vs. TTWO - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 9.45% compared to Take-Two Interactive Software, Inc. (TTWO) at 8.36%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | TTWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.45% | 8.36% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 19.94% | 25.91% | -5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 30.93% | -7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.39% | 32.53% | -8.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 34.10% | -10.18% |
Dividends
T vs. TTWO - Dividend Comparison
T's dividend yield for the trailing twelve months is around 6.49%, while TTWO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | 6.49% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
TTWO Take-Two Interactive Software, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
T vs. TTWO - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Take-Two Interactive Software, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
T and TTWO have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (9.45%) compared to TTWO (8.36%). In terms of maximum drawdown, T dropped -64.15% vs TTWO's -80.85%.
TTWO currently has the higher Sharpe Ratio (0.06 vs -0.58), 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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