T vs. UL

Last updated Jun 13, 2026

T (AT&T Inc.) and UL (The Unilever Group) are both stocks. T operates in Telecom Services (Communication Services), while UL operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, T returned 3.33%/yr vs 5.33%/yr for UL. At a 0.28 correlation, their price movements are largely independent.

Performance

T vs. UL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and The Unilever Group (UL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, T achieves a -2.96% return, which is significantly higher than UL's -8.35% return. Over the past 10 years, T has underperformed UL with an annualized return of 3.33%, while UL has yielded a comparatively higher 5.33% annualized return.

T

• 1D: 2.52%
• 1M: -4.69%
• YTD: -2.96%
• 6M: -1.93%
• 1Y: -12.96%
• 3Y*: 20.58%
• 5Y*: 7.38%
• 10Y*: 3.33%

UL

• 1D: 1.03%
• 1M: 3.45%
• YTD: -8.35%
• 6M: -7.70%
• 1Y: -14.93%
• 3Y*: 5.05%
• 5Y*: 0.66%
• 10Y*: 5.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. UL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
T AT&T Inc.	-2.96%	13.97%	44.08%	-2.74%	5.76%	-8.09%	-21.37%	45.55%	-22.25%	-4.01%
UL The Unilever Group	-8.35%	5.96%	20.90%	-0.17%	-2.82%	-7.61%	9.04%	12.88%	-2.34%	40.15%

Correlation

The correlation between T and UL is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.26
Correlation (All Time) Calculated using the full available price history since Jan 4, 1988	0.28

Fundamentals

EPS T : $3.04 UL : €5.06
PE Ratio T : 7.74 UL : 10.06
PEG Ratio T : 0.32 UL : 1.97
PS Ratio T : 1.35 UL : 1.09
Total Revenue (TTM) T : $125.65B UL : €109.27B
Gross Profit (TTM) T : $105.41B UL : €90.89B
EBITDA (TTM) T : $54.70B UL : €24.12B

Return for Risk

T vs. UL — Risk / Return Rank

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

T

T Risk / Return Rank: 18
T Sharpe Ratio Rank: 17
T Sortino Ratio Rank: 17
T Omega Ratio Rank: 18
T Calmar Ratio Rank: 21
T Martin Ratio Rank: 15

UL

UL Risk / Return Rank: 16
UL Sharpe Ratio Rank: 13
UL Sortino Ratio Rank: 14
UL Omega Ratio Rank: 15
UL Calmar Ratio Rank: 21
UL Martin Ratio Rank: 15

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. UL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and The Unilever Group (UL). 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	UL	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	-0.70	+0.11
Sortino ratio: Return per unit of downside risk	-0.72	-0.87	+0.15
Omega ratio: Gain probability vs. loss probability	0.92	0.90	+0.02
Calmar ratio: Return relative to maximum drawdown	-0.59	-0.60	0.00
Martin ratio: Return relative to average drawdown	-1.22	-1.23	+0.01

T vs. UL - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.59, which is comparable to the UL Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of T and UL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

T vs. UL - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than UL's maximum drawdown of -53.55%. Use the drawdown chart below to compare losses from any high point for T and UL.

Drawdown Indicators

	T	UL	Difference
Max Drawdown Largest peak-to-trough decline	-64.15%	-53.55%	-10.60%
Max Drawdown (1Y) Largest decline over 1 year	-21.87%	-25.09%	+3.22%
Max Drawdown (3Y) Largest decline over 3 years	-21.87%	-25.09%	+3.22%
Max Drawdown (5Y) Largest decline over 5 years	-32.01%	-26.53%	-5.48%
Max Drawdown (10Y) Largest decline over 10 years	-42.35%	-30.13%	-12.22%
Current Drawdown Current decline from peak	-18.12%	-19.64%	+1.52%
Average Drawdown Average peak-to-trough decline	-15.72%	-10.61%	-5.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.64%	12.20%	-1.56%

Volatility

T vs. UL - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 8.21% compared to The Unilever Group (UL) at 6.11%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than UL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	T	UL	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.21%	6.11%	+2.10%
Volatility (6M) Calculated over the trailing 6-month period	17.80%	16.78%	+1.02%
Volatility (1Y) Calculated over the trailing 1-year period	22.13%	21.50%	+0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.01%	20.87%	+3.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.73%	21.61%	+2.12%

Dividends

T vs. UL - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, more than UL's 3.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
T AT&T Inc.	4.71%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%
UL The Unilever Group	3.87%	3.51%	3.29%	3.83%	3.57%	3.77%	3.07%	3.18%	3.49%	2.80%	3.42%	3.02%

Financials

Frequently Asked Questions

Can I hold both T and UL in my portfolio?

T and UL have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, T or UL?

T has higher volatility (8.21%) compared to UL (6.11%). In terms of maximum drawdown, T dropped -64.15% vs UL's -53.55%.

Which has better risk-adjusted returns?

T currently has the higher Sharpe Ratio (-0.59 vs -0.70), 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.