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T vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

T vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and ProShares Ultra Semiconductors (USD). 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 -3.08% return, which is significantly lower than USD's 114.00% return. Over the past 10 years, T has underperformed USD with an annualized return of 3.62%, while USD has yielded a comparatively higher 62.16% annualized return.


T

1D
-4.42%
1M
-9.77%
YTD
-3.08%
6M
-4.92%
1Y
-12.10%
3Y*
22.12%
5Y*
7.39%
10Y*
3.62%

USD

1D
-1.14%
1M
44.53%
YTD
114.00%
6M
111.06%
1Y
274.62%
3Y*
127.67%
5Y*
69.52%
10Y*
62.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-3.08%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
USD
ProShares Ultra Semiconductors
114.00%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Correlation

The correlation between T and USD is -0.31, 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

-0.31

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

-0.20

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

-0.01

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

0.09

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

0.26

The correlation between T and USD shifts across timeframes, from -0.31 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

T vs. USD — Risk / Return Rank

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

T
T Risk / Return Rank: 1717
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1616
Sortino Ratio Rank
T Omega Ratio Rank: 1717
Omega Ratio Rank
T Calmar Ratio Rank: 1919
Calmar Ratio Rank
T Martin Ratio Rank: 1414
Martin Ratio Rank

USD
USD Risk / Return Rank: 9090
Overall Rank
USD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
USD Omega Ratio Rank: 8383
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9393
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. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and ProShares Ultra Semiconductors (USD). 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.


TUSDDifference
Sharpe ratioReturn per unit of total volatility

-5.09

Sortino ratioReturn per unit of downside risk

-4.48

Omega ratioGain probability vs. loss probability

0.92

1.51

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.59

8.70

-9.29

Martin ratioReturn relative to average drawdown

-1.20

25.16

-26.36

T vs. USD - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.56, which is lower than the USD Sharpe Ratio of 4.53. The chart below compares the historical Sharpe Ratios of T and USD, 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


TUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

4.53

-5.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.91

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.90

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.49

-0.11

Drawdowns

T vs. USD - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for T and USD.


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Drawdown Indicators


TUSDDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-88.63%

+24.48%

Max Drawdown (1Y)

Largest decline over 1 year

-20.60%

-31.80%

+11.20%

Max Drawdown (3Y)

Largest decline over 3 years

-20.60%

-64.46%

+43.86%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-77.85%

+45.84%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-77.85%

+35.50%

Current Drawdown

Current decline from peak

-18.23%

-1.14%

-17.09%

Average Drawdown

Average peak-to-trough decline

-15.72%

-32.35%

+16.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.08%

10.97%

-0.89%

Volatility

T vs. USD - Volatility Comparison

The current volatility for AT&T Inc. (T) is 6.96%, while ProShares Ultra Semiconductors (USD) has a volatility of 20.36%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

20.36%

-13.40%

Volatility (6M)

Calculated over the trailing 6-month period

17.27%

46.39%

-29.12%

Volatility (1Y)

Calculated over the trailing 1-year period

21.86%

61.22%

-39.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.92%

76.55%

-52.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.69%

69.23%

-45.54%

Dividends

T vs. USD - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.71%, more than USD's 0.21% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
USD
ProShares Ultra Semiconductors
0.21%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


T and USD have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (20.36%) compared to T (6.96%). In terms of maximum drawdown, T dropped -64.15% vs USD's -88.63%.

USD currently has the higher Sharpe Ratio (4.53 vs -0.56), 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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