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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 -7.94% return, which is significantly lower than USD's 83.22% return. Over the past 10 years, T has underperformed USD with an annualized return of 2.50%, while USD has yielded a comparatively higher 60.90% annualized return.


T

1D
-1.93%
1M
-11.44%
YTD
-7.94%
6M
-7.27%
1Y
-17.45%
3Y*
19.42%
5Y*
6.57%
10Y*
2.50%

USD

1D
-0.77%
1M
0.95%
YTD
83.22%
6M
78.17%
1Y
185.84%
3Y*
113.73%
5Y*
63.17%
10Y*
60.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-7.94%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
USD
ProShares Ultra Semiconductors
83.22%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 -0.32, 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

-0.32

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

-0.21

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

-0.02

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

0.09

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2007

0.26

The correlation between T and USD shifts across timeframes, from -0.32 (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: 1111
Overall Rank
T Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1414
Omega Ratio Rank
T Calmar Ratio Rank: 1414
Calmar Ratio Rank
T Martin Ratio Rank: 55
Martin Ratio Rank

USD
USD Risk / Return Rank: 8282
Overall Rank
USD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
USD Sortino Ratio Rank: 6868
Sortino Ratio Rank
USD Omega Ratio Rank: 7272
Omega Ratio Rank
USD Calmar Ratio Rank: 9393
Calmar Ratio Rank
USD Martin Ratio Rank: 8686
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.

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.


TUSDDifference
Sharpe ratioReturn per unit of total volatility

-3.53

Sortino ratioReturn per unit of downside risk

-3.79

Omega ratioGain probability vs. loss probability

0.88

1.38

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.74

5.88

-6.62

Martin ratioReturn relative to average drawdown

-1.56

16.26

-17.81

T vs. USD - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.77, which is lower than the USD Sharpe Ratio of 2.76. 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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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

-23.57%

-31.80%

+8.23%

Max Drawdown (3Y)

Largest decline over 3 years

-23.57%

-64.46%

+40.89%

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

-22.32%

-15.35%

-6.97%

Average Drawdown

Average peak-to-trough decline

-15.72%

-32.29%

+16.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.23%

11.48%

-0.25%

Volatility

T vs. USD - Volatility Comparison

The current volatility for AT&T Inc. (T) is 8.61%, while ProShares Ultra Semiconductors (USD) has a volatility of 34.08%. 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

8.61%

34.08%

-25.47%

Volatility (6M)

Calculated over the trailing 6-month period

18.46%

53.79%

-35.33%

Volatility (1Y)

Calculated over the trailing 1-year period

22.68%

67.97%

-45.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.14%

77.72%

-53.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.79%

69.82%

-46.03%

Dividends

T vs. USD - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.96%, more than USD's 0.25% yield.


PositionTTM20252024202320222021202020192018201720162015
T
AT&T Inc.
4.96%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
0.25%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 -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (34.08%) compared to T (8.61%). In terms of maximum drawdown, T dropped -64.15% vs USD's -88.63%.

USD currently has the higher Sharpe Ratio (2.76 vs -0.77), 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 USD

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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