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T vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

T vs. USD=X - Performance Comparison

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

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Returns By Period


T

1D
2.52%
1M
-1.87%
YTD
-2.96%
6M
-1.93%
1Y
-12.71%
3Y*
20.58%
5Y*
7.38%
10Y*
3.33%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-2.96%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

T vs. USD=X — Risk / Return Rank

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

T
T Risk / Return Rank: 1818
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1717
Sortino Ratio Rank
T Omega Ratio Rank: 1818
Omega Ratio Rank
T Calmar Ratio Rank: 2121
Calmar Ratio Rank
T Martin Ratio Rank: 1515
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and USD Cash (USD=X). 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.


TUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.92

Calmar ratioReturn relative to maximum drawdown

-0.59

Martin ratioReturn relative to average drawdown

-1.22

T vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

T vs. USD=X - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for T and USD=X.


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Drawdown Indicators


TUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

0.00%

-64.15%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

0.00%

-21.87%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

0.00%

-21.87%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

0.00%

-32.01%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

0.00%

-42.35%

Current Drawdown

Current decline from peak

-18.12%

0.00%

-18.12%

Average Drawdown

Average peak-to-trough decline

-15.72%

0.00%

-15.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.64%

0.00%

+10.64%

Volatility

T vs. USD=X - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 8.21% compared to USD Cash (USD=X) at 0.00%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

0.00%

+8.21%

Volatility (6M)

Calculated over the trailing 6-month period

17.80%

0.00%

+17.80%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

0.00%

+22.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

0.00%

+24.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.73%

0.00%

+23.73%

Frequently Asked Questions


T has higher volatility (8.21%) compared to USD=X (0.00%). In terms of maximum drawdown, T dropped -64.15% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for T and USD=X

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