T vs. VALE
T (AT&T Inc.) and VALE (Vale S.A.) are both stocks. T operates in Telecom Services (Communication Services), while VALE operates in Other Industrial Metals & Mining (Basic Materials). Over the past 10 years, T returned 3.33%/yr vs 22.05%/yr for VALE. At a 0.27 correlation, their price movements are largely independent.
Performance
T vs. VALE - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -2.96% return, which is significantly lower than VALE's 20.57% return. Over the past 10 years, T has underperformed VALE with an annualized return of 3.33%, while VALE has yielded a comparatively higher 22.05% annualized return.
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%
VALE
- 1D
- 2.28%
- 1M
- -3.74%
- YTD
- 20.57%
- 6M
- 23.80%
- 1Y
- 74.77%
- 3Y*
- 12.85%
- 5Y*
- 2.38%
- 10Y*
- 22.05%
T vs. VALE - Yearly Performance Comparison
Correlation
The correlation between T and VALE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2002 | 0.27 |
The correlation between T and VALE shifts across timeframes, from -0.03 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
T:
$3.04
VALE:
$0.65
T:
7.74
VALE:
24.04
T:
1.35
VALE:
1.70
T:
$125.65B
VALE:
$39.53B
T:
$105.41B
VALE:
$13.65B
T:
$54.70B
VALE:
$14.33B
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Return for Risk
T vs. VALE — Risk / Return Rank
T
VALE
T vs. VALE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Vale S.A. (VALE). 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 | VALE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.89 | ||
| Sortino ratioReturn per unit of downside risk | -3.57 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.37 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 3.71 | -4.31 |
| Martin ratioReturn relative to average drawdown | -1.22 | 12.21 | -13.43 |
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Drawdowns
T vs. VALE - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum VALE drawdown of -92.78%. Use the drawdown chart below to compare losses from any high point for T and VALE.
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Drawdown Indicators
| T | VALE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -92.78% | +28.63% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -19.85% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -41.94% | +20.07% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -49.79% | +17.78% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -57.60% | +15.25% |
Current DrawdownCurrent decline from peak | -18.12% | -11.84% | -6.28% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -36.69% | +20.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 6.02% | +4.62% |
Volatility
T vs. VALE - Volatility Comparison
The current volatility for AT&T Inc. (T) is 8.21%, while Vale S.A. (VALE) has a volatility of 9.16%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than VALE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | VALE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 9.16% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 17.80% | 26.35% | -8.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 32.06% | -9.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 35.47% | -11.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 40.84% | -17.11% |
Dividends
T vs. VALE - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, more than VALE's 3.66% yield.
Financials
T vs. VALE - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Vale S.A.. 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 VALE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VALE has higher volatility (9.16%) compared to T (8.21%). In terms of maximum drawdown, T dropped -64.15% vs VALE's -92.78%.
VALE currently has the higher Sharpe Ratio (2.30 vs -0.59), 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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