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T vs. VZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between T and VZ is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

T vs. VZ - Performance Comparison

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

100.00%120.00%140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
150.80%
190.95%
T
VZ

Key characteristics

Sharpe Ratio

T:

2.21

VZ:

0.66

Sortino Ratio

T:

3.11

VZ:

1.03

Omega Ratio

T:

1.39

VZ:

1.14

Calmar Ratio

T:

1.59

VZ:

0.49

Martin Ratio

T:

13.52

VZ:

3.18

Ulcer Index

T:

3.33%

VZ:

4.38%

Daily Std Dev

T:

20.33%

VZ:

21.18%

Max Drawdown

T:

-64.66%

VZ:

-50.66%

Current Drawdown

T:

-5.86%

VZ:

-17.73%

Fundamentals

Market Cap

T:

$163.81B

VZ:

$171.67B

EPS

T:

$1.23

VZ:

$2.31

PE Ratio

T:

18.56

VZ:

17.65

PEG Ratio

T:

6.41

VZ:

1.08

Total Revenue (TTM)

T:

$122.06B

VZ:

$134.24B

Gross Profit (TTM)

T:

$73.12B

VZ:

$80.47B

EBITDA (TTM)

T:

$41.17B

VZ:

$38.87B

Returns By Period

In the year-to-date period, T achieves a 42.25% return, which is significantly higher than VZ's 13.85% return. Over the past 10 years, T has outperformed VZ with an annualized return of 4.94%, while VZ has yielded a comparatively lower 3.54% annualized return.


T

YTD

42.25%

1M

-2.22%

6M

28.03%

1Y

43.71%

5Y*

1.09%

10Y*

4.94%

VZ

YTD

13.85%

1M

-4.76%

6M

3.63%

1Y

14.24%

5Y*

-3.11%

10Y*

3.54%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

T vs. VZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Verizon Communications Inc. (VZ). 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.


Sharpe ratio
The chart of Sharpe ratio for T, currently valued at 2.21, compared to the broader market-4.00-2.000.002.002.210.66
The chart of Sortino ratio for T, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.003.111.03
The chart of Omega ratio for T, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.14
The chart of Calmar ratio for T, currently valued at 1.59, compared to the broader market0.002.004.006.001.590.49
The chart of Martin ratio for T, currently valued at 13.52, compared to the broader market0.0010.0020.0013.523.18
T
VZ

The current T Sharpe Ratio is 2.21, which is higher than the VZ Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of T and VZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.21
0.66
T
VZ

Dividends

T vs. VZ - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.94%, less than VZ's 6.64% yield.


TTM20232022202120202019201820172016201520142013
T
AT&T Inc.
4.94%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%5.12%
VZ
Verizon Communications Inc.
6.64%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%

Drawdowns

T vs. VZ - Drawdown Comparison

The maximum T drawdown since its inception was -64.66%, which is greater than VZ's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for T and VZ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.86%
-17.73%
T
VZ

Volatility

T vs. VZ - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 7.28% compared to Verizon Communications Inc. (VZ) at 5.77%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.28%
5.77%
T
VZ

Financials

T vs. VZ - Financials Comparison

This section allows you to compare key financial metrics between AT&T Inc. and Verizon Communications Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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