T vs. WDC
T (AT&T Inc.) and WDC (Western Digital Corporation) are both stocks. T operates in Telecom Services (Communication Services), while WDC operates in Computer Hardware (Technology). Over the past 10 years, T returned 3.33%/yr vs 33.87%/yr for WDC. At a 0.18 correlation, their price movements are largely independent.
Performance
T vs. WDC - 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 WDC's 227.01% return. Over the past 10 years, T has underperformed WDC with an annualized return of 3.33%, while WDC has yielded a comparatively higher 33.87% annualized return.
T
- 1D
- 2.52%
- 1M
- -4.69%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.96%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
WDC
- 1D
- 6.35%
- 1M
- 13.96%
- YTD
- 227.01%
- 6M
- 219.46%
- 1Y
- 911.92%
- 3Y*
- 164.18%
- 5Y*
- 58.50%
- 10Y*
- 33.87%
T vs. WDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
WDC Western Digital Corporation | 227.01% | 283.68% | 13.86% | 65.99% | -51.62% | 17.73% | -10.89% | 77.14% | -51.90% | 19.83% |
Correlation
The correlation between T and WDC is -0.18, 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 | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1987 | 0.18 |
The correlation between T and WDC shifts across timeframes, from -0.18 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
Fundamentals
T:
$3.04
WDC:
$23.29
T:
7.74
WDC:
24.17
T:
0.32
WDC:
0.56
T:
1.35
WDC:
13.31
T:
$125.65B
WDC:
$11.78B
T:
$105.41B
WDC:
$5.35B
T:
$54.70B
WDC:
$10.88B
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Return for Risk
T vs. WDC — Risk / Return Rank
T
WDC
T vs. WDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Western Digital Corporation (WDC). 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 | WDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -14.66 | ||
| Sortino ratioReturn per unit of downside risk | -7.61 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.95 | -1.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 44.74 | -45.34 |
| Martin ratioReturn relative to average drawdown | -1.22 | 151.81 | -153.03 |
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Drawdowns
T vs. WDC - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for T and WDC.
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Drawdown Indicators
| T | WDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -96.20% | +32.05% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -20.59% | -1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -49.65% | +27.78% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -59.68% | +27.67% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -70.49% | +28.14% |
Current DrawdownCurrent decline from peak | -18.12% | -5.22% | -12.90% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -52.07% | +36.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 6.06% | +4.58% |
Volatility
T vs. WDC - Volatility Comparison
The current volatility for AT&T Inc. (T) is 8.21%, while Western Digital Corporation (WDC) has a volatility of 21.76%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | WDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 21.76% | -13.55% |
Volatility (6M)Calculated over the trailing 6-month period | 17.80% | 53.55% | -35.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 65.47% | -43.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 48.86% | -24.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 48.62% | -24.89% |
Dividends
T vs. WDC - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, more than WDC's 0.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WDC Western Digital Corporation | 0.09% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.51% | 2.94% | 3.33% |
Financials
T vs. WDC - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Western Digital Corporation. 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 WDC have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDC has higher volatility (21.76%) compared to T (8.21%). In terms of maximum drawdown, T dropped -64.15% vs WDC's -96.20%.
WDC currently has the higher Sharpe Ratio (14.07 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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