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T vs. WFC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

T vs. WFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and Wells Fargo & Company (WFC). 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 -7.40% return, which is significantly higher than WFC's -12.21% return. Over the past 10 years, T has underperformed WFC with an annualized return of 2.86%, while WFC has yielded a comparatively higher 8.26% annualized return.


T

1D
-1.10%
1M
-10.57%
YTD
-7.40%
6M
-7.40%
1Y
-16.38%
3Y*
18.39%
5Y*
6.60%
10Y*
2.86%

WFC

1D
-1.20%
1M
7.03%
YTD
-12.21%
6M
-9.15%
1Y
8.39%
3Y*
27.47%
5Y*
14.74%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

T vs. WFC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-7.40%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
WFC
Wells Fargo & Company
-12.21%35.57%46.48%22.94%-11.92%61.15%-41.65%21.44%-21.83%13.21%

Correlation

The correlation between T and WFC is 0.06, 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

0.06

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

0.12

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

0.25

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 20, 1984

0.32

Over the past year, the correlation between T and WFC has dropped to 0.06 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

Fundamentals

EPS

T:

$3.04

WFC:

$6.73

PE Ratio

T:

7.39

WFC:

12.03

PEG Ratio

T:

0.31

WFC:

1.04

PS Ratio

T:

1.29

WFC:

2.08

Total Revenue (TTM)

T:

$125.65B

WFC:

$125.70B

Gross Profit (TTM)

T:

$105.41B

WFC:

$81.14B

EBITDA (TTM)

T:

$54.70B

WFC:

$31.58B

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Return for Risk

T vs. WFC — 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: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1414
Calmar Ratio Rank
T Martin Ratio Rank: 44
Martin Ratio Rank

WFC
WFC Risk / Return Rank: 5050
Overall Rank
WFC Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WFC Sortino Ratio Rank: 4646
Sortino Ratio Rank
WFC Omega Ratio Rank: 4545
Omega Ratio Rank
WFC Calmar Ratio Rank: 5151
Calmar Ratio Rank
WFC Martin Ratio Rank: 5252
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. WFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Wells Fargo & Company (WFC). 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.


TWFCDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

0.89

1.08

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.75

0.37

-1.12

Martin ratioReturn relative to average drawdown

-1.59

0.84

-2.42

T vs. WFC - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.75, which is lower than the WFC Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of T and WFC, 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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Sharpe Ratios by Period


TWFCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

0.32

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.49

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.26

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.33

+0.04

Drawdowns

T vs. WFC - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, smaller than the maximum WFC drawdown of -79.01%. Use the drawdown chart below to compare losses from any high point for T and WFC.


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Drawdown Indicators


TWFCDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-79.01%

+14.86%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-23.02%

+1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-24.73%

+2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-37.10%

+5.09%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-64.46%

+22.11%

Current Drawdown

Current decline from peak

-21.87%

-15.11%

-6.76%

Average Drawdown

Average peak-to-trough decline

-15.72%

-15.35%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.34%

10.06%

+0.28%

Volatility

T vs. WFC - Volatility Comparison

The current volatility for AT&T Inc. (T) is 7.50%, while Wells Fargo & Company (WFC) has a volatility of 8.57%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than WFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWFCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

8.57%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

19.98%

-2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

26.77%

-4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

30.25%

-6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

32.30%

-8.59%

Dividends

T vs. WFC - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.93%, more than WFC's 2.22% yield.


PositionTTM20252024202320222021202020192018201720162015
T
AT&T Inc.
4.93%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%
WFC
Wells Fargo & Company
2.22%1.82%2.14%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%

Financials

T vs. WFC - Financials Comparison

This section allows you to compare key financial metrics between AT&T Inc. and Wells Fargo & Company. 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


20.00B25.00B30.00B35.00B40.00B20222023202420252026
33.47B
31.80B
(T) Total Revenue
(WFC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


T and WFC have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WFC has higher volatility (8.57%) compared to T (7.50%). In terms of maximum drawdown, T dropped -64.15% vs WFC's -79.01%.

WFC currently has the higher Sharpe Ratio (0.32 vs -0.75), 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 WFC

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