TBB vs. TBC

Last updated Apr 1, 2026

Compare and contrast key facts about AT&T Inc. 5.35% GLB NTS 66 (TBB) and AT&T Inc. 5.625% Global Notes d (TBC).

Performance

TBB vs. TBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. 5.35% GLB NTS 66 (TBB) and AT&T Inc. 5.625% Global Notes d (TBC). The values are adjusted to include any dividend payments, if applicable.

TBB vs. TBC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TBB AT&T Inc. 5.35% GLB NTS 66	-3.11%	-3.34%	10.14%	14.65%	-12.18%	-0.72%	7.21%	26.60%	-8.67%
TBC AT&T Inc. 5.625% Global Notes d	0.00%	0.00%	6.59%	15.83%	-11.61%	1.65%	7.53%	25.45%	-5.41%

Fundamentals

EPS TBB : $3.04 TBC : $4.56
PE Ratio TBB : 6.98 TBC : 5.47
PEG Ratio TBB : 0.29 TBC : 0.23
PS Ratio TBB : 1.22 TBC : 0.95
Total Revenue (TTM) TBB : $125.65B TBC : $125.65B
Gross Profit (TTM) TBB : $100.22B TBC : $100.22B
EBITDA (TTM) TBB : $53.20B TBC : $36.14B

Returns By Period

TBB

• 1D: -0.61%
• 1M: -6.30%
• YTD: -3.11%
• 6M: -5.03%
• 1Y: -0.90%
• 3Y*: 2.47%
• 5Y*: 1.27%
• 10Y*: —

TBC

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TBB vs. TBC — Risk / Return Rank

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

TBB

TBB Risk / Return Rank: 32
TBB Sharpe Ratio Rank: 37
TBB Sortino Ratio Rank: 28
TBB Omega Ratio Rank: 28
TBB Calmar Ratio Rank: 34
TBB Martin Ratio Rank: 32

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.

TBB vs. TBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. 5.35% GLB NTS 66 (TBB) and AT&T Inc. 5.625% Global Notes d (TBC). 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.

	TBB	TBC	Difference
Sharpe ratio Return per unit of total volatility	-0.09	—	—
Sortino ratio Return per unit of downside risk	-0.07	—	—
Omega ratio Gain probability vs. loss probability	0.99	—	—
Calmar ratio Return relative to maximum drawdown	-0.24	—	—
Martin ratio Return relative to average drawdown	-0.58	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TBB	TBC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.09	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	—	—

Correlation

The correlation between TBB and TBC is 0.69, 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.

Dividends

TBB vs. TBC - Dividend Comparison

TBB's dividend yield for the trailing twelve months is around 6.29%, while TBC has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
TBB AT&T Inc. 5.35% GLB NTS 66	6.29%	6.01%	5.48%	5.70%	6.17%	5.13%	3.63%	4.99%	6.07%
TBC AT&T Inc. 5.625% Global Notes d	0.00%	0.00%	5.63%	5.68%	6.20%	5.18%	5.00%	5.11%	1.52%

Drawdowns

Drawdown Indicators

	TBB	TBC	Difference
Max Drawdown Largest peak-to-trough decline	-16.09%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-9.13%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-15.68%	—	—
Current Drawdown Current decline from peak	-9.13%	—	—
Average Drawdown Average peak-to-trough decline	-3.20%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.88%	—	—

Volatility

Volatility by Period

	TBB	TBC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.32%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.92%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.76%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.13%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.03%	—	—

Financials