TELNY vs. T
TELNY (Telenor ASA ADR) and T (AT&T Inc.) are both stocks. Both operate in the Telecom Services industry within the Communication Services sector. Over the past 10 years, TELNY returned 5.82%/yr vs 1.72%/yr for T. At a 0.28 correlation, their price movements are largely independent.
Performance
TELNY vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, TELNY achieves a 4.41% return, which is significantly higher than T's -11.88% return. Over the past 10 years, TELNY has outperformed T with an annualized return of 5.82%, while T has yielded a comparatively lower 1.72% annualized return.
TELNY
- 1D
- -0.74%
- 1M
- -7.33%
- 6M
- 6.60%
- YTD
- 4.41%
- 1Y
- 1.40%
- 3Y*
- 21.20%
- 5Y*
- 4.15%
- 10Y*
- 5.82%
T
- 1D
- 1.77%
- 1M
- -9.19%
- 6M
- -8.76%
- YTD
- -11.88%
- 1Y
- -17.97%
- 3Y*
- 17.56%
- 5Y*
- 5.58%
- 10Y*
- 1.72%
TELNY vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TELNY Telenor ASA ADR | 4.41% | 38.41% | 4.53% | 33.74% | -35.05% | -1.85% | 0.85% | -2.97% | -2.17% | 56.53% |
T AT&T Inc. | -11.88% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between TELNY and T is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.28 |
The correlation between TELNY and T shifts across timeframes, from 0.16 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TELNY:
$20.25B
T:
$146.82B
TELNY:
NOK 10.36
T:
$3.05
TELNY:
13.85
T:
6.93
TELNY:
10.98
T:
0.29
TELNY:
2.50
T:
1.21
TELNY:
NOK 78.35B
T:
$125.65B
TELNY:
NOK 54.58B
T:
$105.41B
TELNY:
NOK 43.17B
T:
$54.70B
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Return for Risk
TELNY vs. T — Risk / Return Rank
TELNY
T
TELNY vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Telenor ASA ADR (TELNY) and AT&T Inc. (T). 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.
| TELNY | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.87 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | -0.69 | +0.74 |
| Martin ratioReturn relative to average drawdown | 0.11 | -1.60 | +1.72 |
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Drawdowns
TELNY vs. T - Drawdown Comparison
The maximum TELNY drawdown since its inception was -81.49%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for TELNY and T.
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Drawdown Indicators
| TELNY | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.49% | -64.15% | -17.34% |
Max Drawdown (1Y)Largest decline over 1 year | -22.14% | -28.89% | +6.75% |
Max Drawdown (3Y)Largest decline over 3 years | -22.14% | -28.89% | +6.75% |
Max Drawdown (5Y)Largest decline over 5 years | -46.37% | -32.01% | -14.36% |
Max Drawdown (10Y)Largest decline over 10 years | -50.97% | -42.35% | -8.62% |
Current DrawdownCurrent decline from peak | -18.73% | -25.65% | +6.92% |
Average DrawdownAverage peak-to-trough decline | -23.10% | -15.73% | -7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.04% | 12.43% | -2.39% |
Volatility
TELNY vs. T - Volatility Comparison
The current volatility for Telenor ASA ADR (TELNY) is 6.31%, while AT&T Inc. (T) has a volatility of 10.05%. This indicates that TELNY experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TELNY | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 10.05% | -3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 19.75% | 19.73% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.06% | 23.51% | +0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.86% | 24.34% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.62% | 23.88% | +0.74% |
Dividends
TELNY vs. T - Dividend Comparison
TELNY's dividend yield for the trailing twelve months is around 6.37%, more than T's 5.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | 5.25% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
TELNY Telenor ASA ADR | 6.37% | 5.85% | 8.06% | 7.72% | 10.95% | 6.79% | 5.53% | 5.39% | 7.99% | 7.00% | 9.13% | 5.40% |
Financials
TELNY vs. T - Financials Comparison
This section allows you to compare key financial metrics between Telenor ASA ADR and AT&T 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TELNY and T have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (10.05%) compared to TELNY (6.31%). In terms of maximum drawdown, TELNY dropped -81.49% vs T's -64.15%.
TELNY currently has the higher Sharpe Ratio (0.05 vs -0.85), 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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