TTWO vs. T

Last updated Jul 22, 2026

TTWO (Take-Two Interactive Software, Inc.) and T (AT&T Inc.) are both stocks. Both are in the Communication Services sector — TTWO in Electronic Gaming & Multimedia, T in Telecom Services. Over the past 10 years, TTWO returned 19.25%/yr vs 2.24%/yr for T. At a 0.15 correlation, their price movements are largely independent.

Performance

TTWO vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Take-Two Interactive Software, Inc. (TTWO) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTWO achieves a -7.85% return, which is significantly lower than T's -5.73% return. Over the past 10 years, TTWO has outperformed T with an annualized return of 19.25%, while T has yielded a comparatively lower 2.24% annualized return.

TTWO

• 1D: -1.28%
• 1M: -1.40%
• 6M: -1.95%
• YTD: -7.85%
• 1Y: 1.86%
• 3Y*: 16.31%
• 5Y*: 6.61%
• 10Y*: 19.25%
• ALL TIME*: 15.29%

T

• 1D: 1.41%
• 1M: 4.07%
• 6M: -1.30%
• YTD: -5.73%
• 1Y: -13.56%
• 3Y*: 21.50%
• 5Y*: 7.35%
• 10Y*: 2.24%
• ALL TIME*: 9.38%

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

TTWO vs. T - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTWO Take-Two Interactive Software, Inc.	-7.85%	39.09%	14.37%	54.57%	-41.41%	-14.47%	69.72%	18.93%	-6.23%	122.72%
T AT&T Inc.	-5.73%	13.97%	44.08%	-2.74%	5.76%	-8.09%	-21.37%	45.55%	-22.25%	-4.01%

Correlation

The correlation between TTWO and T is -0.20, 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	-0.20
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.09
Correlation (All Time) Calculated using the full available price history since Apr 15, 1997	0.15

The correlation between TTWO and T shifts across timeframes, from -0.20 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap TTWO : $43.80B T : $154.67B
EPS TTWO : -$1.62 T : $3.05
PS Ratio TTWO : 6.54 T : 1.27
Total Revenue (TTM) TTWO : $6.66B T : $125.65B
Gross Profit (TTM) TTWO : $3.81B T : $105.41B
EBITDA (TTM) TTWO : $850.50M T : $54.70B

Return for Risk

TTWO vs. T — Risk / Return Rank

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

TTWO

TTWO Risk / Return Rank: 45
TTWO Sharpe Ratio Rank: 48
TTWO Sortino Ratio Rank: 42
TTWO Omega Ratio Rank: 42
TTWO Calmar Ratio Rank: 48
TTWO Martin Ratio Rank: 47

T

T Risk / Return Rank: 22
T Sharpe Ratio Rank: 19
T Sortino Ratio Rank: 19
T Omega Ratio Rank: 20
T Calmar Ratio Rank: 29
T Martin Ratio Rank: 23

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.

TTWO vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Take-Two Interactive Software, Inc. (TTWO) 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.

	TTWO	T	Difference
Sharpe ratio: Return per unit of total volatility	0.06	-0.58	+0.64
Sortino ratio: Return per unit of downside risk	0.30	-0.68	+0.98
Omega ratio: Gain probability vs. loss probability	1.04	0.92	+0.12
Calmar ratio: Return relative to maximum drawdown	0.07	-0.47	+0.54
Martin ratio: Return relative to average drawdown	0.14	-1.04	+1.19

TTWO vs. T - Sharpe Ratio Comparison

The current TTWO Sharpe Ratio is 0.06, which is higher than the T Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of TTWO and T, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TTWO vs. T - Drawdown Comparison

The maximum TTWO drawdown since its inception was -80.85%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for TTWO and T.

Drawdown Indicators

	TTWO	T	Difference
Max Drawdown Largest peak-to-trough decline	-80.85%	-64.15%	-16.70%
Max Drawdown (1Y) Largest decline over 1 year	-27.68%	-28.89%	+1.21%
Max Drawdown (3Y) Largest decline over 3 years	-27.68%	-28.89%	+1.21%
Max Drawdown (5Y) Largest decline over 5 years	-51.50%	-32.01%	-19.49%
Max Drawdown (10Y) Largest decline over 10 years	-56.14%	-42.35%	-13.79%
Current Drawdown Current decline from peak	-10.05%	-20.46%	+10.41%
Average Drawdown Average peak-to-trough decline	-27.73%	-15.74%	-11.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.93%	13.01%	-0.08%

Volatility

TTWO vs. T - Volatility Comparison

The current volatility for Take-Two Interactive Software, Inc. (TTWO) is 8.36%, while AT&T Inc. (T) has a volatility of 9.45%. This indicates that TTWO 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.

Volatility by Period

	TTWO	T	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.36%	9.45%	-1.09%
Volatility (6M) Calculated over the trailing 6-month period	25.91%	19.94%	+5.97%
Volatility (1Y) Calculated over the trailing 1-year period	30.93%	23.72%	+7.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.53%	24.39%	+8.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.10%	23.92%	+10.18%

Dividends

TTWO vs. T - Dividend Comparison

TTWO has not paid dividends to shareholders, while T's dividend yield for the trailing twelve months is around 6.49%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
T AT&T Inc.	6.49%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%
TTWO Take-Two Interactive Software, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both TTWO and T in my portfolio?

TTWO and T have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTWO or T?

T has higher volatility (9.45%) compared to TTWO (8.36%). In terms of maximum drawdown, TTWO dropped -80.85% vs T's -64.15%.

Which has better risk-adjusted returns?

TTWO currently has the higher Sharpe Ratio (0.06 vs -0.58), 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.