TW.L vs. T
Compare and contrast key facts about Taylor Wimpey PLC (TW.L) and AT&T Inc. (T).
Performance
TW.L vs. T - Performance Comparison
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TW.L vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TW.L Taylor Wimpey PLC | -17.62% | -3.91% | -11.37% | 57.04% | -36.73% | 11.45% | -4.62% | 58.59% | -28.42% | 44.27% |
T AT&T Inc. | 17.21% | 5.85% | 46.60% | -7.60% | 18.33% | -7.22% | -23.68% | 40.01% | -17.64% | -12.31% |
Different Trading Currencies
TW.L is traded in GBp, while T is traded in USD. To make them comparable, the T values have been converted to GBp using the latest available exchange rates.
Fundamentals
TW.L:
£3.16B
T:
$203.24B
TW.L:
£0.09
T:
$3.04
TW.L:
9.86
T:
9.30
TW.L:
0.44
T:
1.62
TW.L:
0.75
T:
1.63
TW.L:
£7.25B
T:
$125.65B
TW.L:
£1.31B
T:
$100.22B
TW.L:
£854.90M
T:
$53.20B
Returns By Period
In the year-to-date period, TW.L achieves a -17.62% return, which is significantly lower than T's 17.21% return. Over the past 10 years, TW.L has underperformed T with an annualized return of 0.33%, while T has yielded a comparatively higher 6.36% annualized return.
TW.L
- 1D
- 0.00%
- 1M
- -19.64%
- YTD
- -17.62%
- 6M
- -11.36%
- 1Y
- -14.43%
- 3Y*
- -3.01%
- 5Y*
- -7.19%
- 10Y*
- 0.33%
T
- 1D
- -2.57%
- 1M
- 2.22%
- YTD
- 17.21%
- 6M
- 6.85%
- 1Y
- 1.14%
- 3Y*
- 17.34%
- 5Y*
- 11.61%
- 10Y*
- 6.36%
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Return for Risk
TW.L vs. T — Risk / Return Rank
TW.L
T
TW.L vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Wimpey PLC (TW.L) 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.
| TW.L | T | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.49 | 0.05 | -0.54 |
Sortino ratioReturn per unit of downside risk | -0.53 | 0.23 | -0.76 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.03 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.54 | 0.08 | -0.62 |
Martin ratioReturn relative to average drawdown | -1.14 | 0.20 | -1.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TW.L | T | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 0.05 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | 0.48 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.26 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.33 | -0.29 |
Correlation
The correlation between TW.L and T is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TW.L vs. T - Dividend Comparison
TW.L's dividend yield for the trailing twelve months is around 5.26%, more than T's 3.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TW.L Taylor Wimpey PLC | 8.60% | 8.68% | 7.85% | 6.51% | 8.91% | 4.72% | 8.92% | 9.48% | 11.21% | 6.68% | 7.11% | 4.67% |
T AT&T Inc. | 3.92% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Drawdowns
TW.L vs. T - Drawdown Comparison
The maximum TW.L drawdown since its inception was -98.99%, which is greater than T's maximum drawdown of -43.46%. Use the drawdown chart below to compare losses from any high point for TW.L and T.
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Drawdown Indicators
| TW.L | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.99% | -64.15% | -34.84% |
Max Drawdown (1Y)Largest decline over 1 year | -27.22% | -20.60% | -6.62% |
Max Drawdown (5Y)Largest decline over 5 years | -52.79% | -36.68% | -16.11% |
Max Drawdown (10Y)Largest decline over 10 years | -56.37% | -42.35% | -14.02% |
Current DrawdownCurrent decline from peak | -41.69% | -2.71% | -38.98% |
Average DrawdownAverage peak-to-trough decline | -41.98% | -15.74% | -26.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.82% | 9.06% | +3.76% |
Volatility
TW.L vs. T - Volatility Comparison
Taylor Wimpey PLC (TW.L) has a higher volatility of 9.14% compared to AT&T Inc. (T) at 7.33%. This indicates that TW.L's price experiences larger fluctuations and is considered to be riskier 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
| TW.L | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.14% | 7.33% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 18.76% | 17.45% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.12% | 22.88% | +3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.45% | 24.07% | +4.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.58% | 24.33% | +10.25% |
Financials
TW.L vs. T - Financials Comparison
This section allows you to compare key financial metrics between Taylor Wimpey PLC 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