UL vs. T
UL (Unilever PLC) and T (AT&T Inc.) are both stocks. UL operates in Household & Personal Products (Consumer Defensive), while T operates in Telecom Services (Communication Services). Over the past 10 years, UL returned 5.17%/yr vs 2.10%/yr for T. At a 0.28 correlation, their price movements are largely independent.
Performance
UL vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, UL achieves a -3.56% return, which is significantly higher than T's -7.04% return. Over the past 10 years, UL has outperformed T with an annualized return of 5.17%, while T has yielded a comparatively lower 2.10% annualized return.
UL
- 1D
- -0.63%
- 1M
- 6.16%
- 6M
- -2.23%
- YTD
- -3.56%
- 1Y
- -4.56%
- 3Y*
- 5.22%
- 5Y*
- 2.26%
- 10Y*
- 5.17%
- ALL TIME*
- 9.38%
T
- 1D
- 0.64%
- 1M
- 2.62%
- 6M
- -2.84%
- YTD
- -7.04%
- 1Y
- -13.37%
- 3Y*
- 20.93%
- 5Y*
- 7.13%
- 10Y*
- 2.10%
- ALL TIME*
- 9.35%
UL vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UL Unilever PLC | -3.56% | 5.96% | 20.90% | -0.17% | -2.82% | -7.61% | 9.04% | 12.88% | -2.34% | 40.15% |
T AT&T Inc. | -7.04% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between UL and T is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1988 | 0.28 |
Fundamentals
UL:
$133.56B
T:
$152.52B
UL:
€5.38
T:
$3.05
UL:
10.07
T:
7.19
UL:
1.97
T:
0.30
UL:
1.09
T:
1.25
UL:
€109.27B
T:
$125.65B
UL:
€90.89B
T:
$105.41B
UL:
€24.12B
T:
$54.70B
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Return for Risk
UL vs. T — Risk / Return Rank
UL
T
UL vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unilever PLC (UL) 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.
| UL | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.92 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | -0.46 | +0.28 |
| Martin ratioReturn relative to average drawdown | -0.35 | -1.03 | +0.69 |
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Drawdowns
UL vs. T - Drawdown Comparison
The maximum UL drawdown since its inception was -53.55%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for UL and T.
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Drawdown Indicators
| UL | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.55% | -64.15% | +10.60% |
Max Drawdown (1Y)Largest decline over 1 year | -25.09% | -28.89% | +3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -25.09% | -28.89% | +3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -25.09% | -32.01% | +6.92% |
Max Drawdown (10Y)Largest decline over 10 years | -30.13% | -42.35% | +12.22% |
Current DrawdownCurrent decline from peak | -15.44% | -21.57% | +6.13% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -15.74% | +5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.20% | 12.94% | +0.26% |
Volatility
UL vs. T - Volatility Comparison
The current volatility for Unilever PLC (UL) is 6.50%, while AT&T Inc. (T) has a volatility of 9.59%. This indicates that UL 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
| UL | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 9.59% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 17.27% | 19.91% | -2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.22% | 23.72% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 24.38% | -3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 23.92% | -2.40% |
Dividends
UL vs. T - Dividend Comparison
UL's dividend yield for the trailing twelve months is around 3.68%, less than T's 6.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | 6.58% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
UL Unilever PLC | 3.68% | 3.51% | 3.29% | 3.83% | 3.57% | 3.77% | 3.07% | 3.18% | 3.49% | 2.80% | 3.42% | 3.02% |
Financials
UL vs. T - Financials Comparison
This section allows you to compare key financial metrics between Unilever 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
Frequently Asked Questions
UL and T have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (9.59%) compared to UL (6.50%). In terms of maximum drawdown, UL dropped -53.55% vs T's -64.15%.
UL currently has the higher Sharpe Ratio (-0.21 vs -0.57), 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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