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UNVGY vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UNVGY vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Music Group N.V (UNVGY) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNVGY achieves a -16.35% return, which is significantly lower than T's -11.88% return.


UNVGY

1D
0.47%
1M
4.77%
6M
-15.18%
YTD
-16.35%
1Y
-28.89%
3Y*
0.05%
5Y*
10Y*

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

UNVGY vs. T - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UNVGY
Universal Music Group N.V
-16.35%4.23%-8.97%22.06%-11.72%-10.09%
T
AT&T Inc.
-11.88%13.97%44.08%-2.74%5.76%-1.13%

Correlation

The correlation between UNVGY and T is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

0.11

The correlation between UNVGY and T shifts across timeframes, from -0.04 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

UNVGY:

$39.50B

T:

$146.82B

EPS

UNVGY:

€0.99

T:

$3.05

PE Ratio

UNVGY:

9.56

T:

6.93

PEG Ratio

UNVGY:

0.48

T:

0.29

PS Ratio

UNVGY:

1.42

T:

1.21

Total Revenue (TTM)

UNVGY:

€24.29B

T:

$125.65B

Gross Profit (TTM)

UNVGY:

€10.15B

T:

$105.41B

EBITDA (TTM)

UNVGY:

€4.88B

T:

$54.70B

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Return for Risk

UNVGY vs. T — Risk / Return Rank

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

UNVGY
UNVGY Risk / Return Rank: 1414
Overall Rank
UNVGY Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UNVGY Sortino Ratio Rank: 1111
Sortino Ratio Rank
UNVGY Omega Ratio Rank: 1111
Omega Ratio Rank
UNVGY Calmar Ratio Rank: 2020
Calmar Ratio Rank
UNVGY Martin Ratio Rank: 1919
Martin Ratio Rank

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 99
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1818
Calmar Ratio Rank
T Martin Ratio Rank: 44
Martin Ratio Rank
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.

UNVGY vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Music Group N.V (UNVGY) 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.


UNVGYTDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

0.85

0.87

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.65

-0.69

+0.05

Martin ratioReturn relative to average drawdown

-1.14

-1.60

+0.46

UNVGY vs. T - Sharpe Ratio Comparison

The current UNVGY Sharpe Ratio is -0.87, which is comparable to the T Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of UNVGY 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.


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Drawdowns

UNVGY vs. T - Drawdown Comparison

The maximum UNVGY drawdown since its inception was -47.32%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for UNVGY and T.


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Drawdown Indicators


UNVGYTDifference

Max Drawdown

Largest peak-to-trough decline

-47.32%

-64.15%

+16.83%

Max Drawdown (1Y)

Largest decline over 1 year

-45.81%

-28.89%

-16.92%

Max Drawdown (3Y)

Largest decline over 3 years

-45.81%

-28.89%

-16.92%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

Current Drawdown

Current decline from peak

-33.36%

-25.65%

-7.71%

Average Drawdown

Average peak-to-trough decline

-20.07%

-15.73%

-4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.92%

12.43%

+13.49%

Volatility

UNVGY vs. T - Volatility Comparison

The current volatility for Universal Music Group N.V (UNVGY) is 5.81%, while AT&T Inc. (T) has a volatility of 10.05%. This indicates that UNVGY 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


UNVGYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

10.05%

-4.24%

Volatility (6M)

Calculated over the trailing 6-month period

28.54%

19.73%

+8.81%

Volatility (1Y)

Calculated over the trailing 1-year period

34.03%

23.51%

+10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.41%

24.34%

+13.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.41%

23.88%

+13.53%

Dividends

UNVGY vs. T - Dividend Comparison

UNVGY's dividend yield for the trailing twelve months is around 2.81%, less than T's 5.25% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UNVGY
Universal Music Group N.V
2.81%2.28%2.14%1.96%1.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

UNVGY vs. T - Financials Comparison

This section allows you to compare key financial metrics between Universal Music Group N.V 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
6.58B
33.47B
(UNVGY) Total Revenue
(T) Total Revenue
Please note, different currencies. UNVGY values in EUR, T values in USD

Frequently Asked Questions


UNVGY and T have a correlation of -0.04, 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 UNVGY (5.81%). In terms of maximum drawdown, UNVGY dropped -47.32% vs T's -64.15%.

T currently has the higher Sharpe Ratio (-0.85 vs -0.87), 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.

Portfolio Optimizer

Find the right allocation for UNVGY and T

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