V vs. T
V (Visa Inc.) and T (AT&T Inc.) are both stocks. V operates in Credit Services (Financial Services), while T operates in Telecom Services (Communication Services). Over the past 10 years, V returned 15.64%/yr vs 2.86%/yr for T. At a 0.31 correlation, their price movements are largely independent.
Performance
V vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, V achieves a -8.47% return, which is significantly lower than T's -7.40% return. Over the past 10 years, V has outperformed T with an annualized return of 15.64%, while T has yielded a comparatively lower 2.86% annualized return.
V
- 1D
- -1.21%
- 1M
- 0.48%
- YTD
- -8.47%
- 6M
- -1.79%
- 1Y
- -12.97%
- 3Y*
- 13.52%
- 5Y*
- 7.39%
- 10Y*
- 15.64%
T
- 1D
- -1.10%
- 1M
- -10.57%
- YTD
- -7.40%
- 6M
- -7.40%
- 1Y
- -16.38%
- 3Y*
- 18.39%
- 5Y*
- 6.60%
- 10Y*
- 2.86%
V vs. T - Yearly Performance Comparison
Correlation
The correlation between V and T is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2008 | 0.31 |
The correlation between V and T shifts across timeframes, from 0.13 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
Fundamentals
V:
$15.24
T:
$3.04
V:
20.98
T:
7.39
V:
1.29
T:
0.31
V:
10.84
T:
1.29
V:
$43.03B
T:
$125.65B
V:
$16.94B
T:
$105.41B
V:
$27.63B
T:
$54.70B
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Return for Risk
V vs. T — Risk / Return Rank
V
T
V vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) 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.
| V | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.89 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | -0.75 | +0.11 |
| Martin ratioReturn relative to average drawdown | -1.18 | -1.59 | +0.41 |
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
| V | T | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | -0.75 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.28 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.12 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.38 | +0.31 |
Drawdowns
V vs. T - Drawdown Comparison
The maximum V drawdown since its inception was -51.90%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for V and T.
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Drawdown Indicators
| V | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.90% | -64.15% | +12.25% |
Max Drawdown (1Y)Largest decline over 1 year | -20.38% | -21.87% | +1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -20.38% | -21.87% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -28.60% | -32.01% | +3.41% |
Max Drawdown (10Y)Largest decline over 10 years | -36.36% | -42.35% | +5.99% |
Current DrawdownCurrent decline from peak | -13.69% | -21.87% | +8.18% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -15.72% | +7.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.03% | 10.34% | +0.69% |
Volatility
V vs. T - Volatility Comparison
The current volatility for Visa Inc. (V) is 5.74%, while AT&T Inc. (T) has a volatility of 7.50%. This indicates that V 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
| V | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 7.50% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 17.50% | 17.57% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.32% | 21.98% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.80% | 23.97% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.47% | 23.71% | +0.76% |
Dividends
V vs. T - Dividend Comparison
V's dividend yield for the trailing twelve months is around 0.81%, less than T's 4.93% yield.
Financials
V vs. T - Financials Comparison
This section allows you to compare key financial metrics between Visa Inc. 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
V and T have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (7.50%) compared to V (5.74%). In terms of maximum drawdown, V dropped -51.90% vs T's -64.15%.
V currently has the higher Sharpe Ratio (-0.58 vs -0.75), 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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