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

Performance

VOD vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vodafone Group Plc (VOD) 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, VOD achieves a 19.29% return, which is significantly higher than T's -10.13% return. Over the past 10 years, VOD has underperformed T with an annualized return of -0.20%, while T has yielded a comparatively higher 1.81% annualized return.


VOD

1D
5.10%
1M
-0.39%
6M
16.30%
YTD
19.29%
1Y
48.52%
3Y*
25.36%
5Y*
5.85%
10Y*
-0.20%

T

1D
1.99%
1M
-7.39%
6M
-7.05%
YTD
-10.13%
1Y
-16.34%
3Y*
20.29%
5Y*
6.14%
10Y*
1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOD vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOD
Vodafone Group Plc
19.29%63.00%5.68%-4.59%-27.22%-3.57%-9.63%5.64%-34.92%38.22%
T
AT&T Inc.
-10.13%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between VOD and T is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Dec 16, 1988

0.29

Fundamentals

Market Cap

VOD:

$35.62B

T:

$149.84B

EPS

VOD:

-€1.92

T:

$3.05

PS Ratio

VOD:

0.41

T:

1.23

Total Revenue (TTM)

VOD:

€78.20B

T:

$125.65B

Gross Profit (TTM)

VOD:

€25.34B

T:

$105.41B

EBITDA (TTM)

VOD:

€25.58B

T:

$54.70B

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Return for Risk

VOD vs. T — Risk / Return Rank

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

VOD
VOD Risk / Return Rank: 8686
Overall Rank
VOD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VOD Sortino Ratio Rank: 8585
Sortino Ratio Rank
VOD Omega Ratio Rank: 8787
Omega Ratio Rank
VOD Calmar Ratio Rank: 8484
Calmar Ratio Rank
VOD Martin Ratio Rank: 8888
Martin Ratio Rank

T
T Risk / Return Rank: 1616
Overall Rank
T Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
T Sortino Ratio Rank: 1515
Sortino Ratio Rank
T Omega Ratio Rank: 1616
Omega Ratio Rank
T Calmar Ratio Rank: 2424
Calmar Ratio Rank
T Martin Ratio Rank: 1212
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.

VOD vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vodafone Group Plc (VOD) 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.


VODTDifference
Sharpe ratioReturn per unit of total volatility

+2.36

Sortino ratioReturn per unit of downside risk

+3.23

Omega ratioGain probability vs. loss probability

1.33

0.90

+0.44

Calmar ratioReturn relative to maximum drawdown

2.59

-0.57

+3.16

Martin ratioReturn relative to average drawdown

8.48

-1.31

+9.79

VOD vs. T - Sharpe Ratio Comparison

The current VOD Sharpe Ratio is 1.66, which is higher than the T Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of VOD 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

VOD vs. T - Drawdown Comparison

The maximum VOD drawdown since its inception was -79.32%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for VOD and T.


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Drawdown Indicators


VODTDifference

Max Drawdown

Largest peak-to-trough decline

-79.32%

-64.15%

-15.17%

Max Drawdown (1Y)

Largest decline over 1 year

-18.79%

-28.89%

+10.10%

Max Drawdown (3Y)

Largest decline over 3 years

-20.03%

-28.89%

+8.86%

Max Drawdown (5Y)

Largest decline over 5 years

-49.24%

-32.01%

-17.23%

Max Drawdown (10Y)

Largest decline over 10 years

-62.36%

-42.35%

-20.01%

Current Drawdown

Current decline from peak

-16.51%

-24.17%

+7.66%

Average Drawdown

Average peak-to-trough decline

-32.69%

-15.73%

-16.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.74%

12.52%

-6.78%

Volatility

VOD vs. T - Volatility Comparison

Vodafone Group Plc (VOD) has a higher volatility of 14.97% compared to AT&T Inc. (T) at 10.00%. This indicates that VOD'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


VODTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.97%

10.00%

+4.97%

Volatility (6M)

Calculated over the trailing 6-month period

24.09%

19.81%

+4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

29.36%

23.52%

+5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.70%

24.36%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.01%

23.90%

+4.11%

Dividends

VOD vs. T - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 3.45%, less than T's 5.15% yield.


PositionTTM20252024202320222021202020192018201720162015
T
AT&T Inc.
5.15%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%
VOD
Vodafone Group Plc
3.45%3.86%8.58%11.15%9.27%7.04%6.11%4.92%8.99%5.33%12.26%6.77%

Financials

VOD vs. T - Financials Comparison

This section allows you to compare key financial metrics between Vodafone Group 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.


Quarterly
Annual

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


15.00B20.00B25.00B30.00B35.00B40.00B20222023202420252026
21.14B
33.47B
(VOD) Total Revenue
(T) Total Revenue
Please note, different currencies. VOD values in EUR, T values in USD

Frequently Asked Questions


VOD and T have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOD has higher volatility (14.97%) compared to T (10.00%). In terms of maximum drawdown, VOD dropped -79.32% vs T's -64.15%.

VOD currently has the higher Sharpe Ratio (1.66 vs -0.70), 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

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