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VZ vs. T
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VZ and T is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

VZ vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Verizon Communications Inc. (VZ) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
3.22%
27.60%
VZ
T

Key characteristics

Sharpe Ratio

VZ:

0.66

T:

2.21

Sortino Ratio

VZ:

1.03

T:

3.11

Omega Ratio

VZ:

1.14

T:

1.39

Calmar Ratio

VZ:

0.49

T:

1.59

Martin Ratio

VZ:

3.18

T:

13.52

Ulcer Index

VZ:

4.38%

T:

3.33%

Daily Std Dev

VZ:

21.18%

T:

20.33%

Max Drawdown

VZ:

-50.66%

T:

-64.66%

Current Drawdown

VZ:

-17.73%

T:

-5.86%

Fundamentals

Market Cap

VZ:

$171.67B

T:

$163.81B

EPS

VZ:

$2.31

T:

$1.23

PE Ratio

VZ:

17.65

T:

18.56

PEG Ratio

VZ:

1.08

T:

6.41

Total Revenue (TTM)

VZ:

$134.24B

T:

$122.06B

Gross Profit (TTM)

VZ:

$80.47B

T:

$73.12B

EBITDA (TTM)

VZ:

$38.87B

T:

$41.17B

Returns By Period

In the year-to-date period, VZ achieves a 13.85% return, which is significantly lower than T's 42.25% return. Over the past 10 years, VZ has underperformed T with an annualized return of 3.54%, while T has yielded a comparatively higher 4.94% annualized return.


VZ

YTD

13.85%

1M

-4.76%

6M

3.63%

1Y

14.24%

5Y*

-3.11%

10Y*

3.54%

T

YTD

42.25%

1M

-2.22%

6M

28.03%

1Y

43.71%

5Y*

1.09%

10Y*

4.94%

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Risk-Adjusted Performance

VZ vs. T - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Verizon Communications Inc. (VZ) 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.


Sharpe ratio
The chart of Sharpe ratio for VZ, currently valued at 0.66, compared to the broader market-4.00-2.000.002.000.662.21
The chart of Sortino ratio for VZ, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.033.11
The chart of Omega ratio for VZ, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.39
The chart of Calmar ratio for VZ, currently valued at 0.49, compared to the broader market0.002.004.006.000.491.59
The chart of Martin ratio for VZ, currently valued at 3.18, compared to the broader market0.0010.0020.003.1813.52
VZ
T

The current VZ Sharpe Ratio is 0.66, which is lower than the T Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VZ and T, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.66
2.21
VZ
T

Dividends

VZ vs. T - Dividend Comparison

VZ's dividend yield for the trailing twelve months is around 6.64%, more than T's 4.94% yield.


TTM20232022202120202019201820172016201520142013
VZ
Verizon Communications Inc.
6.64%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
T
AT&T Inc.
4.94%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%5.12%

Drawdowns

VZ vs. T - Drawdown Comparison

The maximum VZ drawdown since its inception was -50.66%, smaller than the maximum T drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for VZ and T. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.73%
-5.86%
VZ
T

Volatility

VZ vs. T - Volatility Comparison

The current volatility for Verizon Communications Inc. (VZ) is 5.77%, while AT&T Inc. (T) has a volatility of 7.28%. This indicates that VZ 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.77%
7.28%
VZ
T

Financials

VZ vs. T - Financials Comparison

This section allows you to compare key financial metrics between Verizon Communications 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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