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

Performance

WFC vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wells Fargo & Company (WFC) 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, WFC achieves a -4.93% return, which is significantly higher than T's -10.13% return. Over the past 10 years, WFC has outperformed T with an annualized return of 9.26%, while T has yielded a comparatively lower 1.81% annualized return.


WFC

1D
0.59%
1M
4.71%
6M
-6.69%
YTD
-4.93%
1Y
8.53%
3Y*
29.45%
5Y*
17.08%
10Y*
9.26%

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)

WFC vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFC
Wells Fargo & Company
-4.93%35.57%46.48%22.94%-11.92%61.15%-41.65%21.44%-21.83%13.21%
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 WFC and T is 0.08, 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

0.08

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

0.12

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

0.24

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 19, 1984

0.32

Over the past year, the correlation between WFC and T has dropped to 0.08 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

WFC:

$268.38B

T:

$149.84B

EPS

WFC:

$6.76

T:

$3.05

PE Ratio

WFC:

12.98

T:

7.06

PEG Ratio

WFC:

1.12

T:

0.29

PS Ratio

WFC:

2.24

T:

1.23

Total Revenue (TTM)

WFC:

$125.70B

T:

$125.65B

Gross Profit (TTM)

WFC:

$81.14B

T:

$105.41B

EBITDA (TTM)

WFC:

$31.58B

T:

$54.70B

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Return for Risk

WFC vs. T — Risk / Return Rank

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

WFC
WFC Risk / Return Rank: 5353
Overall Rank
WFC Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
WFC Sortino Ratio Rank: 4949
Sortino Ratio Rank
WFC Omega Ratio Rank: 4949
Omega Ratio Rank
WFC Calmar Ratio Rank: 5555
Calmar Ratio Rank
WFC Martin Ratio Rank: 5555
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.

WFC vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wells Fargo & Company (WFC) 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.


WFCTDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.48

Omega ratioGain probability vs. loss probability

1.08

0.90

+0.18

Calmar ratioReturn relative to maximum drawdown

0.37

-0.57

+0.94

Martin ratioReturn relative to average drawdown

0.81

-1.31

+2.11

WFC vs. T - Sharpe Ratio Comparison

The current WFC Sharpe Ratio is 0.32, which is higher than the T Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of WFC 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

WFC vs. T - Drawdown Comparison

The maximum WFC drawdown since its inception was -79.01%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for WFC and T.


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Drawdown Indicators


WFCTDifference

Max Drawdown

Largest peak-to-trough decline

-79.01%

-64.15%

-14.86%

Max Drawdown (1Y)

Largest decline over 1 year

-23.02%

-28.89%

+5.87%

Max Drawdown (3Y)

Largest decline over 3 years

-24.73%

-28.89%

+4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-37.10%

-32.01%

-5.09%

Max Drawdown (10Y)

Largest decline over 10 years

-64.46%

-42.35%

-22.11%

Current Drawdown

Current decline from peak

-8.08%

-24.17%

+16.09%

Average Drawdown

Average peak-to-trough decline

-15.34%

-15.73%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.62%

12.52%

-1.90%

Volatility

WFC vs. T - Volatility Comparison

The current volatility for Wells Fargo & Company (WFC) is 6.95%, while AT&T Inc. (T) has a volatility of 10.00%. This indicates that WFC 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


WFCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

10.00%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

20.41%

19.81%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

26.94%

23.52%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.00%

24.36%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.29%

23.90%

+8.39%

Dividends

WFC vs. T - Dividend Comparison

WFC's dividend yield for the trailing twelve months is around 2.05%, 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%
WFC
Wells Fargo & Company
2.05%1.82%2.14%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%

Financials

WFC vs. T - Financials Comparison

This section allows you to compare key financial metrics between Wells Fargo & Company 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


20.00B25.00B30.00B35.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
31.80B
33.47B
(WFC) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


WFC and T have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (10.00%) compared to WFC (6.95%). In terms of maximum drawdown, WFC dropped -79.01% vs T's -64.15%.

WFC currently has the higher Sharpe Ratio (0.32 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

Find the right allocation for WFC and T

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