PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WFC vs. T
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WFC and T is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
22.59%
26.29%
WFC
T

Key characteristics

Sharpe Ratio

WFC:

1.61

T:

2.29

Sortino Ratio

WFC:

2.43

T:

3.20

Omega Ratio

WFC:

1.32

T:

1.40

Calmar Ratio

WFC:

2.66

T:

1.66

Martin Ratio

WFC:

7.62

T:

13.78

Ulcer Index

WFC:

6.06%

T:

3.36%

Daily Std Dev

WFC:

28.71%

T:

20.27%

Max Drawdown

WFC:

-79.01%

T:

-64.66%

Current Drawdown

WFC:

-9.14%

T:

-5.34%

Fundamentals

Market Cap

WFC:

$235.76B

T:

$163.81B

EPS

WFC:

$4.81

T:

$1.23

PE Ratio

WFC:

14.72

T:

18.56

PEG Ratio

WFC:

3.30

T:

6.41

Total Revenue (TTM)

WFC:

$81.33B

T:

$122.06B

Gross Profit (TTM)

WFC:

$82.81B

T:

$73.12B

EBITDA (TTM)

WFC:

$50.48B

T:

$41.17B

Returns By Period

In the year-to-date period, WFC achieves a 46.56% return, which is significantly higher than T's 43.04% return. Over the past 10 years, WFC has outperformed T with an annualized return of 5.49%, while T has yielded a comparatively lower 4.90% annualized return.


WFC

YTD

46.56%

1M

-4.29%

6M

20.80%

1Y

46.21%

5Y*

8.54%

10Y*

5.49%

T

YTD

43.04%

1M

-0.55%

6M

28.31%

1Y

46.36%

5Y*

1.20%

10Y*

4.90%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WFC vs. T - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for WFC, currently valued at 1.61, compared to the broader market-4.00-2.000.002.001.612.29
The chart of Sortino ratio for WFC, currently valued at 2.43, compared to the broader market-4.00-2.000.002.004.002.433.20
The chart of Omega ratio for WFC, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.40
The chart of Calmar ratio for WFC, currently valued at 2.66, compared to the broader market0.002.004.006.002.661.66
The chart of Martin ratio for WFC, currently valued at 7.62, compared to the broader market0.0010.0020.007.6213.78
WFC
T

The current WFC Sharpe Ratio is 1.61, which is comparable to the T Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of WFC 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
1.61
2.29
WFC
T

Dividends

WFC vs. T - Dividend Comparison

WFC's dividend yield for the trailing twelve months is around 2.13%, less than T's 4.91% yield.


TTM20232022202120202019201820172016201520142013
WFC
Wells Fargo & Company
2.13%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%2.53%
T
AT&T Inc.
4.91%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%5.12%

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 -64.66%. Use the drawdown chart below to compare losses from any high point for WFC and T. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.14%
-5.34%
WFC
T

Volatility

WFC vs. T - Volatility Comparison

The current volatility for Wells Fargo & Company (WFC) is 6.75%, while AT&T Inc. (T) has a volatility of 7.20%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.75%
7.20%
WFC
T

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab