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

Performance

WMB vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Williams Companies, Inc. (WMB) 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, WMB achieves a 25.18% return, which is significantly higher than T's -7.04% return. Over the past 10 years, WMB has outperformed T with an annualized return of 17.53%, while T has yielded a comparatively lower 2.10% annualized return.


WMB

1D
1.06%
1M
1.42%
6M
22.25%
YTD
25.18%
1Y
28.92%
3Y*
35.09%
5Y*
29.83%
10Y*
17.53%
ALL TIME*
10.52%

T

1D
0.64%
1M
2.62%
6M
-2.84%
YTD
-7.04%
1Y
-13.37%
3Y*
20.93%
5Y*
7.13%
10Y*
2.10%
ALL TIME*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMB vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMB
The Williams Companies, Inc.
25.18%14.91%62.35%11.86%32.83%38.36%-8.20%14.18%-23.88%2.02%
T
AT&T Inc.
-7.04%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between WMB and T is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.21

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

0.29

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

0.30

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

0.24

The correlation between WMB and T shifts across timeframes, from 0.17 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WMB:

$90.70B

T:

$152.52B

EPS

WMB:

$2.28

T:

$3.05

PE Ratio

WMB:

32.47

T:

7.19

PEG Ratio

WMB:

1.69

T:

0.30

PS Ratio

WMB:

7.60

T:

1.25

Total Revenue (TTM)

WMB:

$11.92B

T:

$125.65B

Gross Profit (TTM)

WMB:

$7.49B

T:

$105.41B

EBITDA (TTM)

WMB:

$6.88B

T:

$54.70B

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Return for Risk

WMB vs. T — Risk / Return Rank

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

WMB
WMB Risk / Return Rank: 7979
Overall Rank
WMB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
WMB Sortino Ratio Rank: 7777
Sortino Ratio Rank
WMB Omega Ratio Rank: 7575
Omega Ratio Rank
WMB Calmar Ratio Rank: 8282
Calmar Ratio Rank
WMB Martin Ratio Rank: 8181
Martin Ratio Rank

T
T Risk / Return Rank: 2222
Overall Rank
T Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
T Sortino Ratio Rank: 1919
Sortino Ratio Rank
T Omega Ratio Rank: 2020
Omega Ratio Rank
T Calmar Ratio Rank: 2929
Calmar Ratio Rank
T Martin Ratio Rank: 2323
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.

WMB vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Williams Companies, Inc. (WMB) 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.


WMBTDifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+2.50

Omega ratioGain probability vs. loss probability

1.22

0.92

+0.30

Calmar ratioReturn relative to maximum drawdown

2.35

-0.46

+2.81

Martin ratioReturn relative to average drawdown

5.61

-1.03

+6.64

WMB vs. T - Sharpe Ratio Comparison

The current WMB Sharpe Ratio is 1.28, which is higher than the T Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of WMB 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

WMB vs. T - Drawdown Comparison

The maximum WMB drawdown since its inception was -98.03%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for WMB and T.


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Drawdown Indicators


WMBTDifference

Max Drawdown

Largest peak-to-trough decline

-98.03%

-64.15%

-33.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-28.89%

+16.53%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-28.89%

+16.53%

Max Drawdown (5Y)

Largest decline over 5 years

-23.01%

-32.01%

+9.00%

Max Drawdown (10Y)

Largest decline over 10 years

-68.08%

-42.35%

-25.73%

Current Drawdown

Current decline from peak

-5.91%

-21.57%

+15.66%

Average Drawdown

Average peak-to-trough decline

-27.02%

-15.74%

-11.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

12.94%

-7.76%

Volatility

WMB vs. T - Volatility Comparison

The current volatility for The Williams Companies, Inc. (WMB) is 8.05%, while AT&T Inc. (T) has a volatility of 9.59%. This indicates that WMB 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


WMBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

9.59%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

16.60%

19.91%

-3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

22.68%

23.72%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.67%

24.38%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.57%

23.92%

+6.65%

Dividends

WMB vs. T - Dividend Comparison

WMB's dividend yield for the trailing twelve months is around 2.76%, less than T's 6.58% yield.


PositionTTM20252024202320222021202020192018201720162015
T
AT&T Inc.
6.58%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%
WMB
The Williams Companies, Inc.
2.76%3.33%3.51%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%

Financials

WMB vs. T - Financials Comparison

This section allows you to compare key financial metrics between The Williams Companies, 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


0.0010.00B20.00B30.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
3.03B
33.47B
(WMB) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


WMB and T have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (9.59%) compared to WMB (8.05%). In terms of maximum drawdown, WMB dropped -98.03% vs T's -64.15%.

WMB currently has the higher Sharpe Ratio (1.28 vs -0.57), 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 WMB and T

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