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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 21.67% return, which is significantly higher than T's -2.96% return. Over the past 10 years, WMB has outperformed T with an annualized return of 19.28%, while T has yielded a comparatively lower 3.33% annualized return.


WMB

1D
1.39%
1M
-6.57%
YTD
21.67%
6M
22.42%
1Y
24.40%
3Y*
38.58%
5Y*
26.67%
10Y*
19.28%

T

1D
2.52%
1M
-1.87%
YTD
-2.96%
6M
-1.93%
1Y
-12.71%
3Y*
20.58%
5Y*
7.38%
10Y*
3.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMB vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMB
The Williams Companies, Inc.
21.67%14.91%62.35%11.86%32.83%38.36%-8.20%14.18%-23.88%2.02%
T
AT&T Inc.
-2.96%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

0.18

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

0.21

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

0.30

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

EPS

WMB:

$2.28

T:

$3.04

PE Ratio

WMB:

31.55

T:

7.74

PEG Ratio

WMB:

1.64

T:

0.32

PS Ratio

WMB:

7.39

T:

1.35

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: 7272
Overall Rank
WMB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
WMB Sortino Ratio Rank: 6969
Sortino Ratio Rank
WMB Omega Ratio Rank: 6767
Omega Ratio Rank
WMB Calmar Ratio Rank: 7676
Calmar Ratio Rank
WMB Martin Ratio Rank: 7474
Martin Ratio Rank

T
T Risk / Return Rank: 1818
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1717
Sortino Ratio Rank
T Omega Ratio Rank: 1818
Omega Ratio Rank
T Calmar Ratio Rank: 2121
Calmar Ratio Rank
T Martin Ratio Rank: 1515
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

+1.67

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.20

0.92

+0.28

Calmar ratioReturn relative to maximum drawdown

2.02

-0.59

+2.61

Martin ratioReturn relative to average drawdown

4.27

-1.22

+5.49

WMB vs. T - Sharpe Ratio Comparison

The current WMB Sharpe Ratio is 1.08, which is higher than the T Sharpe Ratio of -0.59. 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%

-21.87%

+9.51%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-21.87%

+9.51%

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

-8.55%

-18.12%

+9.57%

Average Drawdown

Average peak-to-trough decline

-27.07%

-15.72%

-11.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

10.64%

-4.82%

Volatility

WMB vs. T - Volatility Comparison

The current volatility for The Williams Companies, Inc. (WMB) is 7.36%, while AT&T Inc. (T) has a volatility of 8.21%. 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

7.36%

8.21%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

15.58%

17.80%

-2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

22.13%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

24.01%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.95%

23.73%

+7.22%

Dividends

WMB vs. T - Dividend Comparison

WMB's dividend yield for the trailing twelve months is around 3.54%, less than T's 4.71% yield.


PositionTTM20252024202320222021202020192018201720162015
T
AT&T Inc.
4.71%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.
2.84%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


0.0010.00B20.00B30.00B40.00B20222023202420252026
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 (8.21%) compared to WMB (7.36%). In terms of maximum drawdown, WMB dropped -98.03% vs T's -64.15%.

WMB currently has the higher Sharpe Ratio (1.08 vs -0.59), 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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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