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

Performance

XOM vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exxon Mobil Corporation (XOM) 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, XOM achieves a 23.81% return, which is significantly higher than T's -2.96% return. Over the past 10 years, XOM has outperformed T with an annualized return of 9.64%, while T has yielded a comparatively lower 3.33% annualized return.


XOM

1D
0.28%
1M
-2.35%
YTD
23.81%
6M
25.40%
1Y
38.24%
3Y*
15.15%
5Y*
23.23%
10Y*
9.64%

T

1D
2.52%
1M
-4.69%
YTD
-2.96%
6M
-1.93%
1Y
-12.96%
3Y*
20.58%
5Y*
7.38%
10Y*
3.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOM vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XOM
Exxon Mobil Corporation
23.81%15.98%11.26%-6.26%87.41%57.58%-36.21%7.23%-15.09%-3.81%
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 XOM 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

0.15

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

0.22

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

0.33

Over the past year, the correlation between XOM and T has dropped to 0.08 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Fundamentals

EPS

XOM:

$5.93

T:

$3.04

PE Ratio

XOM:

24.80

T:

7.74

PEG Ratio

XOM:

1.15

T:

0.32

PS Ratio

XOM:

1.93

T:

1.35

Total Revenue (TTM)

XOM:

$326.01B

T:

$125.65B

Gross Profit (TTM)

XOM:

$83.11B

T:

$105.41B

EBITDA (TTM)

XOM:

$60.44B

T:

$54.70B

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Return for Risk

XOM vs. T — Risk / Return Rank

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

XOM
XOM Risk / Return Rank: 8080
Overall Rank
XOM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XOM Sortino Ratio Rank: 7979
Sortino Ratio Rank
XOM Omega Ratio Rank: 7777
Omega Ratio Rank
XOM Calmar Ratio Rank: 8080
Calmar Ratio Rank
XOM Martin Ratio Rank: 8181
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.

XOM vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) 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.


XOMTDifference
Sharpe ratioReturn per unit of total volatility

+2.16

Sortino ratioReturn per unit of downside risk

+2.81

Omega ratioGain probability vs. loss probability

1.26

0.92

+0.35

Calmar ratioReturn relative to maximum drawdown

2.45

-0.59

+3.04

Martin ratioReturn relative to average drawdown

6.56

-1.22

+7.78

XOM vs. T - Sharpe Ratio Comparison

The current XOM Sharpe Ratio is 1.57, which is higher than the T Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of XOM 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

XOM vs. T - Drawdown Comparison

The maximum XOM drawdown since its inception was -62.40%, roughly equal to the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for XOM and T.


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Drawdown Indicators


XOMTDifference

Max Drawdown

Largest peak-to-trough decline

-62.40%

-64.15%

+1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-15.69%

-21.87%

+6.18%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-21.87%

+2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-20.51%

-32.01%

+11.50%

Max Drawdown (10Y)

Largest decline over 10 years

-61.34%

-42.35%

-18.99%

Current Drawdown

Current decline from peak

-13.68%

-18.12%

+4.44%

Average Drawdown

Average peak-to-trough decline

-10.20%

-15.72%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.84%

10.64%

-4.80%

Volatility

XOM vs. T - Volatility Comparison

Exxon Mobil Corporation (XOM) has a higher volatility of 9.08% compared to AT&T Inc. (T) at 8.21%. This indicates that XOM's price experiences larger fluctuations and is considered to be riskier 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


XOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.08%

8.21%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

20.51%

17.80%

+2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

22.13%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.77%

24.01%

+2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.20%

23.73%

+4.47%

Dividends

XOM vs. T - Dividend Comparison

XOM's dividend yield for the trailing twelve months is around 2.78%, 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%
XOM
Exxon Mobil Corporation
2.78%3.32%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%

Financials

XOM vs. T - Financials Comparison

This section allows you to compare key financial metrics between Exxon Mobil Corporation 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


20.00B40.00B60.00B80.00B100.00B120.00B20222023202420252026
83.16B
33.47B
(XOM) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


XOM 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.

XOM has higher volatility (9.08%) compared to T (8.21%). In terms of maximum drawdown, XOM dropped -62.40% vs T's -64.15%.

XOM currently has the higher Sharpe Ratio (1.57 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 XOM 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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