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

Performance

XRX vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xerox Holdings Corporation (XRX) 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, XRX achieves a 16.26% return, which is significantly higher than T's -8.33% return. Over the past 10 years, XRX has underperformed T with an annualized return of -16.07%, while T has yielded a comparatively higher 2.02% annualized return.


XRX

1D
-0.74%
1M
-17.89%
6M
2.43%
YTD
16.26%
1Y
-43.05%
3Y*
-40.92%
5Y*
-30.51%
10Y*
-16.07%

T

1D
2.57%
1M
-3.83%
6M
-5.16%
YTD
-8.33%
1Y
-14.60%
3Y*
23.91%
5Y*
6.50%
10Y*
2.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRX vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRX
Xerox Holdings Corporation
16.26%-70.56%-49.82%33.82%-31.32%1.98%-33.61%92.27%-29.38%31.01%
T
AT&T Inc.
-8.33%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between XRX and T is 0.02, 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

0.02

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

0.05

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

0.18

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

0.27

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

0.28

Over the past year, the correlation between XRX and T has dropped to 0.02 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

XRX:

$350.49M

T:

$152.79B

EPS

XRX:

-$12.39

T:

$3.05

PS Ratio

XRX:

0.03

T:

1.25

Total Revenue (TTM)

XRX:

$7.41B

T:

$125.65B

Gross Profit (TTM)

XRX:

$3.41B

T:

$105.41B

EBITDA (TTM)

XRX:

-$256.00M

T:

$54.70B

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Return for Risk

XRX vs. T — Risk / Return Rank

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

XRX
XRX Risk / Return Rank: 2626
Overall Rank
XRX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XRX Sortino Ratio Rank: 2525
Sortino Ratio Rank
XRX Omega Ratio Rank: 2727
Omega Ratio Rank
XRX Calmar Ratio Rank: 2525
Calmar Ratio Rank
XRX Martin Ratio Rank: 3030
Martin Ratio Rank

T
T Risk / Return Rank: 1919
Overall Rank
T Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
T Sortino Ratio Rank: 1717
Sortino Ratio Rank
T Omega Ratio Rank: 1818
Omega Ratio Rank
T Calmar Ratio Rank: 2626
Calmar Ratio Rank
T Martin Ratio Rank: 1818
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.

XRX vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xerox Holdings Corporation (XRX) 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.


XRXTDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

0.97

0.91

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.53

-0.51

-0.03

Martin ratioReturn relative to average drawdown

-0.74

-1.14

+0.40

XRX vs. T - Sharpe Ratio Comparison

The current XRX Sharpe Ratio is -0.48, which is comparable to the T Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of XRX 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

XRX vs. T - Drawdown Comparison

The maximum XRX drawdown since its inception was -98.47%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for XRX and T.


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Drawdown Indicators


XRXTDifference

Max Drawdown

Largest peak-to-trough decline

-98.47%

-64.15%

-34.32%

Max Drawdown (1Y)

Largest decline over 1 year

-80.97%

-28.89%

-52.08%

Max Drawdown (3Y)

Largest decline over 3 years

-92.75%

-28.89%

-63.86%

Max Drawdown (5Y)

Largest decline over 5 years

-93.34%

-32.01%

-61.33%

Max Drawdown (10Y)

Largest decline over 10 years

-95.44%

-42.35%

-53.09%

Current Drawdown

Current decline from peak

-96.62%

-22.66%

-73.96%

Average Drawdown

Average peak-to-trough decline

-52.27%

-15.74%

-36.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

57.92%

12.80%

+45.12%

Volatility

XRX vs. T - Volatility Comparison

Xerox Holdings Corporation (XRX) has a higher volatility of 16.58% compared to AT&T Inc. (T) at 10.04%. This indicates that XRX'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


XRXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.58%

10.04%

+6.54%

Volatility (6M)

Calculated over the trailing 6-month period

71.59%

19.94%

+51.65%

Volatility (1Y)

Calculated over the trailing 1-year period

90.81%

23.65%

+67.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.38%

24.40%

+33.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.83%

23.91%

+25.92%

Dividends

XRX vs. T - Dividend Comparison

XRX's dividend yield for the trailing twelve months is around 3.73%, less than T's 5.05% yield.


PositionTTM20252024202320222021202020192018201720162015
T
AT&T Inc.
5.05%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%
XRX
Xerox Holdings Corporation
3.73%8.44%11.86%5.46%6.85%4.42%4.31%2.71%5.06%44.32%3.55%2.63%

Financials

XRX vs. T - Financials Comparison

This section allows you to compare key financial metrics between Xerox Holdings 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


0.0010.00B20.00B30.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.85B
33.47B
(XRX) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


XRX and T have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XRX has higher volatility (16.58%) compared to T (10.04%). In terms of maximum drawdown, XRX dropped -98.47% vs T's -64.15%.

XRX currently has the higher Sharpe Ratio (-0.48 vs -0.62), 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 XRX and T

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