AT&T (T): analysis and statistics
Return, volatility, Sharpe ratio and risk for AT&T, a component of the S&P 500 in the Communication Services. Data as of 2026-10-29.
| Last close price | $20.70 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +17.19% |
| Total return over period | +60.55% |
| Annualized volatility | 24.07% |
| Period volatility | 41.57% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.16 |
| Sortino ratio | 1.59 |
| Max drawdown | -28.89% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.71% |
| Correlation with the S&P 500 | -0.02 |
| Period range | $13.28 – $28.42 |
| Trading days analyzed | 752 |
Over the last 3.0 years, AT&T (T) has posted an annualized return of +17.19% with annual volatility of 24.07%, a Sharpe ratio of 1.16. Its worst stretch (max drawdown from a peak) was -28.89%. Its correlation with the S&P 500 is -0.02, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how T would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Other Communication Services stocks
Is it part of the S&P 500?
Yes, AT&T (T) is of the S&P 500.
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