PortfoliosLab logoPortfoliosLab logo
1DTE.MI vs. TMUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

1DTE.MI vs. TMUS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deutsche Telekom AG (1DTE.MI) and T-Mobile US, Inc. (TMUS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

1DTE.MI vs. TMUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
1DTE.MI
Deutsche Telekom AG
12.74%0.58%38.78%23.57%14.40%8.00%21.73%4.68%4.30%-5.94%
TMUS
T-Mobile US, Inc.
2.64%-17.67%48.93%11.57%28.19%-7.56%57.78%26.07%4.86%-3.14%
Different Trading Currencies

1DTE.MI is traded in EUR, while TMUS is traded in USD. To make them comparable, the TMUS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 1DTE.MI achieves a 12.74% return, which is significantly higher than TMUS's 2.64% return. Over the past 10 years, 1DTE.MI has underperformed TMUS with an annualized return of 12.64%, while TMUS has yielded a comparatively higher 18.19% annualized return.


1DTE.MI

1D
-0.47%
1M
-4.41%
YTD
12.74%
6M
8.78%
1Y
-5.08%
3Y*
16.52%
5Y*
16.90%
10Y*
12.64%

TMUS

1D
-2.85%
1M
-4.49%
YTD
2.64%
6M
-10.32%
1Y
-27.82%
3Y*
11.19%
5Y*
11.12%
10Y*
18.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

1DTE.MI vs. TMUS — Risk / Return Rank

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

1DTE.MI
1DTE.MI Risk / Return Rank: 3030
Overall Rank
1DTE.MI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
1DTE.MI Sortino Ratio Rank: 2525
Sortino Ratio Rank
1DTE.MI Omega Ratio Rank: 2626
Omega Ratio Rank
1DTE.MI Calmar Ratio Rank: 3434
Calmar Ratio Rank
1DTE.MI Martin Ratio Rank: 3434
Martin Ratio Rank

TMUS
TMUS Risk / Return Rank: 1212
Overall Rank
TMUS Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 1010
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1010
Omega Ratio Rank
TMUS Calmar Ratio Rank: 1515
Calmar Ratio Rank
TMUS 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.

1DTE.MI vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (1DTE.MI) and T-Mobile US, Inc. (TMUS). 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.


1DTE.MITMUSDifference

Sharpe ratio

Return per unit of total volatility

-0.21

-0.99

+0.78

Sortino ratio

Return per unit of downside risk

-0.13

-1.28

+1.15

Omega ratio

Gain probability vs. loss probability

0.98

0.84

+0.15

Calmar ratio

Return relative to maximum drawdown

-0.21

-0.72

+0.51

Martin ratio

Return relative to average drawdown

-0.38

-1.21

+0.83

1DTE.MI vs. TMUS - Sharpe Ratio Comparison

The current 1DTE.MI Sharpe Ratio is -0.21, which is higher than the TMUS Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of 1DTE.MI and TMUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


1DTE.MITMUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

-0.99

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.47

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.69

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.21

+0.25

Correlation

The correlation between 1DTE.MI and TMUS is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

1DTE.MI vs. TMUS - Dividend Comparison

1DTE.MI's dividend yield for the trailing twelve months is around 2.83%, more than TMUS's 1.86% yield.


TTM20252024202320222021202020192018201720162015
1DTE.MI
Deutsche Telekom AG
2.83%3.19%2.66%3.25%3.56%3.68%11.49%4.76%4.42%4.06%3.38%3.01%
TMUS
T-Mobile US, Inc.
1.86%1.80%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

1DTE.MI vs. TMUS - Drawdown Comparison

The maximum 1DTE.MI drawdown since its inception was -40.52%, smaller than the maximum TMUS drawdown of -86.66%. Use the drawdown chart below to compare losses from any high point for 1DTE.MI and TMUS.


Loading graphics...

Drawdown Indicators


1DTE.MITMUSDifference

Max Drawdown

Largest peak-to-trough decline

-40.52%

-86.29%

+45.77%

Max Drawdown (1Y)

Largest decline over 1 year

-23.95%

-30.63%

+6.68%

Max Drawdown (5Y)

Largest decline over 5 years

-24.65%

-31.99%

+7.34%

Max Drawdown (10Y)

Largest decline over 10 years

-35.39%

-31.99%

-3.40%

Current Drawdown

Current decline from peak

-8.40%

-23.86%

+15.46%

Average Drawdown

Average peak-to-trough decline

-11.39%

-25.93%

+14.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.30%

16.96%

-3.66%

Volatility

1DTE.MI vs. TMUS - Volatility Comparison

The current volatility for Deutsche Telekom AG (1DTE.MI) is 5.69%, while T-Mobile US, Inc. (TMUS) has a volatility of 7.05%. This indicates that 1DTE.MI experiences smaller price fluctuations and is considered to be less risky than TMUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


1DTE.MITMUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

7.05%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

16.82%

18.23%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

24.26%

28.17%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.26%

23.95%

-3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

26.61%

-6.13%

Financials

1DTE.MI vs. TMUS - Financials Comparison

This section allows you to compare key financial metrics between Deutsche Telekom AG and T-Mobile US, 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


Please note, different currencies. 1DTE.MI values in EUR, TMUS values in USD