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1DTE.MI vs. TMUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1DTE.MI and TMUS is 0.30, 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.


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.

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Key characteristics

Sharpe Ratio

1DTE.MI:

2.56

TMUS:

1.59

Sortino Ratio

1DTE.MI:

3.14

TMUS:

2.05

Omega Ratio

1DTE.MI:

1.49

TMUS:

1.33

Calmar Ratio

1DTE.MI:

4.52

TMUS:

3.07

Martin Ratio

1DTE.MI:

14.85

TMUS:

7.69

Ulcer Index

1DTE.MI:

3.87%

TMUS:

5.86%

Daily Std Dev

1DTE.MI:

22.36%

TMUS:

26.77%

Max Drawdown

1DTE.MI:

-40.52%

TMUS:

-86.29%

Current Drawdown

1DTE.MI:

-4.57%

TMUS:

-12.29%

Fundamentals

Market Cap

1DTE.MI:

€166.54B

TMUS:

$276.32B

EPS

1DTE.MI:

€2.45

TMUS:

$10.17

PE Ratio

1DTE.MI:

13.57

TMUS:

23.75

PEG Ratio

1DTE.MI:

3.90

TMUS:

1.13

PS Ratio

1DTE.MI:

1.38

TMUS:

3.34

PB Ratio

1DTE.MI:

2.56

TMUS:

4.52

Returns By Period

In the year-to-date period, 1DTE.MI achieves a 18.14% return, which is significantly higher than TMUS's 8.78% return. Over the past 10 years, 1DTE.MI has underperformed TMUS with an annualized return of 12.90%, while TMUS has yielded a comparatively higher 20.29% annualized return.


1DTE.MI

YTD

18.14%

1M

6.96%

6M

13.50%

1Y

57.46%

3Y*

24.31%

5Y*

24.50%

10Y*

12.90%

TMUS

YTD

8.78%

1M

-0.95%

6M

-2.48%

1Y

43.70%

3Y*

22.45%

5Y*

19.63%

10Y*

20.29%

*Annualized

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Deutsche Telekom AG

T-Mobile US, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

1DTE.MI vs. TMUS — Risk-Adjusted Performance Rank

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

1DTE.MI
The Risk-Adjusted Performance Rank of 1DTE.MI is 9797
Overall Rank
The Sharpe Ratio Rank of 1DTE.MI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of 1DTE.MI is 9595
Sortino Ratio Rank
The Omega Ratio Rank of 1DTE.MI is 9696
Omega Ratio Rank
The Calmar Ratio Rank of 1DTE.MI is 9898
Calmar Ratio Rank
The Martin Ratio Rank of 1DTE.MI is 9797
Martin Ratio Rank

TMUS
The Risk-Adjusted Performance Rank of TMUS is 9191
Overall Rank
The Sharpe Ratio Rank of TMUS is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of TMUS is 8686
Sortino Ratio Rank
The Omega Ratio Rank of TMUS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of TMUS is 9696
Calmar Ratio Rank
The Martin Ratio Rank of TMUS is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

1DTE.MI vs. TMUS - Risk-Adjusted Performance 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.


The current 1DTE.MI Sharpe Ratio is 2.56, which is higher than the TMUS Sharpe Ratio of 1.59. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

1DTE.MI vs. TMUS - Dividend Comparison

1DTE.MI's dividend yield for the trailing twelve months is around 2.71%, more than TMUS's 1.65% yield.


TTM20242023202220212020201920182017201620152014
1DTE.MI
Deutsche Telekom AG
2.71%2.66%3.25%3.56%3.68%11.49%4.76%4.42%4.06%3.38%3.01%3.71%
TMUS
T-Mobile US, Inc.
1.65%1.28%0.41%0.00%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 -86.29%. Use the drawdown chart below to compare losses from any high point for 1DTE.MI and TMUS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

1DTE.MI vs. TMUS - Volatility Comparison

Deutsche Telekom AG (1DTE.MI) has a higher volatility of 5.69% compared to T-Mobile US, Inc. (TMUS) at 5.06%. This indicates that 1DTE.MI's price experiences larger fluctuations and is considered to be riskier than TMUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


18.00B19.00B20.00B21.00B22.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
20.89B
(1DTE.MI) Total Revenue
(TMUS) Total Revenue
Please note, different currencies. 1DTE.MI values in EUR, TMUS values in USD