AJG vs. TMUS
AJG (Arthur J. Gallagher & Co.) and TMUS (T-Mobile US, Inc.) are both stocks. AJG operates in Insurance Brokers (Financial Services), while TMUS operates in Telecom Services (Communication Services). Over the past 10 years, AJG returned 17.92%/yr vs 16.10%/yr for TMUS. At a 0.33 correlation, their price movements are largely independent.
Performance
AJG vs. TMUS - Performance Comparison
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Returns By Period
In the year-to-date period, AJG achieves a -17.35% return, which is significantly lower than TMUS's -11.22% return. Over the past 10 years, AJG has outperformed TMUS with an annualized return of 17.92%, while TMUS has yielded a comparatively lower 16.10% annualized return.
AJG
- 1D
- -1.67%
- 1M
- 7.22%
- YTD
- -17.35%
- 6M
- -10.08%
- 1Y
- -34.63%
- 3Y*
- 1.87%
- 5Y*
- 9.17%
- 10Y*
- 17.92%
TMUS
- 1D
- 0.19%
- 1M
- -7.35%
- YTD
- -11.22%
- 6M
- -11.83%
- 1Y
- -26.06%
- 3Y*
- 12.41%
- 5Y*
- 4.85%
- 10Y*
- 16.10%
AJG vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | -17.35% | -8.03% | 27.34% | 20.51% | 12.44% | 39.02% | 32.12% | 31.79% | 19.19% | 25.04% |
TMUS T-Mobile US, Inc. | -11.22% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
Correlation
The correlation between AJG and TMUS is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2007 | 0.33 |
The correlation between AJG and TMUS shifts across timeframes, from 0.21 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
AJG:
$5.74
TMUS:
$9.41
AJG:
37.04
TMUS:
18.96
AJG:
3.84
TMUS:
0.29
AJG:
3.97
TMUS:
2.21
AJG:
$13.94B
TMUS:
$90.53B
AJG:
$7.63B
TMUS:
$34.92B
AJG:
$3.66B
TMUS:
$28.22B
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Return for Risk
AJG vs. TMUS — Risk / Return Rank
AJG
TMUS
AJG vs. TMUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) 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.
| AJG | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 0.83 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | -0.86 | +0.01 |
| Martin ratioReturn relative to average drawdown | -1.47 | -1.49 | +0.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AJG | TMUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.25 | -1.05 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.20 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.62 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.20 | +0.27 |
Drawdowns
AJG vs. TMUS - Drawdown Comparison
The maximum AJG drawdown since its inception was -57.49%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for AJG and TMUS.
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Drawdown Indicators
| AJG | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.49% | -86.29% | +28.80% |
Max Drawdown (1Y)Largest decline over 1 year | -40.64% | -30.37% | -10.27% |
Max Drawdown (3Y)Largest decline over 3 years | -44.40% | -33.65% | -10.75% |
Max Drawdown (5Y)Largest decline over 5 years | -44.40% | -33.65% | -10.75% |
Max Drawdown (10Y)Largest decline over 10 years | -44.40% | -33.65% | -10.75% |
Current DrawdownCurrent decline from peak | -38.26% | -33.12% | -5.14% |
Average DrawdownAverage peak-to-trough decline | -12.83% | -25.96% | +13.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.06% | 17.64% | +6.42% |
Volatility
AJG vs. TMUS - Volatility Comparison
Arthur J. Gallagher & Co. (AJG) has a higher volatility of 8.97% compared to T-Mobile US, Inc. (TMUS) at 6.91%. This indicates that AJG'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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Volatility by Period
| AJG | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.97% | 6.91% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 22.42% | 19.14% | +3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.95% | 25.04% | +2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.96% | 23.86% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.08% | 26.08% | -3.00% |
Dividends
AJG vs. TMUS - Dividend Comparison
AJG's dividend yield for the trailing twelve months is around 1.27%, less than TMUS's 2.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 1.27% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
TMUS T-Mobile US, Inc. | 2.21% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
AJG vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between Arthur J. Gallagher & Co. 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.
Total Revenue: Total amount of money received from sales and other business activities
AJG vs. TMUS - Profitability Comparison
AJG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a gross profit of 1.42B and revenue of 3.63B. Therefore, the gross margin over that period was 39.1%.
TMUS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported a gross profit of 0.00 and revenue of 23.11B. Therefore, the gross margin over that period was 0.0%.
AJG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported an operating income of 341.00M and revenue of 3.63B, resulting in an operating margin of 9.4%.
TMUS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported an operating income of 4.50B and revenue of 23.11B, resulting in an operating margin of 19.5%.
AJG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a net income of 151.00M and revenue of 3.63B, resulting in a net margin of 4.2%.
TMUS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported a net income of 2.50B and revenue of 23.11B, resulting in a net margin of 10.8%.
Frequently Asked Questions
AJG and TMUS have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AJG has higher volatility (8.97%) compared to TMUS (6.91%). In terms of maximum drawdown, AJG dropped -57.49% vs TMUS's -86.29%.
TMUS currently has the higher Sharpe Ratio (-1.05 vs -1.25), 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.
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