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ATEX vs. TMUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ATEX and TMUS is 0.20, 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.


-0.50.00.51.00.2

Performance

ATEX vs. TMUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anterix Inc. (ATEX) and T-Mobile US, Inc. (TMUS). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
-21.57%
628.23%
ATEX
TMUS

Key characteristics

Sharpe Ratio

ATEX:

-0.18

TMUS:

2.58

Sortino Ratio

ATEX:

0.03

TMUS:

3.31

Omega Ratio

ATEX:

1.00

TMUS:

1.50

Calmar Ratio

ATEX:

-0.14

TMUS:

3.81

Martin Ratio

ATEX:

-0.48

TMUS:

16.83

Ulcer Index

ATEX:

15.41%

TMUS:

2.65%

Daily Std Dev

ATEX:

42.43%

TMUS:

17.31%

Max Drawdown

ATEX:

-65.00%

TMUS:

-86.29%

Current Drawdown

ATEX:

-51.64%

TMUS:

-10.78%

Fundamentals

Market Cap

ATEX:

$593.92M

TMUS:

$256.13B

EPS

ATEX:

-$2.02

TMUS:

$8.76

Total Revenue (TTM)

ATEX:

$5.61M

TMUS:

$80.01B

Gross Profit (TTM)

ATEX:

$5.04M

TMUS:

$43.81B

EBITDA (TTM)

ATEX:

-$52.81M

TMUS:

$30.90B

Returns By Period

In the year-to-date period, ATEX achieves a -5.85% return, which is significantly lower than TMUS's 39.44% return.


ATEX

YTD

-5.85%

1M

-5.17%

6M

6.34%

1Y

-8.09%

5Y*

-5.86%

10Y*

N/A

TMUS

YTD

39.44%

1M

-6.54%

6M

25.52%

1Y

43.57%

5Y*

23.99%

10Y*

23.83%

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Risk-Adjusted Performance

ATEX vs. TMUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anterix Inc. (ATEX) 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.


Sharpe ratio
The chart of Sharpe ratio for ATEX, currently valued at -0.18, compared to the broader market-4.00-2.000.002.00-0.182.58
The chart of Sortino ratio for ATEX, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.033.31
The chart of Omega ratio for ATEX, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.50
The chart of Calmar ratio for ATEX, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.143.81
The chart of Martin ratio for ATEX, currently valued at -0.48, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.4816.83
ATEX
TMUS

The current ATEX Sharpe Ratio is -0.18, which is lower than the TMUS Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of ATEX 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.18
2.58
ATEX
TMUS

Dividends

ATEX vs. TMUS - Dividend Comparison

ATEX has not paid dividends to shareholders, while TMUS's dividend yield for the trailing twelve months is around 1.28%.


TTM20232022202120202019201820172016201520142013
ATEX
Anterix Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMUS
T-Mobile US, Inc.
1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%

Drawdowns

ATEX vs. TMUS - Drawdown Comparison

The maximum ATEX drawdown since its inception was -65.00%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for ATEX and TMUS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-51.64%
-10.78%
ATEX
TMUS

Volatility

ATEX vs. TMUS - Volatility Comparison

Anterix Inc. (ATEX) has a higher volatility of 11.36% compared to T-Mobile US, Inc. (TMUS) at 8.53%. This indicates that ATEX'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.36%
8.53%
ATEX
TMUS

Financials

ATEX vs. TMUS - Financials Comparison

This section allows you to compare key financial metrics between Anterix Inc. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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