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CACI vs. TMUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CACI vs. TMUS - Performance Comparison

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

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Returns By Period

In the year-to-date period, CACI achieves a -2.52% return, which is significantly higher than TMUS's -5.91% return. Over the past 10 years, CACI has outperformed TMUS with an annualized return of 17.96%, while TMUS has yielded a comparatively lower 16.66% annualized return.


CACI

1D
-1.15%
1M
3.08%
YTD
-2.52%
6M
-9.27%
1Y
16.52%
3Y*
17.14%
5Y*
14.27%
10Y*
17.96%

TMUS

1D
1.77%
1M
-0.08%
YTD
-5.91%
6M
-2.11%
1Y
-15.76%
3Y*
15.04%
5Y*
6.35%
10Y*
16.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CACI vs. TMUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CACI
CACI International Inc
-2.52%31.86%24.76%7.74%11.66%7.97%-0.26%73.57%8.83%6.48%
TMUS
T-Mobile US, Inc.
-5.91%-6.58%39.70%15.02%20.71%-13.99%71.96%23.28%0.16%10.43%

Correlation

The correlation between CACI and TMUS is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2007

0.29

The correlation between CACI and TMUS shifts across timeframes, from -0.06 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CACI:

$11.51B

TMUS:

$208.40B

EPS

CACI:

$18.36

TMUS:

$9.41

PE Ratio

CACI:

28.29

TMUS:

20.09

PEG Ratio

CACI:

4.84

TMUS:

0.31

PS Ratio

CACI:

1.26

TMUS:

2.34

PB Ratio

CACI:

2.69

TMUS:

3.73

Total Revenue (TTM)

CACI:

$9.16B

TMUS:

$90.53B

Gross Profit (TTM)

CACI:

$854.30M

TMUS:

$34.92B

EBITDA (TTM)

CACI:

$1.08B

TMUS:

$28.22B

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Return for Risk

CACI vs. TMUS — Risk / Return Rank

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

CACI
CACI Risk / Return Rank: 5858
Overall Rank
CACI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CACI Sortino Ratio Rank: 5656
Sortino Ratio Rank
CACI Omega Ratio Rank: 5555
Omega Ratio Rank
CACI Calmar Ratio Rank: 5757
Calmar Ratio Rank
CACI Martin Ratio Rank: 5959
Martin Ratio Rank

TMUS
TMUS Risk / Return Rank: 2020
Overall Rank
TMUS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 1515
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1717
Omega Ratio Rank
TMUS Calmar Ratio Rank: 2525
Calmar Ratio Rank
TMUS Martin Ratio Rank: 2626
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.

CACI vs. TMUS - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CACITMUSDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.12

0.91

+0.21

Calmar ratioReturn relative to maximum drawdown

0.61

-0.52

+1.13

Martin ratioReturn relative to average drawdown

1.45

-0.88

+2.34

CACI vs. TMUS - Sharpe Ratio Comparison

The current CACI Sharpe Ratio is 0.52, which is higher than the TMUS Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of CACI and TMUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CACI vs. TMUS - Drawdown Comparison

The maximum CACI drawdown since its inception was -62.89%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for CACI and TMUS.


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Drawdown Indicators


CACITMUSDifference

Max Drawdown

Largest peak-to-trough decline

-62.89%

-86.29%

+23.40%

Max Drawdown (1Y)

Largest decline over 1 year

-27.36%

-30.37%

+3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-42.88%

-33.65%

-9.23%

Max Drawdown (5Y)

Largest decline over 5 years

-42.88%

-33.65%

-9.23%

Max Drawdown (10Y)

Largest decline over 10 years

-42.88%

-33.65%

-9.23%

Current Drawdown

Current decline from peak

-21.56%

-29.12%

+7.56%

Average Drawdown

Average peak-to-trough decline

-19.09%

-25.96%

+6.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.39%

17.87%

-6.48%

Volatility

CACI vs. TMUS - Volatility Comparison

The current volatility for CACI International Inc (CACI) is 7.05%, while T-Mobile US, Inc. (TMUS) has a volatility of 7.72%. This indicates that CACI 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.


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Volatility by Period


CACITMUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

7.72%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

23.74%

19.08%

+4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

32.01%

24.99%

+7.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.93%

23.90%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.06%

26.08%

+1.98%

Dividends

CACI vs. TMUS - Dividend Comparison

CACI has not paid dividends to shareholders, while TMUS's dividend yield for the trailing twelve months is around 2.08%.


PositionTTM202520242023
CACI
CACI International Inc
0.00%0.00%0.00%0.00%
TMUS
T-Mobile US, Inc.
2.08%1.80%1.28%0.41%

Financials

CACI vs. TMUS - Financials Comparison

This section allows you to compare key financial metrics between CACI International 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


0.005.00B10.00B15.00B20.00B25.00B20222023202420252026
2.35B
23.11B
(CACI) Total Revenue
(TMUS) Total Revenue
Values in USD except per share items

CACI vs. TMUS - Profitability Comparison

The chart below illustrates the profitability comparison between CACI International Inc and T-Mobile US, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
9.7%
0
Portfolio components
CACI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CACI International Inc reported a gross profit of 228.88M and revenue of 2.35B. Therefore, the gross margin over that period was 9.7%.

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%.

CACI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CACI International Inc reported an operating income of 228.88M and revenue of 2.35B, resulting in an operating margin of 9.7%.

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%.

CACI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CACI International Inc reported a net income of 130.40K and revenue of 2.35B, resulting in a net margin of 0.0%.

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


CACI and TMUS have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMUS has higher volatility (7.72%) compared to CACI (7.05%). In terms of maximum drawdown, CACI dropped -62.89% vs TMUS's -86.29%.

CACI currently has the higher Sharpe Ratio (0.52 vs -0.63), 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.

Portfolio Optimizer

Find the right allocation for CACI and TMUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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