CARG vs. TMUS

Last updated Apr 1, 2026

Compare and contrast key facts about CarGurus, Inc. (CARG) and T-Mobile US, Inc. (TMUS).

Performance

CARG vs. TMUS - Performance Comparison

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

CARG vs. TMUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CARG CarGurus, Inc.	-11.21%	4.95%	51.24%	72.45%	-58.35%	6.02%	-9.81%	4.30%	12.51%	8.70%
TMUS T-Mobile US, Inc.	3.94%	-6.58%	39.70%	15.02%	20.71%	-13.99%	71.96%	23.28%	0.16%	3.64%

Fundamentals

Market Cap CARG : $3.29B TMUS : $234.69B
EPS CARG : $1.58 TMUS : $9.76
PE Ratio CARG : 21.60 TMUS : 21.52
PEG Ratio CARG : 0.12 TMUS : 0.33
PS Ratio CARG : 3.71 TMUS : 2.68
PB Ratio CARG : 8.80 TMUS : 3.96
Total Revenue (TTM) CARG : $906.98M TMUS : $88.31B
Gross Profit (TTM) CARG : $841.51M TMUS : $38.07B
EBITDA (TTM) CARG : $248.40M TMUS : $28.41B

Returns By Period

In the year-to-date period, CARG achieves a -11.21% return, which is significantly lower than TMUS's 3.94% return.

CARG

• 1D: -3.49%
• 1M: 10.91%
• YTD: -11.21%
• 6M: -8.54%
• 1Y: 16.89%
• 3Y*: 22.16%
• 5Y*: 6.80%
• 10Y*: —

TMUS

• 1D: -1.83%
• 1M: -3.25%
• YTD: 3.94%
• 6M: -11.40%
• 1Y: -19.91%
• 3Y*: 14.68%
• 5Y*: 11.34%
• 10Y*: 18.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CARG vs. TMUS — Risk / Return Rank

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

CARG

CARG Risk / Return Rank: 56
CARG Sharpe Ratio Rank: 58
CARG Sortino Ratio Rank: 54
CARG Omega Ratio Rank: 52
CARG Calmar Ratio Rank: 56
CARG Martin Ratio Rank: 59

TMUS

TMUS Risk / Return Rank: 16
TMUS Sharpe Ratio Rank: 11
TMUS Sortino Ratio Rank: 13
TMUS Omega Ratio Rank: 13
TMUS Calmar Ratio Rank: 21
TMUS Martin Ratio Rank: 21

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.

CARG vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CarGurus, Inc. (CARG) 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.

	CARG	TMUS	Difference
Sharpe ratio Return per unit of total volatility	0.45	-0.74	+1.19
Sortino ratio Return per unit of downside risk	0.90	-0.86	+1.76
Omega ratio Gain probability vs. loss probability	1.12	0.88	+0.23
Calmar ratio Return relative to maximum drawdown	0.59	-0.63	+1.22
Martin ratio Return relative to average drawdown	1.75	-1.15	+2.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CARG vs. TMUS - Sharpe Ratio Comparison

The current CARG Sharpe Ratio is 0.45, which is higher than the TMUS Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of CARG 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.

Sharpe Ratios by Period

	CARG	TMUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.45	-0.74	+1.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	0.48	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.21	-0.16

Correlation

The correlation between CARG 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.

Dividends

CARG vs. TMUS - Dividend Comparison

CARG has not paid dividends to shareholders, while TMUS's dividend yield for the trailing twelve months is around 1.81%.

	TTM	2025	2024	2023
CARG CarGurus, Inc.	0.00%	0.00%	0.00%	0.00%
TMUS T-Mobile US, Inc.	1.81%	1.80%	1.28%	0.41%

Drawdowns

CARG vs. TMUS - Drawdown Comparison

The maximum CARG drawdown since its inception was -78.66%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for CARG and TMUS.

Drawdown Indicators

	CARG	TMUS	Difference
Max Drawdown Largest peak-to-trough decline	-78.66%	-86.29%	+7.63%
Max Drawdown (1Y) Largest decline over 1 year	-30.92%	-30.79%	-0.13%
Max Drawdown (5Y) Largest decline over 5 years	-75.38%	-31.99%	-43.39%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.99%	—
Current Drawdown Current decline from peak	-39.10%	-21.70%	-17.40%
Average Drawdown Average peak-to-trough decline	-44.13%	-25.93%	-18.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.39%	16.90%	-6.51%

Volatility

CARG vs. TMUS - Volatility Comparison

CarGurus, Inc. (CARG) has a higher volatility of 12.26% compared to T-Mobile US, Inc. (TMUS) at 5.94%. This indicates that CARG'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.

Volatility by Period

	CARG	TMUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.26%	5.94%	+6.32%
Volatility (6M) Calculated over the trailing 6-month period	26.64%	17.26%	+9.38%
Volatility (1Y) Calculated over the trailing 1-year period	37.99%	27.02%	+10.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.61%	23.62%	+26.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.83%	25.87%	+24.96%

Financials