CAT1.DE vs. TMUS
CAT1.DE (Caterpillar Inc) and TMUS (T-Mobile US, Inc.) are both stocks. CAT1.DE operates in Farm & Heavy Construction Machinery (Industrials), while TMUS operates in Telecom Services (Communication Services). Over the past 10 years, CAT1.DE returned 30.73%/yr vs 15.43%/yr for TMUS. At a 0.15 correlation, their price movements are largely independent.
Performance
CAT1.DE vs. TMUS - Performance Comparison
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Different Trading Currencies
CAT1.DE is traded in EUR, while TMUS is traded in USD. To make them comparable, the TMUS values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CAT1.DE achieves a 63.69% return, which is significantly higher than TMUS's -9.64% return. Over the past 10 years, CAT1.DE has outperformed TMUS with an annualized return of 30.73%, while TMUS has yielded a comparatively lower 15.43% annualized return.
CAT1.DE
- 1D
- -0.05%
- 1M
- 2.39%
- YTD
- 63.69%
- 6M
- 56.69%
- 1Y
- 165.19%
- 3Y*
- 59.24%
- 5Y*
- 34.12%
- 10Y*
- 30.73%
TMUS
- 1D
- 1.42%
- 1M
- -5.47%
- YTD
- -9.64%
- 6M
- -13.27%
- 1Y
- -26.40%
- 3Y*
- 10.38%
- 5Y*
- 6.35%
- 10Y*
- 15.43%
CAT1.DE vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAT1.DE Caterpillar Inc | 63.69% | 43.28% | 31.34% | 22.18% | 25.02% | 28.31% | 12.14% | 22.30% | -14.39% | 51.49% |
TMUS T-Mobile US, Inc. | -9.64% | -17.67% | 48.93% | 11.57% | 28.19% | -7.56% | 57.78% | 26.07% | 4.86% | -3.14% |
Correlation
The correlation between CAT1.DE and TMUS is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.15 |
The correlation between CAT1.DE and TMUS shifts across timeframes, from -0.15 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CAT1.DE vs. TMUS — Risk / Return Rank
CAT1.DE
TMUS
CAT1.DE vs. TMUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Caterpillar Inc (CAT1.DE) 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.
| CAT1.DE | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.89 | ||
| Sortino ratioReturn per unit of downside risk | +7.14 | ||
| Omega ratioGain probability vs. loss probability | 1.72 | 0.84 | +0.88 |
| Calmar ratioReturn relative to maximum drawdown | 15.49 | -0.87 | +16.35 |
| Martin ratioReturn relative to average drawdown | 42.27 | -1.48 | +43.75 |
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
| CAT1.DE | TMUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.88 | -1.02 | +5.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 0.26 | +0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.98 | 0.58 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.21 | +0.32 |
Drawdowns
CAT1.DE vs. TMUS - Drawdown Comparison
The maximum CAT1.DE drawdown since its inception was -71.83%, smaller than the maximum TMUS drawdown of -82.26%. Use the drawdown chart below to compare losses from any high point for CAT1.DE and TMUS.
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Drawdown Indicators
| CAT1.DE | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.83% | -82.26% | +10.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -30.52% | +20.00% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -40.39% | +3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -40.39% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -40.49% | -40.39% | -0.10% |
Current DrawdownCurrent decline from peak | -0.05% | -39.23% | +39.18% |
Average DrawdownAverage peak-to-trough decline | -14.68% | -24.25% | +9.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 17.84% | -13.98% |
Volatility
CAT1.DE vs. TMUS - Volatility Comparison
Caterpillar Inc (CAT1.DE) has a higher volatility of 9.32% compared to T-Mobile US, Inc. (TMUS) at 7.11%. This indicates that CAT1.DE'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
| CAT1.DE | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.32% | 7.11% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 25.73% | 20.32% | +5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.40% | 26.10% | +7.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.50% | 24.24% | +6.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.31% | 26.82% | +4.49% |
Dividends
CAT1.DE vs. TMUS - Dividend Comparison
CAT1.DE's dividend yield for the trailing twelve months is around 0.55%, less than TMUS's 2.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAT1.DE Caterpillar Inc | 0.55% | 0.91% | 1.24% | 1.47% | 1.69% | 1.70% | 2.19% | 2.18% | 2.14% | 1.81% | 2.68% | 3.66% |
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
CAT1.DE vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between Caterpillar 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CAT1.DE and TMUS have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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