CL vs. TMUS

Last updated Jul 21, 2026

CL (Colgate-Palmolive Company) and TMUS (T-Mobile US, Inc.) are both stocks. CL operates in Household & Personal Products (Consumer Defensive), while TMUS operates in Telecom Services (Communication Services). Over the past 10 years, CL returned 4.55%/yr vs 16.24%/yr for TMUS. At a 0.26 correlation, their price movements are largely independent.

Performance

CL vs. TMUS - Performance Comparison

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

Returns By Period

In the year-to-date period, CL achieves a 18.45% return, which is significantly higher than TMUS's -2.66% return. Over the past 10 years, CL has underperformed TMUS with an annualized return of 4.55%, while TMUS has yielded a comparatively higher 16.24% annualized return.

CL

• 1D: -0.56%
• 1M: 3.33%
• 6M: 10.74%
• YTD: 18.45%
• 1Y: 8.51%
• 3Y*: 8.51%
• 5Y*: 4.73%
• 10Y*: 4.55%
• ALL TIME*: 10.30%

TMUS

• 1D: 1.67%
• 1M: 7.69%
• 6M: 6.08%
• YTD: -2.66%
• 1Y: -12.27%
• 3Y*: 13.24%
• 5Y*: 7.19%
• 10Y*: 16.24%
• ALL TIME*: 18.39%

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

CL vs. TMUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CL Colgate-Palmolive Company	18.45%	-10.98%	16.57%	3.78%	-5.44%	2.08%	27.17%	18.60%	-19.19%	17.88%
TMUS T-Mobile US, Inc.	-2.66%	-6.58%	39.70%	15.02%	20.71%	-13.99%	71.96%	23.28%	0.16%	10.43%

Correlation

The correlation between CL and TMUS is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007	0.26

Fundamentals

Market Cap CL : $73.56B TMUS : $211.72B
EPS CL : $2.59 TMUS : $9.45
PE Ratio CL : 35.53 TMUS : 20.70
PEG Ratio CL : 9.18 TMUS : 0.31
PS Ratio CL : 3.57 TMUS : 2.41
PB Ratio CL : 510.43 TMUS : 3.86
Total Revenue (TTM) CL : $20.80B TMUS : $90.53B
Gross Profit (TTM) CL : $12.49B TMUS : $34.92B
EBITDA (TTM) CL : $3.92B TMUS : $28.22B

Return for Risk

CL vs. TMUS — Risk / Return Rank

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

CL

CL Risk / Return Rank: 55
CL Sharpe Ratio Rank: 59
CL Sortino Ratio Rank: 52
CL Omega Ratio Rank: 50
CL Calmar Ratio Rank: 58
CL Martin Ratio Rank: 56

TMUS

TMUS Risk / Return Rank: 27
TMUS Sharpe Ratio Rank: 24
TMUS Sortino Ratio Rank: 22
TMUS Omega Ratio Rank: 23
TMUS Calmar Ratio Rank: 33
TMUS Martin Ratio Rank: 33

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.

CL vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CL) 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.

	CL	TMUS	Difference
Sharpe ratio: Return per unit of total volatility	0.38	-0.47	+0.85
Sortino ratio: Return per unit of downside risk	0.71	-0.52	+1.24
Omega ratio: Gain probability vs. loss probability	1.08	0.94	+0.14
Calmar ratio: Return relative to maximum drawdown	0.50	-0.36	+0.87
Martin ratio: Return relative to average drawdown	0.90	-0.62	+1.52

CL vs. TMUS - Sharpe Ratio Comparison

The current CL Sharpe Ratio is 0.38, which is higher than the TMUS Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of CL 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.

Drawdowns

CL vs. TMUS - Drawdown Comparison

The maximum CL drawdown since its inception was -58.91%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for CL and TMUS.

Drawdown Indicators

	CL	TMUS	Difference
Max Drawdown Largest peak-to-trough decline	-58.91%	-86.29%	+27.38%
Max Drawdown (1Y) Largest decline over 1 year	-16.97%	-34.02%	+17.05%
Max Drawdown (3Y) Largest decline over 3 years	-29.05%	-37.13%	+8.08%
Max Drawdown (5Y) Largest decline over 5 years	-29.05%	-37.13%	+8.08%
Max Drawdown (10Y) Largest decline over 10 years	-29.05%	-37.13%	+8.08%
Current Drawdown Current decline from peak	-11.42%	-26.67%	+15.25%
Average Drawdown Average peak-to-trough decline	-11.24%	-25.98%	+14.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.45%	19.82%	-10.37%

Volatility

CL vs. TMUS - Volatility Comparison

The current volatility for Colgate-Palmolive Company (CL) is 7.69%, while T-Mobile US, Inc. (TMUS) has a volatility of 10.23%. This indicates that CL 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.

Volatility by Period

	CL	TMUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.69%	10.23%	-2.54%
Volatility (6M) Calculated over the trailing 6-month period	17.58%	20.95%	-3.37%
Volatility (1Y) Calculated over the trailing 1-year period	22.48%	26.25%	-3.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.05%	24.30%	-5.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.86%	26.17%	-6.31%

Dividends

CL vs. TMUS - Dividend Comparison

CL's dividend yield for the trailing twelve months is around 2.28%, more than TMUS's 2.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CL Colgate-Palmolive Company	2.28%	2.61%	2.18%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%
TMUS T-Mobile US, Inc.	2.01%	1.80%	1.28%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

CL vs. TMUS - Profitability Comparison

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

Portfolio components

CL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Colgate-Palmolive Company reported a gross profit of 3.23B and revenue of 5.32B. Therefore, the gross margin over that period was 60.6%.

TMUS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.

CL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Colgate-Palmolive Company reported an operating income of 1.16B and revenue of 5.32B, resulting in an operating margin of 21.7%.

TMUS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.

CL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Colgate-Palmolive Company reported a net income of 646.00M and revenue of 5.32B, resulting in a net margin of 12.1%.

TMUS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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

Can I hold both CL and TMUS in my portfolio?

CL and TMUS have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CL or TMUS?

TMUS has higher volatility (10.23%) compared to CL (7.69%). In terms of maximum drawdown, CL dropped -58.91% vs TMUS's -86.29%.

Which has better risk-adjusted returns?

CL currently has the higher Sharpe Ratio (0.38 vs -0.47), 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.