CL vs. TMUS
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 4.21%/yr vs 16.10%/yr for TMUS. At a 0.26 correlation, their price movements are largely independent.
Performance
CL vs. TMUS - Performance Comparison
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Returns By Period
In the year-to-date period, CL achieves a 10.27% return, which is significantly higher than TMUS's -11.22% return. Over the past 10 years, CL has underperformed TMUS with an annualized return of 4.21%, while TMUS has yielded a comparatively higher 16.10% annualized return.
CL
- 1D
- -2.83%
- 1M
- -1.69%
- YTD
- 10.27%
- 6M
- 14.49%
- 1Y
- -2.21%
- 3Y*
- 6.80%
- 5Y*
- 3.26%
- 10Y*
- 4.21%
TMUS
- 1D
- 0.19%
- 1M
- -7.35%
- YTD
- -11.22%
- 6M
- -11.83%
- 1Y
- -26.06%
- 3Y*
- 12.41%
- 5Y*
- 4.85%
- 10Y*
- 16.10%
CL vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CL Colgate-Palmolive Company | 10.27% | -10.98% | 16.57% | 3.78% | -5.44% | 2.08% | 27.17% | 18.60% | -19.19% | 17.88% |
TMUS T-Mobile US, Inc. | -11.22% | -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 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
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 20, 2007 | 0.26 |
Fundamentals
CL:
$69.29B
TMUS:
$196.64B
CL:
$2.58
TMUS:
$9.41
CL:
33.37
TMUS:
18.96
CL:
8.62
TMUS:
0.29
CL:
3.35
TMUS:
2.21
CL:
477.90
TMUS:
3.52
CL:
$20.80B
TMUS:
$90.53B
CL:
$12.49B
TMUS:
$34.92B
CL:
$3.92B
TMUS:
$28.22B
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Return for Risk
CL vs. TMUS — Risk / Return Rank
CL
TMUS
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.
| CL | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.83 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | -0.86 | +0.74 |
| Martin ratioReturn relative to average drawdown | -0.20 | -1.49 | +1.29 |
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
| CL | TMUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.10 | -1.05 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.20 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.62 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.20 | +0.22 |
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.
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Drawdown Indicators
| CL | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.91% | -86.29% | +27.38% |
Max Drawdown (1Y)Largest decline over 1 year | -18.64% | -30.37% | +11.73% |
Max Drawdown (3Y)Largest decline over 3 years | -29.05% | -33.65% | +4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -29.05% | -33.65% | +4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -29.05% | -33.65% | +4.60% |
Current DrawdownCurrent decline from peak | -17.54% | -33.12% | +15.58% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -25.96% | +14.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.29% | 17.64% | -6.35% |
Volatility
CL vs. TMUS - Volatility Comparison
Colgate-Palmolive Company (CL) has a higher volatility of 7.77% compared to T-Mobile US, Inc. (TMUS) at 6.91%. This indicates that CL'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
| CL | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 6.91% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 17.27% | 19.14% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.67% | 25.04% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.77% | 23.86% | -5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 26.08% | -6.34% |
Dividends
CL vs. TMUS - Dividend Comparison
CL's dividend yield for the trailing twelve months is around 2.43%, more than TMUS's 2.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CL Colgate-Palmolive Company | 2.43% | 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. | 2.21% | 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 - Financials Comparison
This section allows you to compare key financial metrics between Colgate-Palmolive Company 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
CL vs. TMUS - Profitability Comparison
CL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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 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%.
CL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 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%.
CL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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 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
CL and TMUS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CL has higher volatility (7.77%) compared to TMUS (6.91%). In terms of maximum drawdown, CL dropped -58.91% vs TMUS's -86.29%.
CL currently has the higher Sharpe Ratio (-0.10 vs -1.05), 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.
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