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

Performance

COKE vs. TMUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coca-Cola Consolidated, Inc. (COKE) 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, COKE achieves a 22.93% return, which is significantly higher than TMUS's -5.91% return. Over the past 10 years, COKE has outperformed TMUS with an annualized return of 31.81%, while TMUS has yielded a comparatively lower 16.66% annualized return.


COKE

1D
0.85%
1M
10.35%
YTD
22.93%
6M
13.67%
1Y
74.22%
3Y*
43.83%
5Y*
35.39%
10Y*
31.81%

TMUS

1D
1.77%
1M
2.65%
YTD
-5.91%
6M
-2.11%
1Y
-15.50%
3Y*
15.04%
5Y*
6.35%
10Y*
16.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COKE vs. TMUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COKE
Coca-Cola Consolidated, Inc.
22.93%22.63%38.75%82.92%-17.09%133.24%-5.87%60.74%-17.10%20.94%
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 COKE and TMUS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.16

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

0.23

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

0.23

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

0.22

Fundamentals

Market Cap

COKE:

$12.52B

TMUS:

$208.40B

EPS

COKE:

$7.14

TMUS:

$9.41

PE Ratio

COKE:

26.33

TMUS:

20.09

PEG Ratio

COKE:

0.54

TMUS:

0.31

PS Ratio

COKE:

2.03

TMUS:

2.34

Total Revenue (TTM)

COKE:

$7.49B

TMUS:

$90.53B

Gross Profit (TTM)

COKE:

$2.95B

TMUS:

$34.92B

EBITDA (TTM)

COKE:

$1.10B

TMUS:

$28.22B

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Return for Risk

COKE vs. TMUS — Risk / Return Rank

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

COKE
COKE Risk / Return Rank: 8686
Overall Rank
COKE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
COKE Sortino Ratio Rank: 8484
Sortino Ratio Rank
COKE Omega Ratio Rank: 8787
Omega Ratio Rank
COKE Calmar Ratio Rank: 8484
Calmar Ratio Rank
COKE Martin Ratio Rank: 8686
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.

COKE vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coca-Cola Consolidated, Inc. (COKE) 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.


COKETMUSDifference
Sharpe ratioReturn per unit of total volatility

+2.72

Sortino ratioReturn per unit of downside risk

+3.23

Omega ratioGain probability vs. loss probability

1.36

0.91

+0.45

Calmar ratioReturn relative to maximum drawdown

2.96

-0.52

+3.48

Martin ratioReturn relative to average drawdown

8.68

-0.88

+9.56

COKE vs. TMUS - Sharpe Ratio Comparison

The current COKE Sharpe Ratio is 2.09, which is higher than the TMUS Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of COKE 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

COKE vs. TMUS - Drawdown Comparison

The maximum COKE drawdown since its inception was -54.32%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for COKE and TMUS.


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Drawdown Indicators


COKETMUSDifference

Max Drawdown

Largest peak-to-trough decline

-54.32%

-86.29%

+31.97%

Max Drawdown (1Y)

Largest decline over 1 year

-24.56%

-30.37%

+5.81%

Max Drawdown (3Y)

Largest decline over 3 years

-27.38%

-33.65%

+6.27%

Max Drawdown (5Y)

Largest decline over 5 years

-35.52%

-33.65%

-1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-51.71%

-33.65%

-18.06%

Current Drawdown

Current decline from peak

-13.27%

-29.12%

+15.85%

Average Drawdown

Average peak-to-trough decline

-18.88%

-25.96%

+7.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

17.87%

-9.51%

Volatility

COKE vs. TMUS - Volatility Comparison

Coca-Cola Consolidated, Inc. (COKE) has a higher volatility of 10.16% compared to T-Mobile US, Inc. (TMUS) at 7.72%. This indicates that COKE'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


COKETMUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.16%

7.72%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

29.90%

19.08%

+10.82%

Volatility (1Y)

Calculated over the trailing 1-year period

34.84%

24.99%

+9.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.53%

23.90%

+13.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.18%

26.08%

+11.10%

Dividends

COKE vs. TMUS - Dividend Comparison

COKE's dividend yield for the trailing twelve months is around 0.53%, less than TMUS's 2.08% yield.


PositionTTM20252024202320222021202020192018201720162015
COKE
Coca-Cola Consolidated, Inc.
0.53%0.65%1.59%0.54%0.20%0.16%0.38%0.35%0.56%0.46%0.56%0.55%
TMUS
T-Mobile US, Inc.
2.08%1.80%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

COKE vs. TMUS - Financials Comparison

This section allows you to compare key financial metrics between Coca-Cola Consolidated, 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
1.85B
23.11B
(COKE) Total Revenue
(TMUS) Total Revenue
Values in USD except per share items

COKE vs. TMUS - Profitability Comparison

The chart below illustrates the profitability comparison between Coca-Cola Consolidated, 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
39.4%
0
Portfolio components
COKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Coca-Cola Consolidated, Inc. reported a gross profit of 727.08M and revenue of 1.85B. Therefore, the gross margin over that period was 39.4%.

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%.

COKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coca-Cola Consolidated, Inc. reported an operating income of 237.52M and revenue of 1.85B, resulting in an operating margin of 12.9%.

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%.

COKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coca-Cola Consolidated, Inc. reported a net income of 111.56M and revenue of 1.85B, resulting in a net margin of 6.0%.

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


COKE and TMUS have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COKE has higher volatility (10.16%) compared to TMUS (7.72%). In terms of maximum drawdown, COKE dropped -54.32% vs TMUS's -86.29%.

COKE currently has the higher Sharpe Ratio (2.09 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.

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