DTE.DE vs. TMUS
Compare and contrast key facts about Deutsche Telekom AG (DTE.DE) and T-Mobile US, Inc. (TMUS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTE.DE or TMUS.
Key characteristics
| DTE.DE | TMUS | |
|---|---|---|
| YTD Return | 33.42% | 50.72% |
| 1Y Return | 34.07% | 64.87% |
| 3Y Return (Ann) | 21.78% | 27.21% |
| 5Y Return (Ann) | 18.27% | 26.00% |
| 10Y Return (Ann) | 12.99% | 23.95% |
| Sharpe Ratio | 2.87 | 4.22 |
| Sortino Ratio | 3.74 | 5.79 |
| Omega Ratio | 1.52 | 1.82 |
| Calmar Ratio | 0.94 | 12.64 |
| Martin Ratio | 11.82 | 30.80 |
| Ulcer Index | 2.98% | 2.09% |
| Daily Std Dev | 12.23% | 15.27% |
| Max Drawdown | -91.32% | -86.29% |
| Current Drawdown | -15.39% | 0.00% |
Fundamentals
| DTE.DE | TMUS | |
|---|---|---|
| Market Cap | €139.55B | $277.36B |
| EPS | €1.00 | $8.77 |
| PE Ratio | 28.03 | 27.25 |
| PEG Ratio | 26.44 | 0.96 |
| Total Revenue (TTM) | €85.71B | $80.01B |
| Gross Profit (TTM) | €27.89B | $44.30B |
| EBITDA (TTM) | €36.13B | $30.13B |
Correlation
The correlation between DTE.DE and TMUS is 0.27, 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.
Performance
DTE.DE vs. TMUS - Performance Comparison
In the year-to-date period, DTE.DE achieves a 33.42% return, which is significantly lower than TMUS's 50.72% return. Over the past 10 years, DTE.DE has underperformed TMUS with an annualized return of 12.99%, while TMUS has yielded a comparatively higher 23.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
DTE.DE vs. TMUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (DTE.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.
Dividends
DTE.DE vs. TMUS - Dividend Comparison
DTE.DE's dividend yield for the trailing twelve months is around 2.75%, more than TMUS's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTE.DE Deutsche Telekom AG | 2.75% | 3.22% | 3.43% | 3.68% | 8.02% | 4.80% | 4.39% | 4.06% | 3.36% | 3.00% | 3.77% | 5.63% |
TMUS T-Mobile US, Inc. | 1.09% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
Drawdowns
DTE.DE vs. TMUS - Drawdown Comparison
The maximum DTE.DE drawdown since its inception was -91.32%, which is greater than TMUS's maximum drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for DTE.DE and TMUS. For additional features, visit the drawdowns tool.
Volatility
DTE.DE vs. TMUS - Volatility Comparison
The current volatility for Deutsche Telekom AG (DTE.DE) is 4.94%, while T-Mobile US, Inc. (TMUS) has a volatility of 7.73%. This indicates that DTE.DE 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.
Financials
DTE.DE vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Telekom AG 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