DTEGY vs. TMUS
Compare and contrast key facts about Deutsche Telekom AG ADR (DTEGY) and T-Mobile US, Inc. (TMUS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTEGY or TMUS.
Key characteristics
DTEGY | TMUS | |
---|---|---|
YTD Return | 2.32% | 1.70% |
1Y Return | 4.09% | 13.24% |
3Y Return (Ann) | 8.88% | 5.00% |
5Y Return (Ann) | 12.11% | 16.87% |
10Y Return (Ann) | 7.79% | 17.40% |
Sharpe Ratio | 0.30 | 0.86 |
Daily Std Dev | 16.59% | 15.77% |
Max Drawdown | -91.05% | -86.29% |
Current Drawdown | -24.19% | -2.99% |
Fundamentals
DTEGY | TMUS | |
---|---|---|
Market Cap | $117.91B | $192.42B |
EPS | $0.88 | $7.36 |
PE Ratio | 26.85 | 22.31 |
PEG Ratio | 0.71 | 0.81 |
Revenue (TTM) | $114.73B | $78.52B |
Gross Profit (TTM) | $45.95B | $47.56B |
EBITDA (TTM) | $38.22B | $29.25B |
Correlation
The correlation between DTEGY and TMUS is 0.36, 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
DTEGY vs. TMUS - Performance Comparison
In the year-to-date period, DTEGY achieves a 2.32% return, which is significantly higher than TMUS's 1.70% return. Over the past 10 years, DTEGY has underperformed TMUS with an annualized return of 7.79%, while TMUS has yielded a comparatively higher 17.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DTEGY vs. TMUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) 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
DTEGY vs. TMUS - Dividend Comparison
DTEGY's dividend yield for the trailing twelve months is around 3.51%, more than TMUS's 0.80% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Deutsche Telekom AG ADR | 3.51% | 3.09% | 3.50% | 3.86% | 7.15% | 4.81% | 4.70% | 3.74% | 3.54% | 3.12% | 4.37% | 5.35% |
T-Mobile US, Inc. | 0.80% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
Drawdowns
DTEGY vs. TMUS - Drawdown Comparison
The maximum DTEGY drawdown since its inception was -91.05%, which is greater than TMUS's maximum drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for DTEGY and TMUS. For additional features, visit the drawdowns tool.
Volatility
DTEGY vs. TMUS - Volatility Comparison
Deutsche Telekom AG ADR (DTEGY) has a higher volatility of 4.62% compared to T-Mobile US, Inc. (TMUS) at 2.59%. This indicates that DTEGY'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.
Financials
DTEGY vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Telekom AG ADR 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