DTEGY vs. TMUS

Last updated Apr 2, 2026

Compare and contrast key facts about Deutsche Telekom AG ADR (DTEGY) and T-Mobile US, Inc. (TMUS).

Performance

DTEGY vs. TMUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deutsche Telekom AG ADR (DTEGY) and T-Mobile US, Inc. (TMUS). The values are adjusted to include any dividend payments, if applicable.

DTEGY vs. TMUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTEGY Deutsche Telekom AG ADR	13.64%	12.53%	28.06%	24.40%	16.64%	3.76%	20.51%	0.36%	0.80%	6.79%
TMUS T-Mobile US, Inc.	1.08%	-6.58%	39.70%	15.02%	20.71%	-13.99%	71.96%	23.28%	0.16%	10.43%

Fundamentals

Market Cap DTEGY : $179.78B TMUS : $228.23B
EPS DTEGY : $1.97 TMUS : $9.76
PE Ratio DTEGY : 18.83 TMUS : 20.93
PEG Ratio DTEGY : 0.79 TMUS : 0.32
PS Ratio DTEGY : 1.51 TMUS : 2.60
PB Ratio DTEGY : 2.89 TMUS : 3.85
Total Revenue (TTM) DTEGY : $119.94B TMUS : $88.31B
Gross Profit (TTM) DTEGY : $51.98B TMUS : $38.07B
EBITDA (TTM) DTEGY : $47.39B TMUS : $28.41B

Returns By Period

In the year-to-date period, DTEGY achieves a 13.64% return, which is significantly higher than TMUS's 1.08% return. Over the past 10 years, DTEGY has underperformed TMUS with an annualized return of 12.87%, while TMUS has yielded a comparatively higher 18.36% annualized return.

DTEGY

• 1D: 0.22%
• 1M: -3.78%
• YTD: 13.64%
• 6M: 8.74%
• 1Y: 2.23%
• 3Y*: 18.94%
• 5Y*: 17.14%
• 10Y*: 12.87%

TMUS

• 1D: -2.75%
• 1M: -5.49%
• YTD: 1.08%
• 6M: -11.58%
• 1Y: -22.64%
• 3Y*: 13.62%
• 5Y*: 10.72%
• 10Y*: 18.36%

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

Return for Risk

DTEGY vs. TMUS — Risk / Return Rank

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

DTEGY

DTEGY Risk / Return Rank: 41
DTEGY Sharpe Ratio Rank: 44
DTEGY Sortino Ratio Rank: 36
DTEGY Omega Ratio Rank: 36
DTEGY Calmar Ratio Rank: 44
DTEGY Martin Ratio Rank: 44

TMUS

TMUS Risk / Return Rank: 12
TMUS Sharpe Ratio Rank: 8
TMUS Sortino Ratio Rank: 10
TMUS Omega Ratio Rank: 10
TMUS Calmar Ratio Rank: 15
TMUS Martin Ratio Rank: 15

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.

DTEGY vs. TMUS - Risk-Adjusted Trends 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.

	DTEGY	TMUS	Difference
Sharpe ratio Return per unit of total volatility	0.09	-0.84	+0.93
Sortino ratio Return per unit of downside risk	0.29	-1.02	+1.31
Omega ratio Gain probability vs. loss probability	1.04	0.86	+0.17
Calmar ratio Return relative to maximum drawdown	0.14	-0.72	+0.86
Martin ratio Return relative to average drawdown	0.27	-1.30	+1.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DTEGY vs. TMUS - Sharpe Ratio Comparison

The current DTEGY Sharpe Ratio is 0.09, which is higher than the TMUS Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of DTEGY and TMUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DTEGY	TMUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.09	-0.84	+0.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	0.46	+0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.71	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.21	+0.31

Correlation

The correlation between DTEGY and TMUS is 0.37, 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.

Dividends

DTEGY vs. TMUS - Dividend Comparison

DTEGY's dividend yield for the trailing twelve months is around 2.62%, more than TMUS's 1.86% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTEGY Deutsche Telekom AG ADR	2.62%	2.98%	2.70%	3.09%	7.01%	2.67%	5.88%	4.71%	4.52%	3.70%	6.92%	3.19%
TMUS T-Mobile US, Inc.	1.86%	1.80%	1.28%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DTEGY vs. TMUS - Drawdown Comparison

The maximum DTEGY drawdown since its inception was -40.18%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for DTEGY and TMUS.

Drawdown Indicators

	DTEGY	TMUS	Difference
Max Drawdown Largest peak-to-trough decline	-40.18%	-86.29%	+46.11%
Max Drawdown (1Y) Largest decline over 1 year	-21.44%	-30.63%	+9.19%
Max Drawdown (5Y) Largest decline over 5 years	-25.85%	-31.99%	+6.14%
Max Drawdown (10Y) Largest decline over 10 years	-40.18%	-31.99%	-8.19%
Current Drawdown Current decline from peak	-7.75%	-23.86%	+16.11%
Average Drawdown Average peak-to-trough decline	-9.77%	-25.93%	+16.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.14%	16.96%	-5.82%

Volatility

DTEGY vs. TMUS - Volatility Comparison

The current volatility for Deutsche Telekom AG ADR (DTEGY) is 5.42%, while T-Mobile US, Inc. (TMUS) has a volatility of 6.35%. This indicates that DTEGY 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

	DTEGY	TMUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.42%	6.35%	-0.93%
Volatility (6M) Calculated over the trailing 6-month period	16.07%	17.45%	-1.38%
Volatility (1Y) Calculated over the trailing 1-year period	24.23%	27.14%	-2.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.00%	23.64%	-2.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.50%	25.88%	-4.38%

Financials

DTEGY vs. TMUS - Profitability Comparison

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

DTEGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Deutsche Telekom AG ADR reported a gross profit of 6.67B and revenue of 31.42B. Therefore, the gross margin over that period was 21.2%.

TMUS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, T-Mobile US, Inc. reported a gross profit of 0.00 and revenue of 24.33B. Therefore, the gross margin over that period was 0.0%.

DTEGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Deutsche Telekom AG ADR reported an operating income of 6.20B and revenue of 31.42B, resulting in an operating margin of 19.7%.

TMUS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, T-Mobile US, Inc. reported an operating income of 3.40B and revenue of 24.33B, resulting in an operating margin of 14.0%.

DTEGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Deutsche Telekom AG ADR reported a net income of 1.71B and revenue of 31.42B, resulting in a net margin of 5.4%.

TMUS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, T-Mobile US, Inc. reported a net income of 2.10B and revenue of 24.33B, resulting in a net margin of 8.6%.