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 | 28.05% | 50.72% |
| 1Y Return | 33.47% | 64.87% |
| 3Y Return (Ann) | 19.21% | 27.21% |
| 5Y Return (Ann) | 17.67% | 26.00% |
| 10Y Return (Ann) | 11.30% | 23.95% |
| Sharpe Ratio | 2.50 | 4.22 |
| Sortino Ratio | 3.47 | 5.79 |
| Omega Ratio | 1.44 | 1.82 |
| Calmar Ratio | 1.15 | 12.64 |
| Martin Ratio | 10.32 | 30.80 |
| Ulcer Index | 3.33% | 2.09% |
| Daily Std Dev | 13.78% | 15.27% |
| Max Drawdown | -91.05% | -86.29% |
| Current Drawdown | -5.13% | 0.00% |
Fundamentals
| DTEGY | TMUS | |
|---|---|---|
| Market Cap | $153.09B | $277.36B |
| EPS | $1.07 | $8.77 |
| PE Ratio | 27.86 | 27.25 |
| PEG Ratio | 25.76 | 0.96 |
| Total Revenue (TTM) | $85.20B | $80.01B |
| Gross Profit (TTM) | $51.64B | $44.30B |
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 28.05% return, which is significantly lower than TMUS's 50.72% return. Over the past 10 years, DTEGY has underperformed TMUS with an annualized return of 11.30%, 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.
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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 2.80%, more than TMUS's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 2.80% | 3.09% | 3.50% | 3.86% | 7.15% | 4.81% | 4.70% | 3.74% | 3.54% | 3.12% | 4.37% | 5.35% |
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
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
The current volatility for Deutsche Telekom AG ADR (DTEGY) is 5.11%, while T-Mobile US, Inc. (TMUS) has a volatility of 7.73%. 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.
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