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

Performance

EQH vs. TMUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equitable Holdings, Inc. (EQH) 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, EQH achieves a 1.43% return, which is significantly higher than TMUS's -14.07% return.


EQH

1D
-2.52%
1M
4.47%
6M
4.16%
YTD
1.43%
1Y
-2.42%
3Y*
21.03%
5Y*
11.86%
10Y*
ALL TIME*
14.16%

TMUS

1D
-0.36%
1M
-2.71%
6M
-11.52%
YTD
-14.07%
1Y
-25.82%
3Y*
9.58%
5Y*
4.63%
10Y*
14.46%
ALL TIME*
17.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$128.32M$127.00M$174.25M
$1.05B$938.45M$986.57M

EQH vs. TMUS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EQH
Equitable Holdings, Inc.
1.43%3.17%45.04%19.63%-10.17%31.00%6.52%53.13%-14.75%
TMUS
T-Mobile US, Inc.
-14.07%-6.58%39.70%15.02%20.71%-13.99%71.96%23.28%12.94%

Correlation

The correlation between EQH and TMUS is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.00

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.23

Correlation (All Time)
Calculated using the full available price history since May 10, 2018

0.25

Over the past year, the correlation between EQH and TMUS has dropped to 0.00 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

EQH:

$13.01B

TMUS:

$185.26B

EPS

EQH:

-$4.16

TMUS:

$9.54

PS Ratio

EQH:

0.83

TMUS:

2.07

Total Revenue (TTM)

EQH:

$11.32B

TMUS:

$92.19B

Gross Profit (TTM)

EQH:

$6.96B

TMUS:

$50.20B

EBITDA (TTM)

EQH:

-$759.00M

TMUS:

$28.32B

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Return for Risk

EQH vs. TMUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EQH
EQH Risk / Return Rank: 3737
Overall Rank
EQH Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EQH Sortino Ratio Rank: 3333
Sortino Ratio Rank
EQH Omega Ratio Rank: 3333
Omega Ratio Rank
EQH Calmar Ratio Rank: 4040
Calmar Ratio Rank
EQH Martin Ratio Rank: 4040
Martin Ratio Rank

TMUS
TMUS Risk / Return Rank: 1111
Overall Rank
TMUS Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 1010
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1010
Omega Ratio Rank
TMUS Calmar Ratio Rank: 1414
Calmar Ratio Rank
TMUS Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EQH vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Equitable Holdings, Inc. (EQH) 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.


EQHTMUSDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.00

0.85

+0.15

Calmar ratioReturn relative to maximum drawdown

-0.14

-0.77

+0.63

Martin ratioReturn relative to average drawdown

-0.27

-1.28

+1.00

EQH vs. TMUS - Sharpe Ratio Comparison

The current EQH Sharpe Ratio is -0.15, which is higher than the TMUS Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of EQH 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

EQH vs. TMUS - Drawdown Comparison

The maximum EQH drawdown since its inception was -61.33%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for EQH and TMUS.


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Drawdown Indicators


EQHTMUSDifference

Max Drawdown

Largest peak-to-trough decline

-61.33%

-86.29%

+24.96%

Max Drawdown (1Y)

Largest decline over 1 year

-34.72%

-34.02%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-35.85%

-37.13%

+1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-35.85%

-37.13%

+1.28%

Max Drawdown (10Y)

Largest decline over 10 years

-37.13%

Current Drawdown

Current decline from peak

-12.87%

-35.27%

+22.40%

Average Drawdown

Average peak-to-trough decline

-12.16%

-26.00%

+13.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.67%

20.57%

-2.90%

Volatility

EQH vs. TMUS - Volatility Comparison

The current volatility for Equitable Holdings, Inc. (EQH) is 9.89%, while T-Mobile US, Inc. (TMUS) has a volatility of 15.95%. This indicates that EQH 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.


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Volatility by Period


EQHTMUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.89%

15.95%

-6.06%

Volatility (6M)

Calculated over the trailing 6-month period

26.76%

24.94%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

32.50%

28.67%

+3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.89%

25.04%

+7.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.63%

26.50%

+12.13%

Dividends

EQH vs. TMUS - Dividend Comparison

EQH's dividend yield for the trailing twelve months is around 2.33%, more than TMUS's 2.28% yield.


PositionTTM20252024202320222021202020192018
EQH
Equitable Holdings, Inc.
2.33%2.20%1.99%2.58%2.72%2.17%2.58%2.34%1.56%
TMUS
T-Mobile US, Inc.
2.28%1.80%1.28%0.41%0.00%0.00%0.00%0.00%0.00%

Financials

EQH vs. TMUS - Financials Comparison

This section allows you to compare key financial metrics between Equitable Holdings, 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


Values in USD except per share items

EQH vs. TMUS - Profitability Comparison

The chart below illustrates the profitability comparison between Equitable Holdings, 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

EQH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Equitable Holdings, Inc. reported a gross profit of 3.61B and revenue of 4.23B. Therefore, the gross margin over that period was 85.2%.

TMUS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, T-Mobile US, Inc. reported a gross profit of 14.76B and revenue of 22.79B. Therefore, the gross margin over that period was 64.8%.

EQH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Equitable Holdings, Inc. reported an operating income of 0.00 and revenue of 4.23B, resulting in an operating margin of 0.0%.

TMUS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, T-Mobile US, Inc. reported an operating income of 5.49B and revenue of 22.79B, resulting in an operating margin of 24.1%.

EQH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Equitable Holdings, Inc. reported a net income of 621.00M and revenue of 4.23B, resulting in a net margin of 14.7%.

TMUS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, T-Mobile US, Inc. reported a net income of 3.24B and revenue of 22.79B, resulting in a net margin of 14.2%.


Frequently Asked Questions


EQH and TMUS have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMUS has higher volatility (15.95%) compared to EQH (9.89%). In terms of maximum drawdown, EQH dropped -61.33% vs TMUS's -86.29%.

EQH currently has the higher Sharpe Ratio (-0.15 vs -0.92), 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.

Portfolio Optimizer

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