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FOX vs. TMUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FOX and TMUS is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FOX vs. TMUS - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
31.65%
250.93%
FOX
TMUS

Key characteristics

Sharpe Ratio

FOX:

2.22

TMUS:

2.06

Sortino Ratio

FOX:

3.05

TMUS:

2.40

Omega Ratio

FOX:

1.45

TMUS:

1.40

Calmar Ratio

FOX:

2.38

TMUS:

3.72

Martin Ratio

FOX:

10.67

TMUS:

10.67

Ulcer Index

FOX:

5.47%

TMUS:

5.11%

Daily Std Dev

FOX:

25.31%

TMUS:

26.51%

Max Drawdown

FOX:

-50.69%

TMUS:

-86.29%

Current Drawdown

FOX:

-12.96%

TMUS:

-9.29%

Fundamentals

Market Cap

FOX:

$21.53B

TMUS:

$282.59B

EPS

FOX:

$4.66

TMUS:

$10.23

PE Ratio

FOX:

9.83

TMUS:

24.33

PEG Ratio

FOX:

6.64

TMUS:

1.16

PS Ratio

FOX:

1.42

TMUS:

3.42

PB Ratio

FOX:

1.82

TMUS:

4.62

Total Revenue (TTM)

FOX:

$11.73B

TMUS:

$82.69B

Gross Profit (TTM)

FOX:

$3.87B

TMUS:

$52.73B

EBITDA (TTM)

FOX:

$2.68B

TMUS:

$31.54B

Returns By Period

In the year-to-date period, FOX achieves a 3.20% return, which is significantly lower than TMUS's 12.50% return.


FOX

YTD

3.20%

1M

7.19%

6M

13.55%

1Y

55.41%

5Y*

14.51%

10Y*

N/A

TMUS

YTD

12.50%

1M

0.48%

6M

7.66%

1Y

54.14%

5Y*

20.88%

10Y*

22.32%

*Annualized

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Risk-Adjusted Performance

FOX vs. TMUS — Risk-Adjusted Performance Rank

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

FOX
The Risk-Adjusted Performance Rank of FOX is 9595
Overall Rank
The Sharpe Ratio Rank of FOX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FOX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FOX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FOX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FOX is 9595
Martin Ratio Rank

TMUS
The Risk-Adjusted Performance Rank of TMUS is 9494
Overall Rank
The Sharpe Ratio Rank of TMUS is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TMUS is 9090
Sortino Ratio Rank
The Omega Ratio Rank of TMUS is 9393
Omega Ratio Rank
The Calmar Ratio Rank of TMUS is 9898
Calmar Ratio Rank
The Martin Ratio Rank of TMUS is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FOX vs. TMUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOX) 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.


The current FOX Sharpe Ratio is 2.22, which is comparable to the TMUS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FOX 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.


Rolling 12-month Sharpe Ratio2.003.004.005.00December2025FebruaryMarchAprilMay
2.22
2.06
FOX
TMUS

Dividends

FOX vs. TMUS - Dividend Comparison

FOX's dividend yield for the trailing twelve months is around 1.15%, less than TMUS's 1.24% yield.


TTM202420232022202120202019
FOX
Fox Corporation
1.15%1.16%1.84%1.72%1.37%1.59%1.26%
TMUS
T-Mobile US, Inc.
1.24%1.28%0.41%0.00%0.00%0.00%0.00%

Drawdowns

FOX vs. TMUS - Drawdown Comparison

The maximum FOX drawdown since its inception was -50.69%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for FOX and TMUS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.96%
-9.29%
FOX
TMUS

Volatility

FOX vs. TMUS - Volatility Comparison

The current volatility for Fox Corporation (FOX) is 11.11%, while T-Mobile US, Inc. (TMUS) has a volatility of 14.63%. This indicates that FOX 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
11.11%
14.63%
FOX
TMUS

Financials

FOX vs. TMUS - Financials Comparison

This section allows you to compare key financial metrics between Fox Corporation 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


5.00B10.00B15.00B20.00B20212022202320242025
5.08B
20.89B
(FOX) Total Revenue
(TMUS) Total Revenue
Values in USD except per share items

FOX vs. TMUS - Profitability Comparison

The chart below illustrates the profitability comparison between Fox Corporation 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

20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
23.7%
64.6%
(FOX) Gross Margin
(TMUS) Gross Margin
FOX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Fox Corporation reported a gross profit of 1.21B and revenue of 5.08B. Therefore, the gross margin over that period was 23.7%.

TMUS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, T-Mobile US, Inc. reported a gross profit of 13.49B and revenue of 20.89B. Therefore, the gross margin over that period was 64.6%.

FOX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Fox Corporation reported an operating income of 680.00M and revenue of 5.08B, resulting in an operating margin of 13.4%.

TMUS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, T-Mobile US, Inc. reported an operating income of 4.80B and revenue of 20.89B, resulting in an operating margin of 23.0%.

FOX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Fox Corporation reported a net income of 373.00M and revenue of 5.08B, resulting in a net margin of 7.4%.

TMUS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, T-Mobile US, Inc. reported a net income of 2.95B and revenue of 20.89B, resulting in a net margin of 14.1%.