FOX vs. TMUS
FOX (Fox Corporation) and TMUS (T-Mobile US, Inc.) are both stocks. Both are in the Communication Services sector — FOX in Broadcasting, TMUS in Telecom Services. Over the past 5 years, FOX returned 11.55%/yr vs 5.60%/yr for TMUS. At a 0.23 correlation, their price movements are largely independent.
Performance
FOX vs. TMUS - Performance Comparison
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Returns By Period
In the year-to-date period, FOX achieves a -11.06% return, which is significantly lower than TMUS's -9.72% return.
FOX
- 1D
- -2.06%
- 1M
- 2.44%
- YTD
- -11.06%
- 6M
- -2.67%
- 1Y
- 14.43%
- 3Y*
- 26.11%
- 5Y*
- 11.55%
- 10Y*
- —
TMUS
- 1D
- -3.91%
- 1M
- -6.16%
- YTD
- -9.72%
- 6M
- -12.08%
- 1Y
- -24.20%
- 3Y*
- 13.09%
- 5Y*
- 5.60%
- 10Y*
- 15.83%
FOX vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FOX Fox Corporation | -11.06% | 43.41% | 68.25% | -1.22% | -15.80% | 20.19% | -19.41% | -5.89% |
TMUS T-Mobile US, Inc. | -9.72% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 8.54% |
Correlation
The correlation between FOX and TMUS is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2019 | 0.23 |
Over the past year, the correlation between FOX and TMUS has dropped to 0.01 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.
Fundamentals
FOX:
$24.81B
TMUS:
$199.97B
FOX:
$3.83
TMUS:
$9.41
FOX:
14.98
TMUS:
19.28
FOX:
0.97
TMUS:
0.29
FOX:
1.58
TMUS:
2.25
FOX:
2.26
TMUS:
3.58
FOX:
$16.20B
TMUS:
$90.53B
FOX:
$5.67B
TMUS:
$34.92B
FOX:
$3.09B
TMUS:
$28.22B
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Return for Risk
FOX vs. TMUS — Risk / Return Rank
FOX
TMUS
FOX vs. TMUS - Risk-Adjusted Trends 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.
| FOX | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.49 | ||
| Sortino ratioReturn per unit of downside risk | +2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.85 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | -0.85 | +1.39 |
| Martin ratioReturn relative to average drawdown | 1.31 | -1.40 | +2.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FOX | TMUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | -0.97 | +1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.24 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.20 | +0.02 |
Drawdowns
FOX vs. TMUS - Drawdown Comparison
The maximum FOX drawdown since its inception was -50.70%, 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.
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Drawdown Indicators
| FOX | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -86.29% | +35.59% |
Max Drawdown (1Y)Largest decline over 1 year | -26.77% | -28.62% | +1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -26.77% | -31.99% | +5.22% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | -31.99% | -0.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.99% | — |
Current DrawdownCurrent decline from peak | -14.77% | -31.99% | +17.22% |
Average DrawdownAverage peak-to-trough decline | -17.71% | -25.95% | +8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.08% | 17.33% | -6.25% |
Volatility
FOX vs. TMUS - Volatility Comparison
Fox Corporation (FOX) has a higher volatility of 11.26% compared to T-Mobile US, Inc. (TMUS) at 6.53%. This indicates that FOX'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.
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Volatility by Period
| FOX | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.26% | 6.53% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 19.92% | 19.07% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.94% | 24.92% | +3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.31% | 23.85% | +2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.20% | 26.07% | +5.13% |
Dividends
FOX vs. TMUS - Dividend Comparison
FOX's dividend yield for the trailing twelve months is around 0.97%, less than TMUS's 2.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FOX Fox Corporation | 0.97% | 0.85% | 1.16% | 1.84% | 1.72% | 1.37% | 1.59% | 1.26% |
TMUS T-Mobile US, Inc. | 2.17% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
FOX vs. TMUS - Profitability Comparison
FOX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fox Corporation reported a gross profit of 1.50B and revenue of 3.99B. Therefore, the gross margin over that period was 37.6%.
TMUS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported a gross profit of 0.00 and revenue of 23.11B. Therefore, the gross margin over that period was 0.0%.
FOX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fox Corporation reported an operating income of 801.00M and revenue of 3.99B, resulting in an operating margin of 20.1%.
TMUS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported an operating income of 4.50B and revenue of 23.11B, resulting in an operating margin of 19.5%.
FOX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fox Corporation reported a net income of 166.00M and revenue of 3.99B, resulting in a net margin of 4.2%.
TMUS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported a net income of 2.50B and revenue of 23.11B, resulting in a net margin of 10.8%.
Frequently Asked Questions
FOX and TMUS have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOX has higher volatility (11.26%) compared to TMUS (6.53%). In terms of maximum drawdown, FOX dropped -50.70% vs TMUS's -86.29%.
FOX currently has the higher Sharpe Ratio (0.52 vs -0.97), 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.
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