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

Correlation

The correlation between FOXA and TMUS is 0.26, 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.


-0.50.00.51.00.3

Performance

FOXA vs. TMUS - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
43.13%
35.66%
FOXA
TMUS

Key characteristics

Sharpe Ratio

FOXA:

4.56

TMUS:

3.23

Sortino Ratio

FOXA:

6.40

TMUS:

4.18

Omega Ratio

FOXA:

1.79

TMUS:

1.62

Calmar Ratio

FOXA:

2.76

TMUS:

4.53

Martin Ratio

FOXA:

47.09

TMUS:

14.65

Ulcer Index

FOXA:

1.93%

TMUS:

4.46%

Daily Std Dev

FOXA:

19.97%

TMUS:

20.29%

Max Drawdown

FOXA:

-50.55%

TMUS:

-86.29%

Current Drawdown

FOXA:

0.00%

TMUS:

-2.76%

Fundamentals

Market Cap

FOXA:

$25.15B

TMUS:

$300.68B

EPS

FOXA:

$4.66

TMUS:

$9.66

PE Ratio

FOXA:

12.33

TMUS:

27.26

PEG Ratio

FOXA:

7.98

TMUS:

1.44

Total Revenue (TTM)

FOXA:

$15.18B

TMUS:

$81.40B

Gross Profit (TTM)

FOXA:

$6.93B

TMUS:

$44.82B

EBITDA (TTM)

FOXA:

$3.84B

TMUS:

$31.11B

Returns By Period

In the year-to-date period, FOXA achieves a 18.28% return, which is significantly lower than TMUS's 19.31% return.


FOXA

YTD

18.28%

1M

19.71%

6M

43.13%

1Y

93.96%

5Y*

11.43%

10Y*

N/A

TMUS

YTD

19.31%

1M

20.27%

6M

35.66%

1Y

64.91%

5Y*

22.33%

10Y*

23.80%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FOXA vs. TMUS — Risk-Adjusted Performance Rank

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

FOXA
The Risk-Adjusted Performance Rank of FOXA is 9898
Overall Rank
The Sharpe Ratio Rank of FOXA is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FOXA is 9999
Sortino Ratio Rank
The Omega Ratio Rank of FOXA is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FOXA is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FOXA is 100100
Martin Ratio Rank

TMUS
The Risk-Adjusted Performance Rank of TMUS is 9797
Overall Rank
The Sharpe Ratio Rank of TMUS is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of TMUS is 9696
Sortino Ratio Rank
The Omega Ratio Rank of TMUS is 9797
Omega Ratio Rank
The Calmar Ratio Rank of TMUS is 9797
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.

FOXA vs. TMUS - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FOXA, currently valued at 4.56, compared to the broader market-2.000.002.004.563.23
The chart of Sortino ratio for FOXA, currently valued at 6.40, compared to the broader market-4.00-2.000.002.004.006.006.404.18
The chart of Omega ratio for FOXA, currently valued at 1.79, compared to the broader market0.501.001.502.001.791.62
The chart of Calmar ratio for FOXA, currently valued at 2.76, compared to the broader market0.002.004.006.002.764.53
The chart of Martin ratio for FOXA, currently valued at 47.09, compared to the broader market0.0010.0020.0030.0047.0914.65
FOXA
TMUS

The current FOXA Sharpe Ratio is 4.56, which is higher than the TMUS Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of FOXA 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 Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
4.56
3.23
FOXA
TMUS

Dividends

FOXA vs. TMUS - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 0.92%, less than TMUS's 1.07% yield.


TTM202420232022202120202019
FOXA
Fox Corporation
0.92%1.09%1.72%1.61%1.27%1.58%1.24%
TMUS
T-Mobile US, Inc.
1.07%1.28%0.41%0.00%0.00%0.00%0.00%

Drawdowns

FOXA vs. TMUS - Drawdown Comparison

The maximum FOXA drawdown since its inception was -50.55%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for FOXA and TMUS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-2.76%
FOXA
TMUS

Volatility

FOXA vs. TMUS - Volatility Comparison

The current volatility for Fox Corporation (FOXA) is 6.65%, while T-Mobile US, Inc. (TMUS) has a volatility of 9.41%. This indicates that FOXA 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
6.65%
9.41%
FOXA
TMUS

Financials

FOXA 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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