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

Correlation

The correlation between FOXA and TMUS is 0.46, 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

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.

Loading data...

Key characteristics

Sharpe Ratio

FOXA:

2.38

TMUS:

1.67

Sortino Ratio

FOXA:

3.32

TMUS:

2.13

Omega Ratio

FOXA:

1.47

TMUS:

1.34

Calmar Ratio

FOXA:

3.03

TMUS:

3.22

Martin Ratio

FOXA:

12.08

TMUS:

8.10

Ulcer Index

FOXA:

5.45%

TMUS:

5.85%

Daily Std Dev

FOXA:

26.34%

TMUS:

26.81%

Max Drawdown

FOXA:

-50.55%

TMUS:

-86.29%

Current Drawdown

FOXA:

-4.82%

TMUS:

-10.90%

Fundamentals

Market Cap

FOXA:

$24.15B

TMUS:

$271.71B

EPS

FOXA:

$3.94

TMUS:

$10.24

PE Ratio

FOXA:

13.90

TMUS:

23.37

PEG Ratio

FOXA:

5.99

TMUS:

1.11

PS Ratio

FOXA:

1.50

TMUS:

3.29

PB Ratio

FOXA:

2.14

TMUS:

4.45

Total Revenue (TTM)

FOXA:

$16.11B

TMUS:

$82.69B

Gross Profit (TTM)

FOXA:

$16.11B

TMUS:

$52.73B

EBITDA (TTM)

FOXA:

$3.34B

TMUS:

$31.54B

Returns By Period

In the year-to-date period, FOXA achieves a 13.64% return, which is significantly higher than TMUS's 10.50% return.


FOXA

YTD

13.64%

1M

10.34%

6M

17.16%

1Y

62.16%

3Y*

17.32%

5Y*

15.07%

10Y*

N/A

TMUS

YTD

10.50%

1M

-1.56%

6M

-1.23%

1Y

44.42%

3Y*

23.09%

5Y*

20.01%

10Y*

20.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fox Corporation

T-Mobile US, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 9696
Overall Rank
The Sharpe Ratio Rank of FOXA is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FOXA is 9696
Sortino Ratio Rank
The Omega Ratio Rank of FOXA is 9696
Omega Ratio Rank
The Calmar Ratio Rank of FOXA is 9696
Calmar Ratio Rank
The Martin Ratio Rank of FOXA is 9696
Martin Ratio Rank

TMUS
The Risk-Adjusted Performance Rank of TMUS is 9292
Overall Rank
The Sharpe Ratio Rank of TMUS is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of TMUS is 8787
Sortino Ratio Rank
The Omega Ratio Rank of TMUS is 9090
Omega Ratio Rank
The Calmar Ratio Rank of TMUS is 9797
Calmar Ratio Rank
The Martin Ratio Rank of TMUS is 9292
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.


The current FOXA Sharpe Ratio is 2.38, which is higher than the TMUS Sharpe Ratio of 1.67. 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FOXA vs. TMUS - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 0.98%, less than TMUS's 1.63% yield.


TTM202420232022202120202019
FOXA
Fox Corporation
0.98%1.09%1.72%1.61%1.27%1.58%1.24%
TMUS
T-Mobile US, Inc.
1.63%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.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FOXA vs. TMUS - Volatility Comparison

Fox Corporation (FOXA) has a higher volatility of 8.65% compared to T-Mobile US, Inc. (TMUS) at 5.34%. This indicates that FOXA'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.


Loading data...

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


5.00B10.00B15.00B20.00B20212022202320242025
4.37B
20.89B
(FOXA) Total Revenue
(TMUS) Total Revenue
Values in USD except per share items

FOXA 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%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
64.6%
(FOXA) Gross Margin
(TMUS) Gross Margin
FOXA - 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 4.37B and revenue of 4.37B. Therefore, the gross margin over that period was 100.0%.

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%.

FOXA - 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 760.00M and revenue of 4.37B, resulting in an operating margin of 17.4%.

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%.

FOXA - 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 346.00M and revenue of 4.37B, resulting in a net margin of 7.9%.

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%.