IDCC vs. TMUS

In the year-to-date period, IDCC achieves a -11.16% return, which is significantly lower than TMUS's -0.80% return. Over the past 10 years, IDCC has underperformed TMUS with an annualized return of 14.84%, while TMUS has yielded a comparatively higher 22.26% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for InterDigital, Inc. (IDCC) 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 IDCC Sharpe Ratio is 2.29, which is comparable to the TMUS Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of IDCC 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.

IDCC's dividend yield for the trailing twelve months is around 0.99%, less than TMUS's 1.29% yield.

The maximum IDCC drawdown since its inception was -94.15%, which is greater than TMUS's maximum drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for IDCC and TMUS. For additional features, visit the drawdowns tool.

InterDigital, Inc. (IDCC) has a higher volatility of 10.72% compared to T-Mobile US, Inc. (TMUS) at 6.39%. This indicates that IDCC'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.

This section allows you to compare key financial metrics between InterDigital, 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.