JPM vs. TMUS
JPM (JPMorgan Chase & Co.) and TMUS (T-Mobile US, Inc.) are both stocks. JPM operates in Banks - Diversified (Financial Services), while TMUS operates in Telecom Services (Communication Services). Over the past 10 years, JPM returned 20.32%/yr vs 16.10%/yr for TMUS. At a 0.30 correlation, their price movements are largely independent.
Performance
JPM vs. TMUS - Performance Comparison
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Returns By Period
In the year-to-date period, JPM achieves a -2.52% return, which is significantly higher than TMUS's -11.22% return. Over the past 10 years, JPM has outperformed TMUS with an annualized return of 20.32%, while TMUS has yielded a comparatively lower 16.10% annualized return.
JPM
- 1D
- -0.40%
- 1M
- 2.98%
- YTD
- -2.52%
- 6M
- -0.35%
- 1Y
- 19.35%
- 3Y*
- 33.18%
- 5Y*
- 16.72%
- 10Y*
- 20.32%
TMUS
- 1D
- 0.19%
- 1M
- -7.35%
- YTD
- -11.22%
- 6M
- -11.83%
- 1Y
- -26.06%
- 3Y*
- 12.41%
- 5Y*
- 4.85%
- 10Y*
- 16.10%
JPM vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | -2.52% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
TMUS T-Mobile US, Inc. | -11.22% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
Correlation
The correlation between JPM and TMUS is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2007 | 0.30 |
The correlation between JPM and TMUS shifts across timeframes, from -0.06 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
JPM:
$869.15B
TMUS:
$196.64B
JPM:
$21.08
TMUS:
$9.41
JPM:
14.76
TMUS:
18.96
JPM:
1.63
TMUS:
0.29
JPM:
3.05
TMUS:
2.21
JPM:
2.53
TMUS:
3.52
JPM:
$285.09B
TMUS:
$90.53B
JPM:
$173.52B
TMUS:
$34.92B
JPM:
$81.46B
TMUS:
$28.22B
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Return for Risk
JPM vs. TMUS — Risk / Return Rank
JPM
TMUS
JPM vs. TMUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) 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.
| JPM | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.95 | ||
| Sortino ratioReturn per unit of downside risk | +2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.83 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | -0.86 | +2.12 |
| Martin ratioReturn relative to average drawdown | 2.98 | -1.49 | +4.47 |
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
| JPM | TMUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | -1.05 | +1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.20 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.62 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.20 | +0.14 |
Drawdowns
JPM vs. TMUS - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for JPM and TMUS.
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Drawdown Indicators
| JPM | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -86.29% | +10.13% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -30.37% | +14.90% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | -33.65% | +9.23% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -33.65% | -5.12% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -33.65% | -9.98% |
Current DrawdownCurrent decline from peak | -6.55% | -33.12% | +26.57% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -25.96% | +8.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 17.64% | -11.14% |
Volatility
JPM vs. TMUS - Volatility Comparison
The current volatility for JPMorgan Chase & Co. (JPM) is 6.40%, while T-Mobile US, Inc. (TMUS) has a volatility of 6.91%. This indicates that JPM 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.
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Volatility by Period
| JPM | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 6.91% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 17.38% | 19.14% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.62% | 25.04% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.45% | 23.86% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 26.08% | +1.32% |
Dividends
JPM vs. TMUS - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.90%, less than TMUS's 2.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.90% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
TMUS T-Mobile US, Inc. | 2.21% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
JPM vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. 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
JPM vs. TMUS - Profitability Comparison
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
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%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
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%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
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
JPM and TMUS have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (6.91%) compared to JPM (6.40%). In terms of maximum drawdown, JPM dropped -76.16% vs TMUS's -86.29%.
JPM currently has the higher Sharpe Ratio (0.90 vs -1.05), 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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