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KKR vs. TMUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KKR vs. TMUS - Performance Comparison

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

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Returns By Period

In the year-to-date period, KKR achieves a -24.22% return, which is significantly lower than TMUS's -5.91% return. Over the past 10 years, KKR has outperformed TMUS with an annualized return of 24.52%, while TMUS has yielded a comparatively lower 16.66% annualized return.


KKR

1D
0.99%
1M
-0.75%
YTD
-24.22%
6M
-29.28%
1Y
-20.15%
3Y*
19.99%
5Y*
12.18%
10Y*
24.52%

TMUS

1D
1.77%
1M
2.65%
YTD
-5.91%
6M
-2.11%
1Y
-15.50%
3Y*
15.04%
5Y*
6.35%
10Y*
16.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KKR vs. TMUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KKR
KKR & Co. Inc.
-24.22%-13.32%79.65%80.48%-36.98%85.76%41.13%51.57%-4.28%41.78%
TMUS
T-Mobile US, Inc.
-5.91%-6.58%39.70%15.02%20.71%-13.99%71.96%23.28%0.16%10.43%

Correlation

The correlation between KKR and TMUS is -0.04, 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

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2010

0.29

The correlation between KKR and TMUS shifts across timeframes, from -0.04 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KKR:

$91.83B

TMUS:

$208.40B

EPS

KKR:

$3.10

TMUS:

$9.41

PE Ratio

KKR:

31.02

TMUS:

20.09

PEG Ratio

KKR:

3.27

TMUS:

0.31

PS Ratio

KKR:

4.60

TMUS:

2.34

PB Ratio

KKR:

1.14

TMUS:

3.73

Total Revenue (TTM)

KKR:

$19.99B

TMUS:

$90.53B

Gross Profit (TTM)

KKR:

$8.35B

TMUS:

$34.92B

EBITDA (TTM)

KKR:

$9.97B

TMUS:

$28.22B

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Return for Risk

KKR vs. TMUS — Risk / Return Rank

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

KKR
KKR Risk / Return Rank: 2020
Overall Rank
KKR Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
KKR Sortino Ratio Rank: 1717
Sortino Ratio Rank
KKR Omega Ratio Rank: 1919
Omega Ratio Rank
KKR Calmar Ratio Rank: 2525
Calmar Ratio Rank
KKR Martin Ratio Rank: 2525
Martin Ratio Rank

TMUS
TMUS Risk / Return Rank: 2020
Overall Rank
TMUS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 1515
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1717
Omega Ratio Rank
TMUS Calmar Ratio Rank: 2525
Calmar Ratio Rank
TMUS Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KKR vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KKRTMUSDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

0.92

0.91

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.51

-0.52

+0.01

Martin ratioReturn relative to average drawdown

-0.92

-0.88

-0.04

KKR vs. TMUS - Sharpe Ratio Comparison

The current KKR Sharpe Ratio is -0.61, which is comparable to the TMUS Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of KKR and TMUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KKR vs. TMUS - Drawdown Comparison

The maximum KKR drawdown since its inception was -53.10%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for KKR and TMUS.


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Drawdown Indicators


KKRTMUSDifference

Max Drawdown

Largest peak-to-trough decline

-53.10%

-86.29%

+33.19%

Max Drawdown (1Y)

Largest decline over 1 year

-44.62%

-30.37%

-14.25%

Max Drawdown (3Y)

Largest decline over 3 years

-49.42%

-33.65%

-15.77%

Max Drawdown (5Y)

Largest decline over 5 years

-49.42%

-33.65%

-15.77%

Max Drawdown (10Y)

Largest decline over 10 years

-49.42%

-33.65%

-15.77%

Current Drawdown

Current decline from peak

-41.85%

-29.12%

-12.73%

Average Drawdown

Average peak-to-trough decline

-16.22%

-25.96%

+9.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.65%

17.87%

+6.78%

Volatility

KKR vs. TMUS - Volatility Comparison

KKR & Co. Inc. (KKR) has a higher volatility of 9.89% compared to T-Mobile US, Inc. (TMUS) at 7.72%. This indicates that KKR'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


KKRTMUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.89%

7.72%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

29.26%

19.08%

+10.18%

Volatility (1Y)

Calculated over the trailing 1-year period

37.32%

24.99%

+12.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.23%

23.90%

+15.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.62%

26.08%

+10.54%

Dividends

KKR vs. TMUS - Dividend Comparison

KKR's dividend yield for the trailing twelve months is around 0.78%, less than TMUS's 2.08% yield.


PositionTTM20252024202320222021202020192018201720162015
KKR
KKR & Co. Inc.
0.78%0.57%0.47%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%
TMUS
T-Mobile US, Inc.
2.08%1.80%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

KKR vs. TMUS - Financials Comparison

This section allows you to compare key financial metrics between KKR & Co. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B25.00B20222023202420252026
4.00B
23.11B
(KKR) Total Revenue
(TMUS) Total Revenue
Values in USD except per share items

KKR vs. TMUS - Profitability Comparison

The chart below illustrates the profitability comparison between KKR & Co. Inc. 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

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
99.5%
0
Portfolio components
KKR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported a gross profit of 3.98B and revenue of 4.00B. Therefore, the gross margin over that period was 99.5%.

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%.

KKR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported an operating income of 205.35M and revenue of 4.00B, resulting in an operating margin of 5.1%.

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%.

KKR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported a net income of 405.23M and revenue of 4.00B, resulting in a net margin of 10.1%.

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


KKR and TMUS have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KKR has higher volatility (9.89%) compared to TMUS (7.72%). In terms of maximum drawdown, KKR dropped -53.10% vs TMUS's -86.29%.

KKR currently has the higher Sharpe Ratio (-0.61 vs -0.63), 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.

Portfolio Optimizer

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