KO vs. TMUS
KO (The Coca-Cola Company) and TMUS (T-Mobile US, Inc.) are both stocks. KO operates in Beverages - Non-Alcoholic (Consumer Defensive), while TMUS operates in Telecom Services (Communication Services). Over the past 10 years, KO returned 9.55%/yr vs 16.66%/yr for TMUS. At a 0.29 correlation, their price movements are largely independent.
Performance
KO vs. TMUS - Performance Comparison
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Returns By Period
In the year-to-date period, KO achieves a 18.99% return, which is significantly higher than TMUS's -5.91% return. Over the past 10 years, KO has underperformed TMUS with an annualized return of 9.55%, while TMUS has yielded a comparatively higher 16.66% annualized return.
KO
- 1D
- 0.11%
- 1M
- 2.94%
- YTD
- 18.99%
- 6M
- 17.96%
- 1Y
- 17.68%
- 3Y*
- 14.33%
- 5Y*
- 11.29%
- 10Y*
- 9.55%
TMUS
- 1D
- 1.77%
- 1M
- -0.08%
- YTD
- -5.91%
- 6M
- -2.11%
- 1Y
- -15.76%
- 3Y*
- 15.04%
- 5Y*
- 6.35%
- 10Y*
- 16.66%
KO vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 18.99% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
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 KO and TMUS is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.29 |
Fundamentals
KO:
$356.42B
TMUS:
$208.40B
KO:
$3.18
TMUS:
$9.41
KO:
26.01
TMUS:
20.09
KO:
3.14
TMUS:
0.31
KO:
7.23
TMUS:
2.34
KO:
10.60
TMUS:
3.73
KO:
$49.28B
TMUS:
$90.53B
KO:
$30.43B
TMUS:
$34.92B
KO:
$18.35B
TMUS:
$28.22B
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Return for Risk
KO vs. TMUS — Risk / Return Rank
KO
TMUS
KO vs. TMUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) 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.
| KO | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.91 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | -0.52 | +2.78 |
| Martin ratioReturn relative to average drawdown | 4.51 | -0.88 | +5.39 |
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Drawdowns
KO vs. TMUS - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for KO and TMUS.
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Drawdown Indicators
| KO | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -86.29% | +18.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -30.37% | +22.50% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -33.65% | +17.39% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -33.65% | +16.38% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -33.65% | -3.34% |
Current DrawdownCurrent decline from peak | -1.16% | -29.12% | +27.96% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -25.96% | +9.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 17.87% | -13.89% |
Volatility
KO vs. TMUS - Volatility Comparison
The current volatility for The Coca-Cola Company (KO) is 6.70%, while T-Mobile US, Inc. (TMUS) has a volatility of 7.72%. This indicates that KO 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
| KO | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 7.72% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 19.08% | -6.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 24.99% | -8.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 23.90% | -7.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 26.08% | -7.84% |
Dividends
KO vs. TMUS - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.49%, more than TMUS's 2.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.49% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
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
KO vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between The Coca-Cola Company 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
KO vs. TMUS - Profitability Comparison
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.
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%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.
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%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.
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
KO and TMUS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (7.72%) compared to KO (6.70%). In terms of maximum drawdown, KO dropped -68.23% vs TMUS's -86.29%.
KO currently has the higher Sharpe Ratio (1.06 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.
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