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 9.37%/yr vs 16.24%/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 19.04% return, which is significantly higher than TMUS's -2.66% return. Over the past 10 years, KO has underperformed TMUS with an annualized return of 9.37%, while TMUS has yielded a comparatively higher 16.24% annualized return.
KO
- 1D
- 0.69%
- 1M
- 3.44%
- 6M
- 18.14%
- YTD
- 19.04%
- 1Y
- 20.90%
- 3Y*
- 12.83%
- 5Y*
- 10.98%
- 10Y*
- 9.37%
- ALL TIME*
- 12.17%
TMUS
- 1D
- 1.67%
- 1M
- 7.69%
- 6M
- 6.08%
- YTD
- -2.66%
- 1Y
- -12.27%
- 3Y*
- 13.24%
- 5Y*
- 7.19%
- 10Y*
- 16.24%
- ALL TIME*
- 18.39%
KO vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 19.04% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
TMUS T-Mobile US, Inc. | -2.66% | -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 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
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:
$353.32B
TMUS:
$211.72B
KO:
$3.18
TMUS:
$9.45
KO:
25.85
TMUS:
20.70
KO:
3.12
TMUS:
0.31
KO:
7.19
TMUS:
2.41
KO:
10.53
TMUS:
3.86
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 | +1.64 | ||
| Sortino ratioReturn per unit of downside risk | +2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.94 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | -0.36 | +3.03 |
| Martin ratioReturn relative to average drawdown | 5.83 | -0.62 | +6.45 |
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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% | -34.02% | +26.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -37.13% | +20.87% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -37.13% | +19.86% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -37.13% | +0.14% |
Current DrawdownCurrent decline from peak | -3.30% | -26.67% | +23.37% |
Average DrawdownAverage peak-to-trough decline | -16.07% | -25.98% | +9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 19.82% | -16.23% |
Volatility
KO vs. TMUS - Volatility Comparison
The current volatility for The Coca-Cola Company (KO) is 7.83%, while T-Mobile US, Inc. (TMUS) has a volatility of 10.23%. 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 | 7.83% | 10.23% | -2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 20.95% | -6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 26.25% | -8.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 24.30% | -7.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.37% | 26.17% | -7.80% |
Dividends
KO vs. TMUS - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.53%, more than TMUS's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.53% | 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. | 2.01% | 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 Jul 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 Jul 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 Jul 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 Jul 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 Jul 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 Jul 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 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (10.23%) compared to KO (7.83%). In terms of maximum drawdown, KO dropped -68.23% vs TMUS's -86.29%.
KO currently has the higher Sharpe Ratio (1.17 vs -0.47), 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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