MKL vs. TMUS
MKL (Markel Corporation) and TMUS (T-Mobile US, Inc.) are both stocks. MKL operates in Insurance - Property & Casualty (Financial Services), while TMUS operates in Telecom Services (Communication Services). Over the past 10 years, MKL returned 7.12%/yr vs 16.66%/yr for TMUS. At a 0.28 correlation, their price movements are largely independent.
Performance
MKL vs. TMUS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MKL achieves a -14.13% return, which is significantly lower than TMUS's -5.91% return. Over the past 10 years, MKL has underperformed TMUS with an annualized return of 7.12%, while TMUS has yielded a comparatively higher 16.66% annualized return.
MKL
- 1D
- 0.87%
- 1M
- 0.11%
- YTD
- -14.13%
- 6M
- -14.86%
- 1Y
- -4.29%
- 3Y*
- 11.11%
- 5Y*
- 8.89%
- 10Y*
- 7.12%
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%
MKL vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MKL Markel Corporation | -14.13% | 24.53% | 21.57% | 7.77% | 6.77% | 19.42% | -9.61% | 10.13% | -8.87% | 25.94% |
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 MKL and TMUS is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.28 |
The correlation between MKL and TMUS shifts across timeframes, from 0.10 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MKL:
$176.96
TMUS:
$9.41
MKL:
10.43
TMUS:
20.09
MKL:
0.19
TMUS:
0.31
MKL:
1.04
TMUS:
2.34
MKL:
$16.57B
TMUS:
$90.53B
MKL:
$7.80B
TMUS:
$34.92B
MKL:
$2.55B
TMUS:
$28.22B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MKL vs. TMUS — Risk / Return Rank
MKL
TMUS
MKL vs. TMUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Markel Corporation (MKL) 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.
| MKL | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.91 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | -0.52 | +0.27 |
| Martin ratioReturn relative to average drawdown | -0.60 | -0.88 | +0.28 |
Loading charts...
Drawdowns
MKL vs. TMUS - Drawdown Comparison
The maximum MKL drawdown since its inception was -61.32%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for MKL and TMUS.
Loading charts...
Drawdown Indicators
| MKL | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.32% | -86.29% | +24.97% |
Max Drawdown (1Y)Largest decline over 1 year | -20.10% | -30.37% | +10.27% |
Max Drawdown (3Y)Largest decline over 3 years | -20.10% | -33.65% | +13.55% |
Max Drawdown (5Y)Largest decline over 5 years | -28.87% | -33.65% | +4.78% |
Max Drawdown (10Y)Largest decline over 10 years | -44.66% | -33.65% | -11.01% |
Current DrawdownCurrent decline from peak | -15.78% | -29.12% | +13.34% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -25.96% | +14.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 17.87% | -9.40% |
Volatility
MKL vs. TMUS - Volatility Comparison
The current volatility for Markel Corporation (MKL) is 4.33%, while T-Mobile US, Inc. (TMUS) has a volatility of 7.72%. This indicates that MKL 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.
Loading charts...
Volatility by Period
| MKL | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 7.72% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 19.08% | -5.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 24.99% | -6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.43% | 23.90% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.27% | 26.08% | -0.81% |
Dividends
MKL vs. TMUS - Dividend Comparison
MKL has not paid dividends to shareholders, while TMUS's dividend yield for the trailing twelve months is around 2.08%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
MKL Markel Corporation | 0.00% | 0.00% | 0.00% | 0.00% |
TMUS T-Mobile US, Inc. | 2.08% | 1.80% | 1.28% | 0.41% |
Financials
MKL vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between Markel Corporation 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
MKL vs. TMUS - Profitability Comparison
MKL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Markel Corporation reported a gross profit of 0.00 and revenue of 3.55B. Therefore, the gross margin over that period was 0.0%.
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%.
MKL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Markel Corporation reported an operating income of -273.33M and revenue of 3.55B, resulting in an operating margin of -7.7%.
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%.
MKL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Markel Corporation reported a net income of -335.52M and revenue of 3.55B, resulting in a net margin of -9.5%.
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
MKL and TMUS have a correlation of 0.10, 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 MKL (4.33%). In terms of maximum drawdown, MKL dropped -61.32% vs TMUS's -86.29%.
MKL currently has the higher Sharpe Ratio (-0.27 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.
Find the right allocation for MKL and TMUS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer