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

Performance

MSTR vs. TMUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Inc (MSTR) 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, MSTR achieves a -18.41% return, which is significantly lower than TMUS's -5.91% return. Over the past 10 years, MSTR has outperformed TMUS with an annualized return of 20.92%, while TMUS has yielded a comparatively lower 16.66% annualized return.


MSTR

1D
3.18%
1M
-30.13%
YTD
-18.41%
6M
-29.74%
1Y
-67.62%
3Y*
63.46%
5Y*
19.14%
10Y*
20.92%

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)

MSTR vs. TMUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSTR
Strategy Inc
-18.41%-47.53%358.54%346.15%-74.00%40.13%172.42%11.65%-2.70%-33.49%
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 MSTR and TMUS is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

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

-0.01

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

0.12

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

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2007

0.24

The correlation between MSTR and TMUS shifts across timeframes, from -0.15 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MSTR:

$41.40B

TMUS:

$208.40B

EPS

MSTR:

-$40.19

TMUS:

$9.41

PS Ratio

MSTR:

77.72

TMUS:

2.34

PB Ratio

MSTR:

1.13

TMUS:

3.73

Total Revenue (TTM)

MSTR:

$490.47M

TMUS:

$90.53B

Gross Profit (TTM)

MSTR:

$334.08M

TMUS:

$34.92B

EBITDA (TTM)

MSTR:

$466.93M

TMUS:

$28.22B

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Return for Risk

MSTR vs. TMUS — Risk / Return Rank

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

MSTR
MSTR Risk / Return Rank: 88
Overall Rank
MSTR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 44
Sortino Ratio Rank
MSTR Omega Ratio Rank: 77
Omega Ratio Rank
MSTR Calmar Ratio Rank: 88
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1313
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.

MSTR vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Inc (MSTR) 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.


MSTRTMUSDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

0.82

0.91

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.88

-0.52

-0.36

Martin ratioReturn relative to average drawdown

-1.27

-0.88

-0.39

MSTR vs. TMUS - Sharpe Ratio Comparison

The current MSTR Sharpe Ratio is -0.95, which is lower than the TMUS Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of MSTR 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

MSTR vs. TMUS - Drawdown Comparison

The maximum MSTR drawdown since its inception was -99.86%, which is greater than TMUS's maximum drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for MSTR and TMUS.


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Drawdown Indicators


MSTRTMUSDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-86.29%

-13.57%

Max Drawdown (1Y)

Largest decline over 1 year

-76.53%

-30.37%

-46.16%

Max Drawdown (3Y)

Largest decline over 3 years

-77.42%

-33.65%

-43.77%

Max Drawdown (5Y)

Largest decline over 5 years

-84.11%

-33.65%

-50.46%

Max Drawdown (10Y)

Largest decline over 10 years

-89.27%

-33.65%

-55.62%

Current Drawdown

Current decline from peak

-73.84%

-29.12%

-44.72%

Average Drawdown

Average peak-to-trough decline

-86.45%

-25.96%

-60.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.01%

17.87%

+35.14%

Volatility

MSTR vs. TMUS - Volatility Comparison

Strategy Inc (MSTR) has a higher volatility of 21.60% compared to T-Mobile US, Inc. (TMUS) at 7.72%. This indicates that MSTR'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


MSTRTMUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.60%

7.72%

+13.88%

Volatility (6M)

Calculated over the trailing 6-month period

57.34%

19.08%

+38.26%

Volatility (1Y)

Calculated over the trailing 1-year period

71.15%

24.99%

+46.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.79%

23.90%

+66.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.80%

26.08%

+47.72%

Dividends

MSTR vs. TMUS - Dividend Comparison

MSTR has not paid dividends to shareholders, while TMUS's dividend yield for the trailing twelve months is around 2.08%.


PositionTTM202520242023
MSTR
Strategy Inc
0.00%0.00%0.00%0.00%
TMUS
T-Mobile US, Inc.
2.08%1.80%1.28%0.41%

Financials

MSTR vs. TMUS - Financials Comparison

This section allows you to compare key financial metrics between Strategy 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
124.30M
23.11B
(MSTR) Total Revenue
(TMUS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MSTR and TMUS have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTR has higher volatility (21.60%) compared to TMUS (7.72%). In terms of maximum drawdown, MSTR dropped -99.86% vs TMUS's -86.29%.

TMUS currently has the higher Sharpe Ratio (-0.63 vs -0.95), 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

Find the right allocation for MSTR 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.

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