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RELX vs. TMUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

RELX vs. TMUS - Performance Comparison

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

300.00%400.00%500.00%600.00%JuneJulyAugustSeptemberOctoberNovember
540.37%
427.65%
RELX
TMUS

Returns By Period

In the year-to-date period, RELX achieves a 14.13% return, which is significantly lower than TMUS's 48.59% return. Over the past 10 years, RELX has underperformed TMUS with an annualized return of 13.07%, while TMUS has yielded a comparatively higher 24.06% annualized return.


RELX

YTD

14.13%

1M

-7.68%

6M

1.38%

1Y

23.03%

5Y (annualized)

15.65%

10Y (annualized)

13.07%

TMUS

YTD

48.59%

1M

7.21%

6M

44.68%

1Y

62.23%

5Y (annualized)

25.20%

10Y (annualized)

24.06%

Fundamentals


RELXTMUS
Market Cap$88.84B$277.36B
EPS$1.29$8.77
PE Ratio36.1227.25
PEG Ratio2.710.96
Total Revenue (TTM)$9.30B$80.01B
Gross Profit (TTM)$5.81B$44.30B
EBITDA (TTM)$2.91B$30.13B

Key characteristics


RELXTMUS
Sharpe Ratio1.444.07
Sortino Ratio1.995.57
Omega Ratio1.251.78
Calmar Ratio2.7412.27
Martin Ratio8.1429.82
Ulcer Index3.04%2.10%
Daily Std Dev17.24%15.38%
Max Drawdown-55.06%-86.29%
Current Drawdown-9.03%-2.19%

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Correlation

-0.50.00.51.00.3

The correlation between RELX and TMUS is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

RELX vs. TMUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RELX PLC (RELX) 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.


Sharpe ratio
The chart of Sharpe ratio for RELX, currently valued at 1.44, compared to the broader market-4.00-2.000.002.001.444.07
The chart of Sortino ratio for RELX, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.001.995.57
The chart of Omega ratio for RELX, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.78
The chart of Calmar ratio for RELX, currently valued at 2.74, compared to the broader market0.002.004.006.002.7412.27
The chart of Martin ratio for RELX, currently valued at 8.14, compared to the broader market0.0010.0020.0030.008.1429.82
RELX
TMUS

The current RELX Sharpe Ratio is 1.44, which is lower than the TMUS Sharpe Ratio of 4.07. The chart below compares the historical Sharpe Ratios of RELX and TMUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.44
4.07
RELX
TMUS

Dividends

RELX vs. TMUS - Dividend Comparison

RELX's dividend yield for the trailing twelve months is around 1.71%, more than TMUS's 1.10% yield.


TTM20232022202120202019201820172016201520142013
RELX
RELX PLC
1.71%1.73%2.42%2.05%2.39%2.20%2.69%1.99%2.48%3.64%3.96%2.38%
TMUS
T-Mobile US, Inc.
1.10%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%

Drawdowns

RELX vs. TMUS - Drawdown Comparison

The maximum RELX drawdown since its inception was -55.06%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for RELX and TMUS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.03%
-2.19%
RELX
TMUS

Volatility

RELX vs. TMUS - Volatility Comparison

The current volatility for RELX PLC (RELX) is 6.18%, while T-Mobile US, Inc. (TMUS) has a volatility of 7.97%. This indicates that RELX 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.18%
7.97%
RELX
TMUS

Financials

RELX vs. TMUS - Financials Comparison

This section allows you to compare key financial metrics between RELX PLC 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


Values in USD except per share items