RELX vs. TMUS

In the year-to-date period, RELX achieves a 21.14% return, which is significantly higher than TMUS's 13.13% return. Over the past 10 years, RELX has underperformed TMUS with an annualized return of 15.38%, while TMUS has yielded a comparatively higher 22.66% annualized return.

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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.

The current RELX Sharpe Ratio is 1.73, which is comparable to the TMUS Sharpe Ratio of 2.04. 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.

RELX's dividend yield for the trailing twelve months is around 0.43%, less than TMUS's 1.23% yield.

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.

The current volatility for RELX PLC (RELX) is 12.56%, while T-Mobile US, Inc. (TMUS) has a volatility of 16.35%. 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.

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.