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

Correlation

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.


-0.50.00.51.00.3

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.

0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
0.01%
17.85%
RELX
TMUS

Key characteristics

Sharpe Ratio

RELX:

0.97

TMUS:

1.91

Sortino Ratio

RELX:

1.45

TMUS:

2.53

Omega Ratio

RELX:

1.17

TMUS:

1.37

Calmar Ratio

RELX:

1.81

TMUS:

2.36

Martin Ratio

RELX:

4.49

TMUS:

8.81

Ulcer Index

RELX:

3.63%

TMUS:

3.86%

Daily Std Dev

RELX:

16.66%

TMUS:

17.83%

Max Drawdown

RELX:

-55.06%

TMUS:

-86.29%

Current Drawdown

RELX:

-5.69%

TMUS:

-13.27%

Fundamentals

Market Cap

RELX:

$85.46B

TMUS:

$248.55B

EPS

RELX:

$1.23

TMUS:

$8.76

PE Ratio

RELX:

37.46

TMUS:

24.45

PEG Ratio

RELX:

2.76

TMUS:

0.86

Total Revenue (TTM)

RELX:

$4.64B

TMUS:

$59.53B

Gross Profit (TTM)

RELX:

$3.03B

TMUS:

$31.74B

EBITDA (TTM)

RELX:

$1.12B

TMUS:

$23.28B

Returns By Period

In the year-to-date period, RELX achieves a 1.45% return, which is significantly higher than TMUS's -2.97% return. Over the past 10 years, RELX has underperformed TMUS with an annualized return of 13.41%, while TMUS has yielded a comparatively higher 22.40% annualized return.


RELX

YTD

1.45%

1M

-2.08%

6M

0.01%

1Y

14.03%

5Y*

14.60%

10Y*

13.41%

TMUS

YTD

-2.97%

1M

-7.66%

6M

17.86%

1Y

33.71%

5Y*

21.94%

10Y*

22.40%

*Annualized

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Risk-Adjusted Performance

RELX vs. TMUS — Risk-Adjusted Performance Rank

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

RELX
The Risk-Adjusted Performance Rank of RELX is 7979
Overall Rank
The Sharpe Ratio Rank of RELX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of RELX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of RELX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of RELX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of RELX is 8181
Martin Ratio Rank

TMUS
The Risk-Adjusted Performance Rank of TMUS is 9191
Overall Rank
The Sharpe Ratio Rank of TMUS is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of TMUS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of TMUS is 9191
Omega Ratio Rank
The Calmar Ratio Rank of TMUS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of TMUS is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.97, compared to the broader market-2.000.002.000.971.91
The chart of Sortino ratio for RELX, currently valued at 1.45, compared to the broader market-4.00-2.000.002.004.001.452.53
The chart of Omega ratio for RELX, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.37
The chart of Calmar ratio for RELX, currently valued at 1.81, compared to the broader market0.002.004.006.001.812.36
The chart of Martin ratio for RELX, currently valued at 4.49, compared to the broader market0.0010.0020.004.498.81
RELX
TMUS

The current RELX Sharpe Ratio is 0.97, which is lower than the TMUS Sharpe Ratio of 1.91. 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 Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
0.97
1.91
RELX
TMUS

Dividends

RELX vs. TMUS - Dividend Comparison

RELX's dividend yield for the trailing twelve months is around 1.65%, more than TMUS's 1.32% yield.


TTM20242023202220212020201920182017201620152014
RELX
RELX PLC
1.65%1.67%1.73%2.42%2.05%2.39%2.20%2.69%1.99%2.48%3.64%3.96%
TMUS
T-Mobile US, Inc.
1.32%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.69%
-13.27%
RELX
TMUS

Volatility

RELX vs. TMUS - Volatility Comparison

The current volatility for RELX PLC (RELX) is 3.36%, while T-Mobile US, Inc. (TMUS) has a volatility of 6.06%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
3.36%
6.06%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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