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

Performance

SATS vs. TMUS - Performance Comparison

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

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SATS vs. TMUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SATS
EchoStar Corporation
7.70%374.67%38.20%-0.66%-36.70%24.35%-51.07%17.95%-38.70%16.56%
TMUS
T-Mobile US, Inc.
3.94%-6.58%39.70%15.02%20.71%-13.99%71.96%23.28%0.16%10.43%

Fundamentals

EPS

SATS:

-$45.02

TMUS:

$9.76

PS Ratio

SATS:

2.22

TMUS:

2.68

Total Revenue (TTM)

SATS:

$15.18B

TMUS:

$88.31B

Gross Profit (TTM)

SATS:

$3.79B

TMUS:

$38.07B

EBITDA (TTM)

SATS:

-$14.16B

TMUS:

$28.41B

Returns By Period

In the year-to-date period, SATS achieves a 7.70% return, which is significantly higher than TMUS's 3.94% return. Over the past 10 years, SATS has underperformed TMUS with an annualized return of 10.30%, while TMUS has yielded a comparatively higher 18.69% annualized return.


SATS

1D
4.31%
1M
1.33%
YTD
7.70%
6M
53.31%
1Y
357.66%
3Y*
85.67%
5Y*
37.30%
10Y*
10.30%

TMUS

1D
-1.83%
1M
-3.25%
YTD
3.94%
6M
-11.40%
1Y
-19.91%
3Y*
14.68%
5Y*
11.34%
10Y*
18.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SATS vs. TMUS — Risk / Return Rank

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

SATS
SATS Risk / Return Rank: 9898
Overall Rank
SATS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SATS Sortino Ratio Rank: 9898
Sortino Ratio Rank
SATS Omega Ratio Rank: 9797
Omega Ratio Rank
SATS Calmar Ratio Rank: 9898
Calmar Ratio Rank
SATS Martin Ratio Rank: 9898
Martin Ratio Rank

TMUS
TMUS Risk / Return Rank: 1616
Overall Rank
TMUS Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 1313
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1313
Omega Ratio Rank
TMUS Calmar Ratio Rank: 2121
Calmar Ratio Rank
TMUS Martin Ratio Rank: 2121
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.

SATS vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EchoStar Corporation (SATS) 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.


SATSTMUSDifference

Sharpe ratio

Return per unit of total volatility

3.25

-0.74

+3.99

Sortino ratio

Return per unit of downside risk

4.48

-0.86

+5.34

Omega ratio

Gain probability vs. loss probability

1.61

0.88

+0.73

Calmar ratio

Return relative to maximum drawdown

9.40

-0.63

+10.03

Martin ratio

Return relative to average drawdown

26.32

-1.15

+27.47

SATS vs. TMUS - Sharpe Ratio Comparison

The current SATS Sharpe Ratio is 3.25, which is higher than the TMUS Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of SATS 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.


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Sharpe Ratios by Period


SATSTMUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.25

-0.74

+3.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.48

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.72

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.21

-0.05

Correlation

The correlation between SATS and TMUS is 0.27, 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.


Dividends

SATS vs. TMUS - Dividend Comparison

SATS has not paid dividends to shareholders, while TMUS's dividend yield for the trailing twelve months is around 1.81%.


TTM202520242023
SATS
EchoStar Corporation
0.00%0.00%0.00%0.00%
TMUS
T-Mobile US, Inc.
1.81%1.80%1.28%0.41%

Drawdowns

SATS vs. TMUS - Drawdown Comparison

The maximum SATS drawdown since its inception was -84.45%, roughly equal to the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for SATS and TMUS.


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Drawdown Indicators


SATSTMUSDifference

Max Drawdown

Largest peak-to-trough decline

-84.45%

-86.29%

+1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-39.18%

-30.79%

-8.39%

Max Drawdown (5Y)

Largest decline over 5 years

-68.02%

-31.99%

-36.03%

Max Drawdown (10Y)

Largest decline over 10 years

-84.45%

-31.99%

-52.46%

Current Drawdown

Current decline from peak

-10.69%

-21.70%

+11.01%

Average Drawdown

Average peak-to-trough decline

-36.46%

-25.93%

-10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.00%

16.90%

-2.90%

Volatility

SATS vs. TMUS - Volatility Comparison

EchoStar Corporation (SATS) has a higher volatility of 16.53% compared to T-Mobile US, Inc. (TMUS) at 5.94%. This indicates that SATS'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


SATSTMUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.53%

5.94%

+10.59%

Volatility (6M)

Calculated over the trailing 6-month period

37.29%

17.26%

+20.03%

Volatility (1Y)

Calculated over the trailing 1-year period

110.95%

27.02%

+83.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.68%

23.62%

+45.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.92%

25.87%

+29.05%

Financials

SATS vs. TMUS - Financials Comparison

This section allows you to compare key financial metrics between EchoStar 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B25.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.61B
24.33B
(SATS) Total Revenue
(TMUS) Total Revenue
Values in USD except per share items