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

Correlation

The correlation between SATS and TMUS is 0.29, 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

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.

0.00%200.00%400.00%600.00%800.00%SeptemberOctoberNovemberDecember2025February
139.31%
739.60%
SATS
TMUS

Key characteristics

Sharpe Ratio

SATS:

1.91

TMUS:

3.26

Sortino Ratio

SATS:

2.45

TMUS:

4.22

Omega Ratio

SATS:

1.35

TMUS:

1.63

Calmar Ratio

SATS:

1.57

TMUS:

4.58

Martin Ratio

SATS:

11.40

TMUS:

14.78

Ulcer Index

SATS:

10.05%

TMUS:

4.47%

Daily Std Dev

SATS:

59.94%

TMUS:

20.25%

Max Drawdown

SATS:

-78.33%

TMUS:

-86.29%

Current Drawdown

SATS:

-33.80%

TMUS:

-2.08%

Fundamentals

Market Cap

SATS:

$8.46B

TMUS:

$302.76B

EPS

SATS:

-$9.16

TMUS:

$9.65

PEG Ratio

SATS:

13.41

TMUS:

1.46

Total Revenue (TTM)

SATS:

$11.86B

TMUS:

$81.40B

Gross Profit (TTM)

SATS:

$2.63B

TMUS:

$44.82B

EBITDA (TTM)

SATS:

$1.22B

TMUS:

$31.11B

Returns By Period

In the year-to-date period, SATS achieves a 29.13% return, which is significantly higher than TMUS's 20.13% return. Over the past 10 years, SATS has underperformed TMUS with an annualized return of -1.85%, while TMUS has yielded a comparatively higher 23.81% annualized return.


SATS

YTD

29.13%

1M

5.16%

6M

51.49%

1Y

133.39%

5Y*

-5.08%

10Y*

-1.85%

TMUS

YTD

20.13%

1M

22.74%

6M

34.45%

1Y

63.73%

5Y*

23.03%

10Y*

23.81%

*Annualized

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Risk-Adjusted Performance

SATS vs. TMUS — Risk-Adjusted Performance Rank

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

SATS
The Risk-Adjusted Performance Rank of SATS is 8989
Overall Rank
The Sharpe Ratio Rank of SATS is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SATS is 8787
Sortino Ratio Rank
The Omega Ratio Rank of SATS is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SATS is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SATS is 9393
Martin Ratio Rank

TMUS
The Risk-Adjusted Performance Rank of TMUS is 9797
Overall Rank
The Sharpe Ratio Rank of TMUS is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of TMUS is 9797
Sortino Ratio Rank
The Omega Ratio Rank of TMUS is 9797
Omega Ratio Rank
The Calmar Ratio Rank of TMUS is 9898
Calmar Ratio Rank
The Martin Ratio Rank of TMUS is 9696
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.

SATS vs. TMUS - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SATS, currently valued at 1.91, compared to the broader market-2.000.002.001.913.26
The chart of Sortino ratio for SATS, currently valued at 2.45, compared to the broader market-4.00-2.000.002.004.006.002.454.22
The chart of Omega ratio for SATS, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.63
The chart of Calmar ratio for SATS, currently valued at 1.57, compared to the broader market0.002.004.006.001.574.58
The chart of Martin ratio for SATS, currently valued at 11.40, compared to the broader market-10.000.0010.0020.0030.0011.4014.78
SATS
TMUS

The current SATS Sharpe Ratio is 1.91, which is lower than the TMUS Sharpe Ratio of 3.26. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
1.91
3.26
SATS
TMUS

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 1.07%.


TTM20242023
SATS
EchoStar Corporation
0.00%0.00%0.00%
TMUS
T-Mobile US, Inc.
1.07%1.28%0.41%

Drawdowns

SATS vs. TMUS - Drawdown Comparison

The maximum SATS drawdown since its inception was -78.33%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for SATS and TMUS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-33.80%
-2.08%
SATS
TMUS

Volatility

SATS vs. TMUS - Volatility Comparison

The current volatility for EchoStar Corporation (SATS) is 7.75%, while T-Mobile US, Inc. (TMUS) has a volatility of 9.32%. This indicates that SATS 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
7.75%
9.32%
SATS
TMUS

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


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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