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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%100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
84.12%
597.56%
SATS
TMUS

Key characteristics

Sharpe Ratio

SATS:

0.93

TMUS:

2.58

Sortino Ratio

SATS:

1.75

TMUS:

3.31

Omega Ratio

SATS:

1.23

TMUS:

1.50

Calmar Ratio

SATS:

0.91

TMUS:

3.81

Martin Ratio

SATS:

4.65

TMUS:

16.83

Ulcer Index

SATS:

14.29%

TMUS:

2.65%

Daily Std Dev

SATS:

71.15%

TMUS:

17.31%

Max Drawdown

SATS:

-78.33%

TMUS:

-86.29%

Current Drawdown

SATS:

-49.07%

TMUS:

-10.78%

Fundamentals

Market Cap

SATS:

$6.59B

TMUS:

$256.13B

EPS

SATS:

-$9.16

TMUS:

$8.76

PEG Ratio

SATS:

13.41

TMUS:

0.92

Total Revenue (TTM)

SATS:

$27.57B

TMUS:

$80.01B

Gross Profit (TTM)

SATS:

$5.66B

TMUS:

$43.81B

EBITDA (TTM)

SATS:

$548.80M

TMUS:

$30.90B

Returns By Period

In the year-to-date period, SATS achieves a 37.30% return, which is significantly lower than TMUS's 39.44% return. Over the past 10 years, SATS has underperformed TMUS with an annualized return of -3.92%, while TMUS has yielded a comparatively higher 23.83% annualized return.


SATS

YTD

37.30%

1M

-2.90%

6M

32.27%

1Y

61.81%

5Y*

-12.64%

10Y*

-3.92%

TMUS

YTD

39.44%

1M

-6.54%

6M

25.52%

1Y

43.57%

5Y*

23.99%

10Y*

23.83%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 0.93, compared to the broader market-4.00-2.000.002.000.932.58
The chart of Sortino ratio for SATS, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.753.31
The chart of Omega ratio for SATS, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.50
The chart of Calmar ratio for SATS, currently valued at 0.91, compared to the broader market0.002.004.006.000.913.81
The chart of Martin ratio for SATS, currently valued at 4.65, compared to the broader market-5.000.005.0010.0015.0020.0025.004.6516.83
SATS
TMUS

The current SATS Sharpe Ratio is 0.93, which is lower than the TMUS Sharpe Ratio of 2.58. 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.93
2.58
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 1.28%.


TTM20232022202120202019201820172016201520142013
SATS
EchoStar Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMUS
T-Mobile US, Inc.
1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.07%
-10.78%
SATS
TMUS

Volatility

SATS vs. TMUS - Volatility Comparison

EchoStar Corporation (SATS) has a higher volatility of 10.16% compared to T-Mobile US, Inc. (TMUS) at 8.53%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
10.16%
8.53%
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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