SHEN vs. TMUS
SHEN (Shenandoah Telecommunications Company) and TMUS (T-Mobile US, Inc.) are both stocks. Both operate in the Telecom Services industry within the Communication Services sector. Over the past 10 years, SHEN returned -2.60%/yr vs 15.59%/yr for TMUS. At a 0.31 correlation, their price movements are largely independent.
Performance
SHEN vs. TMUS - Performance Comparison
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Returns By Period
In the year-to-date period, SHEN achieves a 39.45% return, which is significantly higher than TMUS's -11.38% return. Over the past 10 years, SHEN has underperformed TMUS with an annualized return of -2.60%, while TMUS has yielded a comparatively higher 15.59% annualized return.
SHEN
- 1D
- 1.32%
- 1M
- -0.62%
- YTD
- 39.45%
- 6M
- 42.78%
- 1Y
- 23.05%
- 3Y*
- -5.49%
- 5Y*
- -12.39%
- 10Y*
- -2.60%
TMUS
- 1D
- 0.61%
- 1M
- -7.30%
- YTD
- -11.38%
- 6M
- -14.17%
- 1Y
- -25.91%
- 3Y*
- 13.16%
- 5Y*
- 5.20%
- 10Y*
- 15.59%
SHEN vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHEN Shenandoah Telecommunications Company | 39.45% | -7.42% | -41.26% | 36.64% | -37.45% | -6.07% | 4.70% | -5.21% | 31.78% | 24.66% |
TMUS T-Mobile US, Inc. | -11.38% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
Correlation
The correlation between SHEN and TMUS is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2007 | 0.31 |
Over the past year, the correlation between SHEN and TMUS has dropped to 0.05 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
SHEN:
$895.53M
TMUS:
$196.28B
SHEN:
-$0.81
TMUS:
$9.41
SHEN:
3.29
TMUS:
2.20
SHEN:
1.03
TMUS:
3.51
SHEN:
$270.52M
TMUS:
$90.53B
SHEN:
$71.53M
TMUS:
$34.92B
SHEN:
$117.97M
TMUS:
$28.22B
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Return for Risk
SHEN vs. TMUS — Risk / Return Rank
SHEN
TMUS
SHEN vs. TMUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shenandoah Telecommunications Company (SHEN) 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.
| SHEN | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.83 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | -0.86 | +1.49 |
| Martin ratioReturn relative to average drawdown | 1.35 | -1.48 | +2.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHEN | TMUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | -1.04 | +1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | 0.22 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.60 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.20 | +0.05 |
Drawdowns
SHEN vs. TMUS - Drawdown Comparison
The maximum SHEN drawdown since its inception was -73.55%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for SHEN and TMUS.
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Drawdown Indicators
| SHEN | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.55% | -86.29% | +12.74% |
Max Drawdown (1Y)Largest decline over 1 year | -36.32% | -30.37% | -5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -59.15% | -33.65% | -25.50% |
Max Drawdown (5Y)Largest decline over 5 years | -73.55% | -33.65% | -39.90% |
Max Drawdown (10Y)Largest decline over 10 years | -73.55% | -33.65% | -39.90% |
Current DrawdownCurrent decline from peak | -56.93% | -33.25% | -23.68% |
Average DrawdownAverage peak-to-trough decline | -27.36% | -25.96% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.15% | 17.54% | -0.39% |
Volatility
SHEN vs. TMUS - Volatility Comparison
Shenandoah Telecommunications Company (SHEN) and T-Mobile US, Inc. (TMUS) have volatilities of 6.94% and 6.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHEN | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 6.95% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 25.26% | 19.14% | +6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.58% | 25.03% | +11.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.74% | 23.86% | +18.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.16% | 26.08% | +15.08% |
Dividends
SHEN vs. TMUS - Dividend Comparison
SHEN's dividend yield for the trailing twelve months is around 0.68%, less than TMUS's 2.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHEN Shenandoah Telecommunications Company | 0.68% | 0.95% | 0.79% | 0.42% | 0.50% | 73.80% | 0.79% | 0.70% | 0.61% | 0.77% | 0.92% | 1.11% |
TMUS T-Mobile US, Inc. | 2.21% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SHEN vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between Shenandoah Telecommunications Company 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.
Total Revenue: Total amount of money received from sales and other business activities
SHEN vs. TMUS - Profitability Comparison
SHEN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shenandoah Telecommunications Company reported a gross profit of 25.36M and revenue of 92.15M. Therefore, the gross margin over that period was 27.5%.
TMUS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported a gross profit of 0.00 and revenue of 23.11B. Therefore, the gross margin over that period was 0.0%.
SHEN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shenandoah Telecommunications Company reported an operating income of -8.03M and revenue of 92.15M, resulting in an operating margin of -8.7%.
TMUS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported an operating income of 4.50B and revenue of 23.11B, resulting in an operating margin of 19.5%.
SHEN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shenandoah Telecommunications Company reported a net income of -17.33M and revenue of 92.15M, resulting in a net margin of -18.8%.
TMUS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, T-Mobile US, Inc. reported a net income of 2.50B and revenue of 23.11B, resulting in a net margin of 10.8%.
Frequently Asked Questions
SHEN and TMUS have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (6.95%) compared to SHEN (6.94%). In terms of maximum drawdown, SHEN dropped -73.55% vs TMUS's -86.29%.
SHEN currently has the higher Sharpe Ratio (0.63 vs -1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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