SHEN vs. TMUS
Compare and contrast key facts about Shenandoah Telecommunications Company (SHEN) and T-Mobile US, Inc. (TMUS).
Performance
SHEN vs. TMUS - Performance Comparison
Loading graphics...
SHEN vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHEN Shenandoah Telecommunications Company | 33.39% | -7.42% | -41.26% | 36.64% | -37.45% | -6.07% | 4.70% | -5.21% | 31.78% | 24.66% |
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
SHEN:
$850.43M
TMUS:
$234.69B
SHEN:
-$0.66
TMUS:
$9.76
SHEN:
3.19
TMUS:
2.68
SHEN:
0.97
TMUS:
3.96
SHEN:
$266.26M
TMUS:
$88.31B
SHEN:
$101.04M
TMUS:
$38.07B
SHEN:
$99.75M
TMUS:
$28.41B
Returns By Period
In the year-to-date period, SHEN achieves a 33.39% return, which is significantly higher than TMUS's 3.94% return. Over the past 10 years, SHEN has underperformed TMUS with an annualized return of -0.57%, while TMUS has yielded a comparatively higher 18.69% annualized return.
SHEN
- 1D
- 2.53%
- 1M
- 13.13%
- YTD
- 33.39%
- 6M
- 16.04%
- 1Y
- 23.88%
- 3Y*
- -6.12%
- 5Y*
- -12.49%
- 10Y*
- -0.57%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | 0.60 | -0.74 | +1.34 |
Sortino ratioReturn per unit of downside risk | 1.02 | -0.86 | +1.89 |
Omega ratioGain probability vs. loss probability | 1.14 | 0.88 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | -0.63 | +1.24 |
Martin ratioReturn relative to average drawdown | 1.28 | -1.15 | +2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SHEN | TMUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | -0.74 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.48 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.72 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.21 | +0.03 |
Correlation
The correlation between SHEN and TMUS is 0.31, 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
SHEN vs. TMUS - Dividend Comparison
SHEN's dividend yield for the trailing twelve months is around 0.71%, less than TMUS's 1.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHEN Shenandoah Telecommunications Company | 0.71% | 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. | 1.81% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Loading graphics...
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% | -30.79% | -5.53% |
Max Drawdown (5Y)Largest decline over 5 years | -73.55% | -31.99% | -41.56% |
Max Drawdown (10Y)Largest decline over 10 years | -73.55% | -31.99% | -41.56% |
Current DrawdownCurrent decline from peak | -58.80% | -21.70% | -37.10% |
Average DrawdownAverage peak-to-trough decline | -27.15% | -25.93% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.32% | 16.90% | +0.42% |
Volatility
SHEN vs. TMUS - Volatility Comparison
Shenandoah Telecommunications Company (SHEN) has a higher volatility of 13.13% compared to T-Mobile US, Inc. (TMUS) at 5.94%. This indicates that SHEN'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.
Loading graphics...
Volatility by Period
| SHEN | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.13% | 5.94% | +7.19% |
Volatility (6M)Calculated over the trailing 6-month period | 25.04% | 17.26% | +7.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.89% | 27.02% | +12.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.33% | 23.62% | +18.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.08% | 25.87% | +15.21% |
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