SPOT vs. TMUS
Compare and contrast key facts about Spotify Technology S.A. (SPOT) and T-Mobile US, Inc. (TMUS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPOT or TMUS.
Performance
SPOT vs. TMUS - Performance Comparison
Returns By Period
In the year-to-date period, SPOT achieves a 150.49% return, which is significantly higher than TMUS's 49.20% return.
SPOT
150.49%
21.43%
56.63%
159.77%
27.36%
N/A
TMUS
49.20%
8.02%
44.43%
61.34%
25.16%
23.67%
Fundamentals
| SPOT | TMUS | |
|---|---|---|
| Market Cap | $94.98B | $273.26B |
| EPS | $3.62 | $8.76 |
| PE Ratio | 129.84 | 26.88 |
| Total Revenue (TTM) | $11.08B | $80.01B |
| Gross Profit (TTM) | $3.10B | $43.81B |
| EBITDA (TTM) | $755.00M | $30.90B |
Key characteristics
| SPOT | TMUS | |
|---|---|---|
| Sharpe Ratio | 4.52 | 3.98 |
| Sortino Ratio | 5.63 | 5.43 |
| Omega Ratio | 1.71 | 1.75 |
| Calmar Ratio | 3.24 | 12.10 |
| Martin Ratio | 43.42 | 29.12 |
| Ulcer Index | 3.76% | 2.12% |
| Daily Std Dev | 36.18% | 15.51% |
| Max Drawdown | -80.51% | -86.29% |
| Current Drawdown | -1.42% | -1.79% |
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Correlation
The correlation between SPOT and TMUS is 0.25, 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.
Risk-Adjusted Performance
SPOT vs. TMUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Spotify Technology S.A. (SPOT) 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.
Dividends
SPOT vs. TMUS - Dividend Comparison
SPOT has not paid dividends to shareholders, while TMUS's dividend yield for the trailing twelve months is around 1.10%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPOT Spotify Technology S.A. | 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. | 1.10% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
Drawdowns
SPOT vs. TMUS - Drawdown Comparison
The maximum SPOT drawdown since its inception was -80.51%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for SPOT and TMUS. For additional features, visit the drawdowns tool.
Volatility
SPOT vs. TMUS - Volatility Comparison
Spotify Technology S.A. (SPOT) has a higher volatility of 12.97% compared to T-Mobile US, Inc. (TMUS) at 7.94%. This indicates that SPOT'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.
Financials
SPOT vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between Spotify Technology S.A. 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