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

Correlation

The correlation between SPOT and TMUS is 0.24, 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.


-0.50.00.51.00.2

Performance

SPOT vs. TMUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spotify Technology S.A. (SPOT) and T-Mobile US, Inc. (TMUS). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
201.09%
278.15%
SPOT
TMUS

Key characteristics

Sharpe Ratio

SPOT:

3.67

TMUS:

2.51

Sortino Ratio

SPOT:

4.71

TMUS:

3.24

Omega Ratio

SPOT:

1.59

TMUS:

1.49

Calmar Ratio

SPOT:

2.73

TMUS:

4.07

Martin Ratio

SPOT:

35.28

TMUS:

17.63

Ulcer Index

SPOT:

3.75%

TMUS:

2.46%

Daily Std Dev

SPOT:

36.04%

TMUS:

17.27%

Max Drawdown

SPOT:

-80.51%

TMUS:

-86.29%

Current Drawdown

SPOT:

-10.70%

TMUS:

-10.63%

Fundamentals

Market Cap

SPOT:

$95.86B

TMUS:

$256.13B

EPS

SPOT:

$3.54

TMUS:

$8.76

PE Ratio

SPOT:

134.00

TMUS:

25.20

Total Revenue (TTM)

SPOT:

$15.07B

TMUS:

$80.01B

Gross Profit (TTM)

SPOT:

$4.34B

TMUS:

$43.81B

EBITDA (TTM)

SPOT:

$1.19B

TMUS:

$30.90B

Returns By Period

In the year-to-date period, SPOT achieves a 138.76% return, which is significantly higher than TMUS's 39.68% return.


SPOT

YTD

138.76%

1M

-1.26%

6M

44.77%

1Y

135.10%

5Y*

24.53%

10Y*

N/A

TMUS

YTD

39.68%

1M

-6.56%

6M

25.11%

1Y

43.67%

5Y*

23.91%

10Y*

23.94%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for SPOT, currently valued at 3.67, compared to the broader market-4.00-2.000.002.003.672.51
The chart of Sortino ratio for SPOT, currently valued at 4.71, compared to the broader market-4.00-2.000.002.004.004.713.24
The chart of Omega ratio for SPOT, currently valued at 1.59, compared to the broader market0.501.001.502.001.591.49
The chart of Calmar ratio for SPOT, currently valued at 2.73, compared to the broader market0.002.004.006.002.734.07
The chart of Martin ratio for SPOT, currently valued at 35.28, compared to the broader market0.0010.0020.0035.2817.63
SPOT
TMUS

The current SPOT Sharpe Ratio is 3.67, which is higher than the TMUS Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of SPOT 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 Ratio1.502.002.503.003.504.004.505.00JulyAugustSeptemberOctoberNovemberDecember
3.67
2.51
SPOT
TMUS

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 1.28%.


TTM20232022202120202019201820172016201520142013
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.
1.28%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.70%
-10.63%
SPOT
TMUS

Volatility

SPOT vs. TMUS - Volatility Comparison

Spotify Technology S.A. (SPOT) has a higher volatility of 9.12% compared to T-Mobile US, Inc. (TMUS) at 8.57%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.12%
8.57%
SPOT
TMUS

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.


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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