TDS vs. BERY

In the year-to-date period, TDS achieves a 75.52% return, which is significantly higher than BERY's 13.10% return. Over the past 10 years, TDS has underperformed BERY with an annualized return of 5.55%, while BERY has yielded a comparatively higher 11.09% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Telephone and Data Systems, Inc. (TDS) and Berry Global Group, Inc. (BERY). 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.

The current TDS Sharpe Ratio is 1.07, which is higher than the BERY Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of TDS and BERY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TDS's dividend yield for the trailing twelve months is around 1.43%, less than BERY's 1.53% yield.

The maximum TDS drawdown since its inception was -85.77%, which is greater than BERY's maximum drawdown of -55.78%. Use the drawdown chart below to compare losses from any high point for TDS and BERY. For additional features, visit the drawdowns tool.

Telephone and Data Systems, Inc. (TDS) has a higher volatility of 17.06% compared to Berry Global Group, Inc. (BERY) at 6.90%. This indicates that TDS's price experiences larger fluctuations and is considered to be riskier than BERY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Telephone and Data Systems, Inc. and Berry Global Group, 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.