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TDS vs. VEON
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TDS and VEON is 0.23, 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

TDS vs. VEON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telephone and Data Systems, Inc. (TDS) and VEON Ltd. (VEON). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
61.45%
-84.68%
TDS
VEON

Key characteristics

Sharpe Ratio

TDS:

1.51

VEON:

2.97

Sortino Ratio

TDS:

2.23

VEON:

4.25

Omega Ratio

TDS:

1.34

VEON:

1.51

Calmar Ratio

TDS:

1.33

VEON:

1.03

Martin Ratio

TDS:

7.35

VEON:

19.96

Ulcer Index

TDS:

12.38%

VEON:

4.79%

Daily Std Dev

TDS:

60.27%

VEON:

32.12%

Max Drawdown

TDS:

-85.84%

VEON:

-97.49%

Current Drawdown

TDS:

-22.36%

VEON:

-85.11%

Fundamentals

Market Cap

TDS:

$3.83B

VEON:

$2.52B

EPS

TDS:

-$5.40

VEON:

$4.48

PEG Ratio

TDS:

4.56

VEON:

-0.63

Total Revenue (TTM)

TDS:

$5.04B

VEON:

$3.96B

Gross Profit (TTM)

TDS:

$2.39B

VEON:

$3.36B

EBITDA (TTM)

TDS:

$630.00M

VEON:

$1.30B

Returns By Period

In the year-to-date period, TDS achieves a 88.46% return, which is significantly lower than VEON's 98.17% return. Over the past 10 years, TDS has outperformed VEON with an annualized return of 6.60%, while VEON has yielded a comparatively lower -6.05% annualized return.


TDS

YTD

88.46%

1M

3.18%

6M

80.17%

1Y

92.45%

5Y*

10.83%

10Y*

6.60%

VEON

YTD

98.17%

1M

25.94%

6M

50.10%

1Y

96.08%

5Y*

-8.10%

10Y*

-6.05%

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

TDS vs. VEON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Telephone and Data Systems, Inc. (TDS) and VEON Ltd. (VEON). 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 TDS, currently valued at 1.51, compared to the broader market-4.00-2.000.002.001.512.97
The chart of Sortino ratio for TDS, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.002.234.25
The chart of Omega ratio for TDS, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.51
The chart of Calmar ratio for TDS, currently valued at 1.71, compared to the broader market0.002.004.006.001.711.03
The chart of Martin ratio for TDS, currently valued at 7.35, compared to the broader market-5.000.005.0010.0015.0020.0025.007.3519.96
TDS
VEON

The current TDS Sharpe Ratio is 1.51, which is lower than the VEON Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of TDS and VEON, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.51
2.97
TDS
VEON

Dividends

TDS vs. VEON - Dividend Comparison

TDS's dividend yield for the trailing twelve months is around 0.91%, while VEON has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
TDS
Telephone and Data Systems, Inc.
0.91%4.03%6.86%3.47%3.66%2.60%1.97%2.23%2.05%2.18%2.12%1.99%
VEON
VEON Ltd.
0.00%0.00%0.00%0.00%9.93%11.86%9.47%5.97%0.68%0.80%0.65%10.64%

Drawdowns

TDS vs. VEON - Drawdown Comparison

The maximum TDS drawdown since its inception was -85.84%, smaller than the maximum VEON drawdown of -97.49%. Use the drawdown chart below to compare losses from any high point for TDS and VEON. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.33%
-85.11%
TDS
VEON

Volatility

TDS vs. VEON - Volatility Comparison

The current volatility for Telephone and Data Systems, Inc. (TDS) is 9.72%, while VEON Ltd. (VEON) has a volatility of 10.54%. This indicates that TDS experiences smaller price fluctuations and is considered to be less risky than VEON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.72%
10.54%
TDS
VEON

Financials

TDS vs. VEON - Financials Comparison

This section allows you to compare key financial metrics between Telephone and Data Systems, Inc. and VEON Ltd.. 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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