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THRM vs. TMUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

THRM vs. TMUS - Performance Comparison

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

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Returns By Period

In the year-to-date period, THRM achieves a -3.08% return, which is significantly higher than TMUS's -10.41% return. Over the past 10 years, THRM has underperformed TMUS with an annualized return of 0.22%, while TMUS has yielded a comparatively higher 16.44% annualized return.


THRM

1D
-1.89%
1M
7.67%
YTD
-3.08%
6M
-5.67%
1Y
27.72%
3Y*
-13.97%
5Y*
-13.01%
10Y*
0.22%

TMUS

1D
-0.89%
1M
-5.45%
YTD
-10.41%
6M
-7.08%
1Y
-17.18%
3Y*
12.34%
5Y*
5.36%
10Y*
16.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

THRM vs. TMUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THRM
Gentherm Incorporated
-3.08%-8.90%-23.75%-19.80%-24.87%33.24%46.92%11.03%25.92%-6.20%
TMUS
T-Mobile US, Inc.
-10.41%-6.58%39.70%15.02%20.71%-13.99%71.96%23.28%0.16%10.43%

Correlation

The correlation between THRM and TMUS is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2007

0.25

The correlation between THRM and TMUS shifts across timeframes, from -0.11 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

THRM:

$1.08B

TMUS:

$198.44B

EPS

THRM:

$0.74

TMUS:

$9.41

PE Ratio

THRM:

47.93

TMUS:

19.13

PS Ratio

THRM:

0.95

TMUS:

2.23

PB Ratio

THRM:

1.51

TMUS:

3.55

Total Revenue (TTM)

THRM:

$1.14B

TMUS:

$90.53B

Gross Profit (TTM)

THRM:

$362.44M

TMUS:

$34.92B

EBITDA (TTM)

THRM:

$115.48M

TMUS:

$28.22B

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Return for Risk

THRM vs. TMUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

THRM
THRM Risk / Return Rank: 6262
Overall Rank
THRM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
THRM Sortino Ratio Rank: 6262
Sortino Ratio Rank
THRM Omega Ratio Rank: 6060
Omega Ratio Rank
THRM Calmar Ratio Rank: 6262
Calmar Ratio Rank
THRM Martin Ratio Rank: 6161
Martin Ratio Rank

TMUS
TMUS Risk / Return Rank: 1717
Overall Rank
TMUS Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 1313
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1515
Omega Ratio Rank
TMUS Calmar Ratio Rank: 2121
Calmar Ratio Rank
TMUS Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

THRM vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gentherm Incorporated (THRM) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


THRMTMUSDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+2.21

Omega ratioGain probability vs. loss probability

1.16

0.90

+0.26

Calmar ratioReturn relative to maximum drawdown

0.92

-0.57

+1.49

Martin ratioReturn relative to average drawdown

2.04

-0.94

+2.98

THRM vs. TMUS - Sharpe Ratio Comparison

The current THRM Sharpe Ratio is 0.75, which is higher than the TMUS Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of THRM and TMUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

THRM vs. TMUS - Drawdown Comparison

The maximum THRM drawdown since its inception was -99.08%, which is greater than TMUS's maximum drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for THRM and TMUS.


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Drawdown Indicators


THRMTMUSDifference

Max Drawdown

Largest peak-to-trough decline

-99.08%

-86.29%

-12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-30.32%

-30.37%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-64.70%

-33.65%

-31.05%

Max Drawdown (5Y)

Largest decline over 5 years

-76.34%

-33.65%

-42.69%

Max Drawdown (10Y)

Largest decline over 10 years

-76.34%

-33.65%

-42.69%

Current Drawdown

Current decline from peak

-64.24%

-32.51%

-31.73%

Average Drawdown

Average peak-to-trough decline

-61.30%

-25.96%

-35.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.61%

18.29%

-4.68%

Volatility

THRM vs. TMUS - Volatility Comparison

Gentherm Incorporated (THRM) has a higher volatility of 10.64% compared to T-Mobile US, Inc. (TMUS) at 7.09%. This indicates that THRM'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.


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Volatility by Period


THRMTMUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.64%

7.09%

+3.55%

Volatility (6M)

Calculated over the trailing 6-month period

27.92%

19.27%

+8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

37.15%

24.82%

+12.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.95%

23.94%

+17.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.63%

26.09%

+12.54%

Dividends

THRM vs. TMUS - Dividend Comparison

THRM has not paid dividends to shareholders, while TMUS's dividend yield for the trailing twelve months is around 2.19%.


PositionTTM202520242023
THRM
Gentherm Incorporated
0.00%0.00%0.00%0.00%
TMUS
T-Mobile US, Inc.
2.19%1.80%1.28%0.41%

Financials

THRM vs. TMUS - Financials Comparison

This section allows you to compare key financial metrics between Gentherm Incorporated 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


0.005.00B10.00B15.00B20.00B25.00B202220232024202520260
23.11B
(THRM) Total Revenue
(TMUS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


THRM and TMUS have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

THRM has higher volatility (10.64%) compared to TMUS (7.09%). In terms of maximum drawdown, THRM dropped -99.08% vs TMUS's -86.29%.

THRM currently has the higher Sharpe Ratio (0.75 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for THRM and TMUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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