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TM5.DE vs. VZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

TM5.DE vs. VZ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in T-Mobile US, Inc. (TM5.DE) and Verizon Communications Inc. (VZ). The values are adjusted to include any dividend payments, if applicable.

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TM5.DE vs. VZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TM5.DE
T-Mobile US, Inc.
0.57%-17.39%49.32%10.76%24.88%-4.30%60.04%26.19%0.01%-0.86%
VZ
Verizon Communications Inc.
25.26%-4.06%20.61%-0.37%-15.07%-0.64%-8.36%16.41%16.48%-8.81%
Different Trading Currencies

TM5.DE is traded in EUR, while VZ is traded in USD. To make them comparable, the VZ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TM5.DE achieves a 0.57% return, which is significantly lower than VZ's 25.26% return. Over the past 10 years, TM5.DE has outperformed VZ with an annualized return of 18.15%, while VZ has yielded a comparatively lower 4.31% annualized return.


TM5.DE

1D
-4.66%
1M
-5.43%
YTD
0.57%
6M
-13.02%
1Y
-28.62%
3Y*
10.44%
5Y*
10.73%
10Y*
18.15%

VZ

1D
-1.72%
1M
-0.14%
YTD
25.26%
6M
18.27%
1Y
8.50%
3Y*
13.42%
5Y*
3.21%
10Y*
4.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TM5.DE vs. VZ — Risk / Return Rank

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

TM5.DE
TM5.DE Risk / Return Rank: 99
Overall Rank
TM5.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TM5.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
TM5.DE Omega Ratio Rank: 88
Omega Ratio Rank
TM5.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
TM5.DE Martin Ratio Rank: 1414
Martin Ratio Rank

VZ
VZ Risk / Return Rank: 6363
Overall Rank
VZ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VZ Sortino Ratio Rank: 6161
Sortino Ratio Rank
VZ Omega Ratio Rank: 5959
Omega Ratio Rank
VZ Calmar Ratio Rank: 6666
Calmar Ratio Rank
VZ Martin Ratio Rank: 6666
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.

TM5.DE vs. VZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TM5.DE) and Verizon Communications Inc. (VZ). 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.


TM5.DEVZDifference

Sharpe ratio

Return per unit of total volatility

-0.99

0.36

-1.35

Sortino ratio

Return per unit of downside risk

-1.34

0.74

-2.08

Omega ratio

Gain probability vs. loss probability

0.84

1.09

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.78

0.50

-1.28

Martin ratio

Return relative to average drawdown

-1.32

0.88

-2.20

TM5.DE vs. VZ - Sharpe Ratio Comparison

The current TM5.DE Sharpe Ratio is -0.99, which is lower than the VZ Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of TM5.DE and VZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TM5.DEVZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.99

0.36

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.15

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.20

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.33

+0.33

Correlation

The correlation between TM5.DE and VZ is 0.16, 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.


Dividends

TM5.DE vs. VZ - Dividend Comparison

TM5.DE's dividend yield for the trailing twelve months is around 1.63%, less than VZ's 5.54% yield.


TTM20252024202320222021202020192018201720162015
TM5.DE
T-Mobile US, Inc.
1.63%1.62%1.06%0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VZ
Verizon Communications Inc.
5.54%6.68%6.68%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%

Drawdowns

TM5.DE vs. VZ - Drawdown Comparison

The maximum TM5.DE drawdown since its inception was -63.02%, which is greater than VZ's maximum drawdown of -40.88%. Use the drawdown chart below to compare losses from any high point for TM5.DE and VZ.


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Drawdown Indicators


TM5.DEVZDifference

Max Drawdown

Largest peak-to-trough decline

-63.02%

-50.66%

-12.36%

Max Drawdown (1Y)

Largest decline over 1 year

-36.63%

-13.32%

-23.31%

Max Drawdown (5Y)

Largest decline over 5 years

-40.60%

-40.31%

-0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

-41.21%

+0.61%

Current Drawdown

Current decline from peak

-32.79%

-3.87%

-28.92%

Average Drawdown

Average peak-to-trough decline

-11.57%

-14.80%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.70%

5.83%

+15.87%

Volatility

TM5.DE vs. VZ - Volatility Comparison

T-Mobile US, Inc. (TM5.DE) has a higher volatility of 8.95% compared to Verizon Communications Inc. (VZ) at 4.82%. This indicates that TM5.DE's price experiences larger fluctuations and is considered to be riskier than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TM5.DEVZDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

4.82%

+4.13%

Volatility (6M)

Calculated over the trailing 6-month period

19.66%

18.84%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

29.09%

23.76%

+5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.80%

21.98%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.67%

21.21%

+9.46%

Financials

TM5.DE vs. VZ - Financials Comparison

This section allows you to compare key financial metrics between T-Mobile US, Inc. and Verizon Communications 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


Please note, different currencies. TM5.DE values in EUR, VZ values in USD