TMUS vs. AJG
TMUS (T-Mobile US, Inc.) and AJG (Arthur J. Gallagher & Co.) are both stocks. TMUS operates in Telecom Services (Communication Services), while AJG operates in Insurance Brokers (Financial Services). Over the past 10 years, TMUS returned 16.24%/yr vs 19.74%/yr for AJG. At a 0.33 correlation, their price movements are largely independent.
Performance
TMUS vs. AJG - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -2.66% return, which is significantly lower than AJG's -1.36% return. Over the past 10 years, TMUS has underperformed AJG with an annualized return of 16.24%, while AJG has yielded a comparatively higher 19.74% annualized return.
TMUS
- 1D
- 1.67%
- 1M
- 7.69%
- 6M
- 6.08%
- YTD
- -2.66%
- 1Y
- -12.27%
- 3Y*
- 13.24%
- 5Y*
- 7.19%
- 10Y*
- 16.24%
- ALL TIME*
- 18.39%
AJG
- 1D
- -0.09%
- 1M
- 18.50%
- 6M
- -1.25%
- YTD
- -1.36%
- 1Y
- -18.08%
- 3Y*
- 6.09%
- 5Y*
- 13.67%
- 10Y*
- 19.74%
- ALL TIME*
- 12.61%
TMUS vs. AJG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -2.66% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
AJG Arthur J. Gallagher & Co. | -1.36% | -8.03% | 27.34% | 20.51% | 12.44% | 39.02% | 32.12% | 31.79% | 19.19% | 25.04% |
Correlation
The correlation between TMUS and AJG is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.33 |
The correlation between TMUS and AJG shifts across timeframes, from 0.20 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
TMUS:
$211.72B
AJG:
$65.18B
TMUS:
$9.45
AJG:
$5.74
TMUS:
20.70
AJG:
44.21
TMUS:
0.31
AJG:
4.58
TMUS:
2.41
AJG:
4.74
TMUS:
$90.53B
AJG:
$13.94B
TMUS:
$34.92B
AJG:
$7.63B
TMUS:
$28.22B
AJG:
$3.66B
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Return for Risk
TMUS vs. AJG — Risk / Return Rank
TMUS
AJG
TMUS vs. AJG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Arthur J. Gallagher & Co. (AJG). 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.
| TMUS | AJG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.91 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | -0.47 | +0.11 |
| Martin ratioReturn relative to average drawdown | -0.62 | -0.79 | +0.17 |
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Drawdowns
TMUS vs. AJG - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than AJG's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for TMUS and AJG.
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Drawdown Indicators
| TMUS | AJG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -57.49% | -28.80% |
Max Drawdown (1Y)Largest decline over 1 year | -34.02% | -38.59% | +4.57% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -44.40% | +7.27% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -44.40% | +7.27% |
Max Drawdown (10Y)Largest decline over 10 years | -37.13% | -44.40% | +7.27% |
Current DrawdownCurrent decline from peak | -26.67% | -26.31% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -12.87% | -13.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.82% | 23.05% | -3.23% |
Volatility
TMUS vs. AJG - Volatility Comparison
The current volatility for T-Mobile US, Inc. (TMUS) is 10.23%, while Arthur J. Gallagher & Co. (AJG) has a volatility of 10.92%. This indicates that TMUS experiences smaller price fluctuations and is considered to be less risky than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | AJG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.23% | 10.92% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 20.95% | 24.11% | -3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.25% | 29.72% | -3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.30% | 23.42% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.17% | 23.24% | +2.93% |
Dividends
TMUS vs. AJG - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.01%, more than AJG's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 1.06% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
TMUS T-Mobile US, Inc. | 2.01% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
TMUS vs. AJG - Financials Comparison
This section allows you to compare key financial metrics between T-Mobile US, Inc. and Arthur J. Gallagher & Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
TMUS vs. AJG - Profitability Comparison
TMUS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, T-Mobile US, Inc. reported a gross profit of 0.00 and revenue of 23.11B. Therefore, the gross margin over that period was 0.0%.
AJG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Arthur J. Gallagher & Co. reported a gross profit of 1.42B and revenue of 3.63B. Therefore, the gross margin over that period was 39.1%.
TMUS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, T-Mobile US, Inc. reported an operating income of 4.50B and revenue of 23.11B, resulting in an operating margin of 19.5%.
AJG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Arthur J. Gallagher & Co. reported an operating income of 341.00M and revenue of 3.63B, resulting in an operating margin of 9.4%.
TMUS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, T-Mobile US, Inc. reported a net income of 2.50B and revenue of 23.11B, resulting in a net margin of 10.8%.
AJG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Arthur J. Gallagher & Co. reported a net income of 151.00M and revenue of 3.63B, resulting in a net margin of 4.2%.
Frequently Asked Questions
TMUS and AJG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AJG has higher volatility (10.92%) compared to TMUS (10.23%). In terms of maximum drawdown, TMUS dropped -86.29% vs AJG's -57.49%.
TMUS currently has the higher Sharpe Ratio (-0.47 vs -0.61), 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.
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