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

Performance

TMUS vs. AMZN - Performance Comparison

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

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Returns By Period

In the year-to-date period, TMUS achieves a -5.91% return, which is significantly lower than AMZN's 3.35% return. Over the past 10 years, TMUS has underperformed AMZN with an annualized return of 16.66%, while AMZN has yielded a comparatively higher 20.83% annualized return.


TMUS

1D
1.77%
1M
-0.08%
YTD
-5.91%
6M
-2.11%
1Y
-15.76%
3Y*
15.04%
5Y*
6.35%
10Y*
16.66%

AMZN

1D
-1.23%
1M
-11.69%
YTD
3.35%
6M
5.46%
1Y
11.87%
3Y*
23.49%
5Y*
7.35%
10Y*
20.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMUS vs. AMZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMUS
T-Mobile US, Inc.
-5.91%-6.58%39.70%15.02%20.71%-13.99%71.96%23.28%0.16%10.43%
AMZN
Amazon.com, Inc
3.35%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%55.96%

Correlation

The correlation between TMUS and AMZN is -0.19, 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

-0.19

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

-0.03

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

0.16

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

0.27

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

0.27

The correlation between TMUS and AMZN shifts across timeframes, from -0.19 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TMUS:

$208.40B

AMZN:

$2.59T

EPS

TMUS:

$9.41

AMZN:

$8.37

PE Ratio

TMUS:

20.09

AMZN:

28.50

PEG Ratio

TMUS:

0.31

AMZN:

0.69

PS Ratio

TMUS:

2.34

AMZN:

3.48

PB Ratio

TMUS:

3.73

AMZN:

5.87

Total Revenue (TTM)

TMUS:

$90.53B

AMZN:

$742.78B

Gross Profit (TTM)

TMUS:

$34.92B

AMZN:

$348.59B

EBITDA (TTM)

TMUS:

$28.22B

AMZN:

$152.71B

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Return for Risk

TMUS vs. AMZN — Risk / Return Rank

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

TMUS
TMUS Risk / Return Rank: 2020
Overall Rank
TMUS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 1515
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1717
Omega Ratio Rank
TMUS Calmar Ratio Rank: 2525
Calmar Ratio Rank
TMUS Martin Ratio Rank: 2626
Martin Ratio Rank

AMZN
AMZN Risk / Return Rank: 5454
Overall Rank
AMZN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5151
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4949
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5555
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5757
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.

TMUS vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Amazon.com, Inc (AMZN). 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.


TMUSAMZNDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

0.91

1.09

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.52

0.55

-1.07

Martin ratioReturn relative to average drawdown

-0.88

1.29

-2.18

TMUS vs. AMZN - Sharpe Ratio Comparison

The current TMUS Sharpe Ratio is -0.63, which is lower than the AMZN Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of TMUS and AMZN, 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

TMUS vs. AMZN - Drawdown Comparison

The maximum TMUS drawdown since its inception was -86.29%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for TMUS and AMZN.


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Drawdown Indicators


TMUSAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-86.29%

-94.40%

+8.11%

Max Drawdown (1Y)

Largest decline over 1 year

-30.37%

-21.74%

-8.63%

Max Drawdown (3Y)

Largest decline over 3 years

-33.65%

-30.88%

-2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-33.65%

-56.15%

+22.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-56.15%

+22.50%

Current Drawdown

Current decline from peak

-29.12%

-13.25%

-15.87%

Average Drawdown

Average peak-to-trough decline

-25.96%

-28.19%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.87%

9.21%

+8.66%

Volatility

TMUS vs. AMZN - Volatility Comparison

T-Mobile US, Inc. (TMUS) and Amazon.com, Inc (AMZN) have volatilities of 7.72% and 7.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMUSAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

7.92%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

19.08%

20.73%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

24.99%

30.13%

-5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.90%

35.53%

-11.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.08%

32.48%

-6.40%

Dividends

TMUS vs. AMZN - Dividend Comparison

TMUS's dividend yield for the trailing twelve months is around 2.08%, while AMZN has not paid dividends to shareholders.


PositionTTM202520242023
AMZN
Amazon.com, Inc
0.00%0.00%0.00%0.00%
TMUS
T-Mobile US, Inc.
2.08%1.80%1.28%0.41%

Financials

TMUS vs. AMZN - Financials Comparison

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


0.0050.00B100.00B150.00B200.00B20222023202420252026
23.11B
181.52B
(TMUS) Total Revenue
(AMZN) Total Revenue
Values in USD except per share items

TMUS vs. AMZN - Profitability Comparison

The chart below illustrates the profitability comparison between T-Mobile US, Inc. and Amazon.com, Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%202220232024202520260
36.8%
Portfolio components
TMUS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

AMZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a gross profit of 66.77B and revenue of 181.52B. Therefore, the gross margin over that period was 36.8%.

TMUS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.

AMZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported an operating income of 23.85B and revenue of 181.52B, resulting in an operating margin of 13.1%.

TMUS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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%.

AMZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a net income of 30.26B and revenue of 181.52B, resulting in a net margin of 16.7%.


Frequently Asked Questions


TMUS and AMZN have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMZN has higher volatility (7.92%) compared to TMUS (7.72%). In terms of maximum drawdown, TMUS dropped -86.29% vs AMZN's -94.40%.

AMZN currently has the higher Sharpe Ratio (0.40 vs -0.63), 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 TMUS and AMZN

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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