TMUS vs. BRO
TMUS (T-Mobile US, Inc.) and BRO (Brown & Brown, Inc.) are both stocks. TMUS operates in Telecom Services (Communication Services), while BRO operates in Insurance Brokers (Financial Services). Over the past 10 years, TMUS returned 16.10%/yr vs 13.27%/yr for BRO. At a 0.34 correlation, their price movements are largely independent.
Performance
TMUS vs. BRO - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -11.22% return, which is significantly higher than BRO's -26.85% return. Over the past 10 years, TMUS has outperformed BRO with an annualized return of 16.10%, while BRO has yielded a comparatively lower 13.27% annualized return.
TMUS
- 1D
- 0.19%
- 1M
- -7.35%
- YTD
- -11.22%
- 6M
- -11.83%
- 1Y
- -26.06%
- 3Y*
- 12.41%
- 5Y*
- 4.85%
- 10Y*
- 16.10%
BRO
- 1D
- -1.46%
- 1M
- 3.05%
- YTD
- -26.85%
- 6M
- -24.91%
- 1Y
- -47.08%
- 3Y*
- -2.56%
- 5Y*
- 3.04%
- 10Y*
- 13.27%
TMUS vs. BRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -11.22% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
BRO Brown & Brown, Inc. | -26.85% | -21.37% | 44.32% | 25.73% | -18.39% | 49.31% | 21.06% | 44.67% | 8.30% | 16.15% |
Correlation
The correlation between TMUS and BRO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2007 | 0.34 |
The correlation between TMUS and BRO shifts across timeframes, from 0.21 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
TMUS:
$9.41
BRO:
$4.76
TMUS:
18.96
BRO:
12.18
TMUS:
0.29
BRO:
0.89
TMUS:
2.21
BRO:
2.18
TMUS:
$90.53B
BRO:
$6.43B
TMUS:
$34.92B
BRO:
$3.82B
TMUS:
$28.22B
BRO:
$1.51B
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Return for Risk
TMUS vs. BRO — Risk / Return Rank
TMUS
BRO
TMUS vs. BRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Brown & Brown, Inc. (BRO). 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.
| TMUS | BRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.69 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.93 | +0.07 |
| Martin ratioReturn relative to average drawdown | -1.49 | -1.59 | +0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TMUS | BRO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.05 | -1.66 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.12 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.56 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.50 | -0.30 |
Drawdowns
TMUS vs. BRO - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than BRO's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for TMUS and BRO.
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Drawdown Indicators
| TMUS | BRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -55.85% | -30.44% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -50.55% | +20.18% |
Max Drawdown (3Y)Largest decline over 3 years | -33.65% | -55.85% | +22.20% |
Max Drawdown (5Y)Largest decline over 5 years | -33.65% | -55.85% | +22.20% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -55.85% | +22.20% |
Current DrawdownCurrent decline from peak | -33.12% | -52.91% | +19.79% |
Average DrawdownAverage peak-to-trough decline | -25.96% | -13.52% | -12.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.64% | 29.57% | -11.93% |
Volatility
TMUS vs. BRO - Volatility Comparison
The current volatility for T-Mobile US, Inc. (TMUS) is 6.91%, while Brown & Brown, Inc. (BRO) has a volatility of 9.52%. This indicates that TMUS experiences smaller price fluctuations and is considered to be less risky than BRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | BRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 9.52% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 21.90% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.04% | 28.53% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.86% | 24.81% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.08% | 23.69% | +2.39% |
Dividends
TMUS vs. BRO - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.21%, more than BRO's 1.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRO Brown & Brown, Inc. | 1.11% | 0.77% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% |
TMUS T-Mobile US, Inc. | 2.21% | 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. BRO - Financials Comparison
This section allows you to compare key financial metrics between T-Mobile US, Inc. and Brown & Brown, 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.
Total Revenue: Total amount of money received from sales and other business activities
TMUS vs. BRO - Profitability Comparison
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%.
BRO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brown & Brown, Inc. reported a gross profit of 994.00M and revenue of 1.90B. Therefore, the gross margin over that period was 52.3%.
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%.
BRO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brown & Brown, Inc. reported an operating income of 0.00 and revenue of 1.90B, resulting in an operating margin of 0.0%.
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%.
BRO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brown & Brown, Inc. reported a net income of 426.00M and revenue of 1.90B, resulting in a net margin of 22.4%.
Frequently Asked Questions
TMUS and BRO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRO has higher volatility (9.52%) compared to TMUS (6.91%). In terms of maximum drawdown, TMUS dropped -86.29% vs BRO's -55.85%.
TMUS currently has the higher Sharpe Ratio (-1.05 vs -1.66), 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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