TMUS vs. CHTR
TMUS (T-Mobile US, Inc.) and CHTR (Charter Communications, Inc.) are both stocks. Both are in the Communication Services sector — TMUS in Telecom Services, CHTR in Entertainment. Over the past 10 years, TMUS returned 16.56%/yr vs -4.72%/yr for CHTR. At a 0.29 correlation, their price movements are largely independent.
Performance
TMUS vs. CHTR - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -7.68% return, which is significantly higher than CHTR's -33.99% return. Over the past 10 years, TMUS has outperformed CHTR with an annualized return of 16.56%, while CHTR has yielded a comparatively lower -4.72% annualized return.
TMUS
- 1D
- 3.39%
- 1M
- -2.25%
- YTD
- -7.68%
- 6M
- -4.03%
- 1Y
- -20.23%
- 3Y*
- 13.89%
- 5Y*
- 5.95%
- 10Y*
- 16.56%
CHTR
- 1D
- 1.79%
- 1M
- -6.77%
- YTD
- -33.99%
- 6M
- -35.40%
- 1Y
- -66.13%
- 3Y*
- -25.14%
- 5Y*
- -27.48%
- 10Y*
- -4.72%
TMUS vs. CHTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -7.68% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
CHTR Charter Communications, Inc. | -33.99% | -39.10% | -11.81% | 14.62% | -47.99% | -1.45% | 36.38% | 70.22% | -15.18% | 16.69% |
Correlation
The correlation between TMUS and CHTR is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010 | 0.29 |
Fundamentals
TMUS:
$204.49B
CHTR:
$17.48B
TMUS:
$9.41
CHTR:
$38.46
TMUS:
19.72
CHTR:
3.58
TMUS:
0.30
CHTR:
0.35
TMUS:
2.30
CHTR:
0.34
TMUS:
3.66
CHTR:
1.07
TMUS:
$90.53B
CHTR:
$54.64B
TMUS:
$34.92B
CHTR:
$23.64B
TMUS:
$28.22B
CHTR:
$20.40B
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Return for Risk
TMUS vs. CHTR — Risk / Return Rank
TMUS
CHTR
TMUS vs. CHTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Charter Communications, Inc. (CHTR). 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 | CHTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.67 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | -0.96 | +0.29 |
| Martin ratioReturn relative to average drawdown | -1.14 | -1.47 | +0.32 |
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 | CHTR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.81 | -1.36 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | -0.71 | +0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | -0.14 | +0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.28 | -0.07 |
Drawdowns
TMUS vs. CHTR - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, roughly equal to the maximum CHTR drawdown of -84.29%. Use the drawdown chart below to compare losses from any high point for TMUS and CHTR.
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Drawdown Indicators
| TMUS | CHTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -84.29% | -2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -69.15% | +38.78% |
Max Drawdown (3Y)Largest decline over 3 years | -33.65% | -71.69% | +38.04% |
Max Drawdown (5Y)Largest decline over 5 years | -33.65% | -84.29% | +50.64% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -84.29% | +50.64% |
Current DrawdownCurrent decline from peak | -30.45% | -83.22% | +52.77% |
Average DrawdownAverage peak-to-trough decline | -25.96% | -20.69% | -5.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.73% | 45.15% | -27.42% |
Volatility
TMUS vs. CHTR - Volatility Comparison
The current volatility for T-Mobile US, Inc. (TMUS) is 7.77%, while Charter Communications, Inc. (CHTR) has a volatility of 13.18%. This indicates that TMUS experiences smaller price fluctuations and is considered to be less risky than CHTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | CHTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 13.18% | -5.41% |
Volatility (6M)Calculated over the trailing 6-month period | 19.29% | 42.23% | -22.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.05% | 48.76% | -23.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.90% | 39.06% | -15.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.08% | 34.12% | -8.04% |
Dividends
TMUS vs. CHTR - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.12%, while CHTR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CHTR Charter Communications, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
TMUS T-Mobile US, Inc. | 2.12% | 1.80% | 1.28% | 0.41% |
Financials
TMUS vs. CHTR - Financials Comparison
This section allows you to compare key financial metrics between T-Mobile US, Inc. and Charter 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.
Total Revenue: Total amount of money received from sales and other business activities
TMUS vs. CHTR - 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%.
CHTR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Charter Communications, Inc. reported a gross profit of 5.43B and revenue of 13.60B. Therefore, the gross margin over that period was 40.0%.
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%.
CHTR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Charter Communications, Inc. reported an operating income of 3.21B and revenue of 13.60B, resulting in an operating margin of 23.6%.
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%.
CHTR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Charter Communications, Inc. reported a net income of 1.36B and revenue of 13.60B, resulting in a net margin of 10.0%.
Frequently Asked Questions
TMUS and CHTR have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHTR has higher volatility (13.18%) compared to TMUS (7.77%). In terms of maximum drawdown, TMUS dropped -86.29% vs CHTR's -84.29%.
TMUS currently has the higher Sharpe Ratio (-0.81 vs -1.36), 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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