TMUS vs. CL

Last updated Jul 21, 2026

TMUS (T-Mobile US, Inc.) and CL (Colgate-Palmolive Company) are both stocks. TMUS operates in Telecom Services (Communication Services), while CL operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, TMUS returned 16.24%/yr vs 4.55%/yr for CL. At a 0.26 correlation, their price movements are largely independent.

Performance

TMUS vs. CL - Performance Comparison

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

Returns By Period

In the year-to-date period, TMUS achieves a -2.66% return, which is significantly lower than CL's 18.45% return. Over the past 10 years, TMUS has outperformed CL with an annualized return of 16.24%, while CL has yielded a comparatively lower 4.55% 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%

CL

• 1D: -0.56%
• 1M: 3.33%
• 6M: 10.74%
• YTD: 18.45%
• 1Y: 8.51%
• 3Y*: 8.51%
• 5Y*: 4.73%
• 10Y*: 4.55%
• ALL TIME*: 10.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TMUS vs. CL - 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%
CL Colgate-Palmolive Company	18.45%	-10.98%	16.57%	3.78%	-5.44%	2.08%	27.17%	18.60%	-19.19%	17.88%

Correlation

The correlation between TMUS and CL is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007	0.26

Fundamentals

Market Cap TMUS : $211.72B CL : $73.56B
EPS TMUS : $9.45 CL : $2.59
PE Ratio TMUS : 20.70 CL : 35.53
PEG Ratio TMUS : 0.31 CL : 9.18
PS Ratio TMUS : 2.41 CL : 3.57
PB Ratio TMUS : 3.86 CL : 510.43
Total Revenue (TTM) TMUS : $90.53B CL : $20.80B
Gross Profit (TTM) TMUS : $34.92B CL : $12.49B
EBITDA (TTM) TMUS : $28.22B CL : $3.92B

Return for Risk

TMUS vs. CL — Risk / Return Rank

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

TMUS

TMUS Risk / Return Rank: 27
TMUS Sharpe Ratio Rank: 24
TMUS Sortino Ratio Rank: 22
TMUS Omega Ratio Rank: 23
TMUS Calmar Ratio Rank: 33
TMUS Martin Ratio Rank: 33

CL

CL Risk / Return Rank: 55
CL Sharpe Ratio Rank: 59
CL Sortino Ratio Rank: 52
CL Omega Ratio Rank: 50
CL Calmar Ratio Rank: 58
CL Martin Ratio Rank: 56

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. CL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Colgate-Palmolive Company (CL). 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	CL	Difference
Sharpe ratio: Return per unit of total volatility	-0.47	0.38	-0.85
Sortino ratio: Return per unit of downside risk	-0.52	0.71	-1.24
Omega ratio: Gain probability vs. loss probability	0.94	1.08	-0.14
Calmar ratio: Return relative to maximum drawdown	-0.36	0.50	-0.87
Martin ratio: Return relative to average drawdown	-0.62	0.90	-1.52

TMUS vs. CL - Sharpe Ratio Comparison

The current TMUS Sharpe Ratio is -0.47, which is lower than the CL Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of TMUS and CL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TMUS vs. CL - Drawdown Comparison

The maximum TMUS drawdown since its inception was -86.29%, which is greater than CL's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for TMUS and CL.

Drawdown Indicators

	TMUS	CL	Difference
Max Drawdown Largest peak-to-trough decline	-86.29%	-58.91%	-27.38%
Max Drawdown (1Y) Largest decline over 1 year	-34.02%	-16.97%	-17.05%
Max Drawdown (3Y) Largest decline over 3 years	-37.13%	-29.05%	-8.08%
Max Drawdown (5Y) Largest decline over 5 years	-37.13%	-29.05%	-8.08%
Max Drawdown (10Y) Largest decline over 10 years	-37.13%	-29.05%	-8.08%
Current Drawdown Current decline from peak	-26.67%	-11.42%	-15.25%
Average Drawdown Average peak-to-trough decline	-25.98%	-11.24%	-14.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.82%	9.45%	+10.37%

Volatility

TMUS vs. CL - Volatility Comparison

T-Mobile US, Inc. (TMUS) has a higher volatility of 10.23% compared to Colgate-Palmolive Company (CL) at 7.69%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than CL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TMUS	CL	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.23%	7.69%	+2.54%
Volatility (6M) Calculated over the trailing 6-month period	20.95%	17.58%	+3.37%
Volatility (1Y) Calculated over the trailing 1-year period	26.25%	22.48%	+3.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.30%	19.05%	+5.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.17%	19.86%	+6.31%

Dividends

TMUS vs. CL - Dividend Comparison

TMUS's dividend yield for the trailing twelve months is around 2.01%, less than CL's 2.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CL Colgate-Palmolive Company	2.28%	2.61%	2.18%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%
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. CL - Profitability Comparison

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

Portfolio components

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%.

CL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Colgate-Palmolive Company reported a gross profit of 3.23B and revenue of 5.32B. Therefore, the gross margin over that period was 60.6%.

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%.

CL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Colgate-Palmolive Company reported an operating income of 1.16B and revenue of 5.32B, resulting in an operating margin of 21.7%.

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%.

CL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Colgate-Palmolive Company reported a net income of 646.00M and revenue of 5.32B, resulting in a net margin of 12.1%.

Frequently Asked Questions

Can I hold both TMUS and CL in my portfolio?

TMUS and CL have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TMUS or CL?

TMUS has higher volatility (10.23%) compared to CL (7.69%). In terms of maximum drawdown, TMUS dropped -86.29% vs CL's -58.91%.

Which has better risk-adjusted returns?

CL currently has the higher Sharpe Ratio (0.38 vs -0.47), 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.