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TMUS vs. DTE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TMUS vs. DTE.DE - Performance Comparison

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

250.00%300.00%350.00%400.00%JuneJulyAugustSeptemberOctoberNovember
427.65%
344.95%
TMUS
DTE.DE

Returns By Period

In the year-to-date period, TMUS achieves a 48.59% return, which is significantly higher than DTE.DE's 36.51% return. Over the past 10 years, TMUS has outperformed DTE.DE with an annualized return of 24.06%, while DTE.DE has yielded a comparatively lower 12.83% annualized return.


TMUS

YTD

48.59%

1M

7.21%

6M

44.68%

1Y

62.23%

5Y (annualized)

25.20%

10Y (annualized)

24.06%

DTE.DE

YTD

36.51%

1M

1.41%

6M

30.36%

1Y

37.75%

5Y (annualized)

18.76%

10Y (annualized)

12.83%

Fundamentals


TMUSDTE.DE
Market Cap$277.36B€139.55B
EPS$8.77€1.00
PE Ratio27.2528.03
PEG Ratio0.9626.44
Total Revenue (TTM)$80.01B€85.71B
Gross Profit (TTM)$44.30B€27.89B
EBITDA (TTM)$30.13B€36.13B

Key characteristics


TMUSDTE.DE
Sharpe Ratio4.072.96
Sortino Ratio5.573.94
Omega Ratio1.781.55
Calmar Ratio12.271.00
Martin Ratio29.8212.57
Ulcer Index2.10%2.98%
Daily Std Dev15.38%12.60%
Max Drawdown-86.29%-91.32%
Current Drawdown-2.19%-13.43%

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Correlation

-0.50.00.51.00.3

The correlation between TMUS and DTE.DE is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

TMUS vs. DTE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Deutsche Telekom AG (DTE.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for TMUS, currently valued at 3.94, compared to the broader market-4.00-2.000.002.004.003.942.24
The chart of Sortino ratio for TMUS, currently valued at 5.44, compared to the broader market-4.00-2.000.002.004.005.443.09
The chart of Omega ratio for TMUS, currently valued at 1.76, compared to the broader market0.501.001.502.001.761.39
The chart of Calmar ratio for TMUS, currently valued at 11.89, compared to the broader market0.002.004.006.0011.893.16
The chart of Martin ratio for TMUS, currently valued at 28.65, compared to the broader market0.0010.0020.0030.0028.659.13
TMUS
DTE.DE

The current TMUS Sharpe Ratio is 4.07, which is higher than the DTE.DE Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of TMUS and DTE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.94
2.24
TMUS
DTE.DE

Dividends

TMUS vs. DTE.DE - Dividend Comparison

TMUS's dividend yield for the trailing twelve months is around 1.10%, less than DTE.DE's 2.68% yield.


TTM20232022202120202019201820172016201520142013
TMUS
T-Mobile US, Inc.
1.10%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
DTE.DE
Deutsche Telekom AG
2.68%3.22%3.43%3.68%8.02%4.80%4.39%4.06%3.36%3.00%3.77%5.63%

Drawdowns

TMUS vs. DTE.DE - Drawdown Comparison

The maximum TMUS drawdown since its inception was -86.29%, smaller than the maximum DTE.DE drawdown of -91.32%. Use the drawdown chart below to compare losses from any high point for TMUS and DTE.DE. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.19%
-1.71%
TMUS
DTE.DE

Volatility

TMUS vs. DTE.DE - Volatility Comparison

T-Mobile US, Inc. (TMUS) has a higher volatility of 7.97% compared to Deutsche Telekom AG (DTE.DE) at 5.62%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than DTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.97%
5.62%
TMUS
DTE.DE

Financials

TMUS vs. DTE.DE - Financials Comparison

This section allows you to compare key financial metrics between T-Mobile US, Inc. and Deutsche Telekom AG. 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


Please note, different currencies. TMUS values in USD, DTE.DE values in EUR