TMUS vs. DTE.DE
Compare and contrast key facts about T-Mobile US, Inc. (TMUS) and Deutsche Telekom AG (DTE.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMUS or DTE.DE.
Performance
TMUS vs. DTE.DE - Performance Comparison
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
48.59%
7.21%
44.68%
62.23%
25.20%
24.06%
DTE.DE
36.51%
1.41%
30.36%
37.75%
18.76%
12.83%
Fundamentals
TMUS | DTE.DE | |
---|---|---|
Market Cap | $277.36B | €139.55B |
EPS | $8.77 | €1.00 |
PE Ratio | 27.25 | 28.03 |
PEG Ratio | 0.96 | 26.44 |
Total Revenue (TTM) | $80.01B | €85.71B |
Gross Profit (TTM) | $44.30B | €27.89B |
EBITDA (TTM) | $30.13B | €36.13B |
Key characteristics
TMUS | DTE.DE | |
---|---|---|
Sharpe Ratio | 4.07 | 2.96 |
Sortino Ratio | 5.57 | 3.94 |
Omega Ratio | 1.78 | 1.55 |
Calmar Ratio | 12.27 | 1.00 |
Martin Ratio | 29.82 | 12.57 |
Ulcer Index | 2.10% | 2.98% |
Daily Std Dev | 15.38% | 12.60% |
Max Drawdown | -86.29% | -91.32% |
Current Drawdown | -2.19% | -13.43% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities