TMUS vs. DTEGY
TMUS (T-Mobile US, Inc.) and DTEGY (Deutsche Telekom AG ADR) are both stocks. Both operate in the Telecom Services industry within the Communication Services sector. Over the past 10 years, TMUS returned 14.46%/yr vs 10.69%/yr for DTEGY. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
TMUS vs. DTEGY - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -14.07% return, which is significantly lower than DTEGY's -2.67% return. Over the past 10 years, TMUS has outperformed DTEGY with an annualized return of 14.46%, while DTEGY has yielded a comparatively lower 10.69% annualized return.
TMUS
- 1D
- -0.36%
- 1M
- -2.71%
- 6M
- -11.52%
- YTD
- -14.07%
- 1Y
- -25.82%
- 3Y*
- 9.58%
- 5Y*
- 4.63%
- 10Y*
- 14.46%
- ALL TIME*
- 17.60%
DTEGY
- 1D
- -1.15%
- 1M
- 7.59%
- 6M
- -4.74%
- YTD
- -2.67%
- 1Y
- -11.69%
- 3Y*
- 16.16%
- 5Y*
- 12.60%
- 10Y*
- 10.69%
- ALL TIME*
- 10.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $21.47M | $21.14M | $21.66M | |
| $1.05B | $938.45M | $986.57M |
TMUS vs. DTEGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -14.07% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
DTEGY Deutsche Telekom AG ADR | -2.67% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
Correlation
The correlation between TMUS and DTEGY is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2010 | 0.38 |
The correlation between TMUS and DTEGY shifts across timeframes, from 0.38 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
TMUS:
$185.26B
DTEGY:
$150.44B
TMUS:
$9.54
DTEGY:
€1.82
TMUS:
18.11
DTEGY:
14.69
TMUS:
0.28
DTEGY:
0.61
TMUS:
2.07
DTEGY:
1.08
TMUS:
3.32
DTEGY:
2.04
TMUS:
$92.19B
DTEGY:
€119.87B
TMUS:
$50.20B
DTEGY:
€45.11B
TMUS:
$28.32B
DTEGY:
€49.13B
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Return for Risk
TMUS vs. DTEGY — Risk / Return Rank
TMUS
DTEGY
TMUS vs. DTEGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Deutsche Telekom AG ADR (DTEGY). 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 | DTEGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.94 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.37 | -0.40 |
| Martin ratioReturn relative to average drawdown | -1.28 | -0.83 | -0.45 |
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Drawdowns
TMUS vs. DTEGY - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than DTEGY's maximum drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for TMUS and DTEGY.
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Drawdown Indicators
| TMUS | DTEGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -40.18% | -46.11% |
Max Drawdown (1Y)Largest decline over 1 year | -34.02% | -30.08% | -3.94% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -30.08% | -7.05% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -30.08% | -7.05% |
Max Drawdown (10Y)Largest decline over 10 years | -37.13% | -40.18% | +3.05% |
Current DrawdownCurrent decline from peak | -35.27% | -20.99% | -14.28% |
Average DrawdownAverage peak-to-trough decline | -26.00% | -9.93% | -16.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.57% | 13.47% | +7.10% |
Volatility
TMUS vs. DTEGY - Volatility Comparison
T-Mobile US, Inc. (TMUS) has a higher volatility of 15.95% compared to Deutsche Telekom AG ADR (DTEGY) at 9.24%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than DTEGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | DTEGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.95% | 9.24% | +6.71% |
Volatility (6M)Calculated over the trailing 6-month period | 24.94% | 21.86% | +3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.67% | 25.60% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.04% | 21.95% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.50% | 21.69% | +4.81% |
Dividends
TMUS vs. DTEGY - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.28%, less than DTEGY's 3.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 3.76% | 2.98% | 2.70% | 3.09% | 7.01% | 2.67% | 5.88% | 4.71% | 4.52% | 3.70% | 6.92% | 3.19% |
TMUS T-Mobile US, Inc. | 2.28% | 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. DTEGY - Financials Comparison
This section allows you to compare key financial metrics between T-Mobile US, Inc. and Deutsche Telekom AG ADR. 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. DTEGY - Profitability Comparison
TMUS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, T-Mobile US, Inc. reported a gross profit of 14.76B and revenue of 22.79B. Therefore, the gross margin over that period was 64.8%.
DTEGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Deutsche Telekom AG ADR reported a gross profit of 7.10B and revenue of 30.36B. Therefore, the gross margin over that period was 23.4%.
TMUS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, T-Mobile US, Inc. reported an operating income of 5.49B and revenue of 22.79B, resulting in an operating margin of 24.1%.
DTEGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Deutsche Telekom AG ADR reported an operating income of 6.62B and revenue of 30.36B, resulting in an operating margin of 21.8%.
TMUS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, T-Mobile US, Inc. reported a net income of 3.24B and revenue of 22.79B, resulting in a net margin of 14.2%.
DTEGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Deutsche Telekom AG ADR reported a net income of 2.08B and revenue of 30.36B, resulting in a net margin of 6.8%.
Frequently Asked Questions
TMUS and DTEGY have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (15.95%) compared to DTEGY (9.24%). In terms of maximum drawdown, TMUS dropped -86.29% vs DTEGY's -40.18%.
DTEGY currently has the higher Sharpe Ratio (-0.44 vs -0.92), 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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