TMUS vs. JNJ
TMUS (T-Mobile US, Inc.) and JNJ (Johnson & Johnson) are both stocks. TMUS operates in Telecom Services (Communication Services), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, TMUS returned 16.24%/yr vs 10.10%/yr for JNJ. At a 0.25 correlation, their price movements are largely independent.
Performance
TMUS vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -2.66% return, which is significantly lower than JNJ's 21.57% return. Over the past 10 years, TMUS has outperformed JNJ with an annualized return of 16.24%, while JNJ has yielded a comparatively lower 10.10% 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%
JNJ
- 1D
- -1.67%
- 1M
- 8.95%
- 6M
- 15.06%
- YTD
- 21.57%
- 1Y
- 55.80%
- 3Y*
- 16.86%
- 5Y*
- 11.06%
- 10Y*
- 10.10%
- ALL TIME*
- 12.23%
TMUS vs. JNJ - 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% |
JNJ Johnson & Johnson | 21.57% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
Correlation
The correlation between TMUS and JNJ is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.25 |
The correlation between TMUS and JNJ shifts across timeframes, from 0.17 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TMUS:
$211.72B
JNJ:
$598.96B
TMUS:
$9.45
JNJ:
$8.63
TMUS:
20.70
JNJ:
28.83
TMUS:
0.31
JNJ:
0.96
TMUS:
2.41
JNJ:
6.29
TMUS:
3.86
JNJ:
7.49
TMUS:
$90.53B
JNJ:
$96.36B
TMUS:
$34.92B
JNJ:
$66.60B
TMUS:
$28.22B
JNJ:
$31.62B
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Return for Risk
TMUS vs. JNJ — Risk / Return Rank
TMUS
JNJ
TMUS vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Johnson & Johnson (JNJ). 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 | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.58 | ||
| Sortino ratioReturn per unit of downside risk | -4.82 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.53 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 5.12 | -5.48 |
| Martin ratioReturn relative to average drawdown | -0.62 | 14.40 | -15.02 |
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Drawdowns
TMUS vs. JNJ - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for TMUS and JNJ.
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Drawdown Indicators
| TMUS | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -50.67% | -35.62% |
Max Drawdown (1Y)Largest decline over 1 year | -34.02% | -10.96% | -23.06% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -15.95% | -21.18% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -18.41% | -18.72% |
Max Drawdown (10Y)Largest decline over 10 years | -37.13% | -27.37% | -9.76% |
Current DrawdownCurrent decline from peak | -26.67% | -6.89% | -19.78% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -11.88% | -14.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.82% | 3.89% | +15.93% |
Volatility
TMUS vs. JNJ - Volatility Comparison
T-Mobile US, Inc. (TMUS) has a higher volatility of 10.23% compared to Johnson & Johnson (JNJ) at 9.47%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.23% | 9.47% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 20.95% | 14.38% | +6.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.25% | 18.08% | +8.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.30% | 17.34% | +6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.17% | 18.70% | +7.47% |
Dividends
TMUS vs. JNJ - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.01%, less than JNJ's 2.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.11% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
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. JNJ - Financials Comparison
This section allows you to compare key financial metrics between T-Mobile US, Inc. and Johnson & Johnson. 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. JNJ - Profitability Comparison
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%.
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a gross profit of 17.20B and revenue of 24.06B. Therefore, the gross margin over that period was 71.5%.
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%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported an operating income of 6.40B and revenue of 24.06B, resulting in an operating margin of 26.6%.
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%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a net income of 5.24B and revenue of 24.06B, resulting in a net margin of 21.8%.
Frequently Asked Questions
TMUS and JNJ have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (10.23%) compared to JNJ (9.47%). In terms of maximum drawdown, TMUS dropped -86.29% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.11 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.
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