TMUS vs. JPM
TMUS (T-Mobile US, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. TMUS operates in Telecom Services (Communication Services), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, TMUS returned 16.24%/yr vs 21.27%/yr for JPM. At a 0.30 correlation, their price movements are largely independent.
Performance
TMUS vs. JPM - 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 JPM's 6.66% return. Over the past 10 years, TMUS has underperformed JPM with an annualized return of 16.24%, while JPM has yielded a comparatively higher 21.27% 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%
JPM
- 1D
- -0.65%
- 1M
- 4.67%
- 6M
- 9.49%
- YTD
- 6.66%
- 1Y
- 18.57%
- 3Y*
- 32.69%
- 5Y*
- 20.23%
- 10Y*
- 21.27%
- ALL TIME*
- 12.35%
TMUS vs. JPM - 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% |
JPM JPMorgan Chase & Co. | 6.66% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between TMUS and JPM is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.30 |
The correlation between TMUS and JPM shifts across timeframes, from -0.07 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TMUS:
$211.72B
JPM:
$908.01B
TMUS:
$9.45
JPM:
$23.29
TMUS:
20.70
JPM:
14.55
TMUS:
0.31
JPM:
1.61
TMUS:
2.41
JPM:
3.18
TMUS:
3.86
JPM:
2.68
TMUS:
$90.53B
JPM:
$297.63B
TMUS:
$34.92B
JPM:
$186.33B
TMUS:
$28.22B
JPM:
$90.84B
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Return for Risk
TMUS vs. JPM — Risk / Return Rank
TMUS
JPM
TMUS vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and JPMorgan Chase & Co. (JPM). 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 | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.16 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.21 | -1.57 |
| Martin ratioReturn relative to average drawdown | -0.62 | 2.85 | -3.47 |
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Drawdowns
TMUS vs. JPM - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for TMUS and JPM.
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Drawdown Indicators
| TMUS | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -76.16% | -10.13% |
Max Drawdown (1Y)Largest decline over 1 year | -34.02% | -15.47% | -18.55% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -24.42% | -12.71% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -38.77% | +1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -37.13% | -43.63% | +6.50% |
Current DrawdownCurrent decline from peak | -26.67% | -2.32% | -24.35% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -17.58% | -8.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.82% | 6.53% | +13.29% |
Volatility
TMUS vs. JPM - Volatility Comparison
T-Mobile US, Inc. (TMUS) has a higher volatility of 10.23% compared to JPMorgan Chase & Co. (JPM) at 6.42%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.23% | 6.42% | +3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 20.95% | 16.66% | +4.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.25% | 22.17% | +4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.30% | 24.41% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.17% | 27.31% | -1.14% |
Dividends
TMUS vs. JPM - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.01%, more than JPM's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.77% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
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. JPM - Financials Comparison
This section allows you to compare key financial metrics between T-Mobile US, Inc. and JPMorgan Chase & Co.. 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. JPM - 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%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported a gross profit of 54.83B and revenue of 82.46B. Therefore, the gross margin over that period was 66.5%.
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%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.
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%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported a net income of 21.16B and revenue of 82.46B, resulting in a net margin of 25.7%.
Frequently Asked Questions
TMUS and JPM have a correlation of -0.07, 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 JPM (6.42%). In terms of maximum drawdown, TMUS dropped -86.29% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.84 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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