TMUS vs. MCK
TMUS (T-Mobile US, Inc.) and MCK (McKesson Corporation) are both stocks. TMUS operates in Telecom Services (Communication Services), while MCK operates in Medical Distribution (Healthcare). Over the past 10 years, TMUS returned 16.10%/yr vs 16.13%/yr for MCK. At a 0.28 correlation, their price movements are largely independent.
Performance
TMUS vs. MCK - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -11.22% return, which is significantly lower than MCK's -6.36% return. Both investments have delivered pretty close results over the past 10 years, with TMUS having a 16.10% annualized return and MCK not far ahead at 16.13%.
TMUS
- 1D
- 0.19%
- 1M
- -7.35%
- YTD
- -11.22%
- 6M
- -11.83%
- 1Y
- -26.06%
- 3Y*
- 12.41%
- 5Y*
- 4.85%
- 10Y*
- 16.10%
MCK
- 1D
- -1.16%
- 1M
- 4.27%
- YTD
- -6.36%
- 6M
- -3.74%
- 1Y
- 7.98%
- 3Y*
- 25.42%
- 5Y*
- 32.82%
- 10Y*
- 16.13%
TMUS vs. MCK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -11.22% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
MCK McKesson Corporation | -6.36% | 44.54% | 23.67% | 24.13% | 51.82% | 44.23% | 27.06% | 26.72% | -28.40% | 11.95% |
Correlation
The correlation between TMUS and MCK is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
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 | 0.28 |
Over the past year, the correlation between TMUS and MCK has dropped to 0.04 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
TMUS:
$196.64B
MCK:
$94.07B
TMUS:
$9.41
MCK:
$38.38
TMUS:
18.96
MCK:
19.97
TMUS:
0.29
MCK:
0.27
TMUS:
2.21
MCK:
0.24
TMUS:
3.52
MCK:
13.60
TMUS:
$90.53B
MCK:
$403.43B
TMUS:
$34.92B
MCK:
$14.55B
TMUS:
$28.22B
MCK:
$6.91B
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Return for Risk
TMUS vs. MCK — Risk / Return Rank
TMUS
MCK
TMUS vs. MCK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and McKesson Corporation (MCK). 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.
| TMUS | MCK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.08 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 0.29 | -1.16 |
| Martin ratioReturn relative to average drawdown | -1.49 | 0.79 | -2.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TMUS | MCK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.05 | 0.28 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 1.36 | -1.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.56 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.44 | -0.25 |
Drawdowns
TMUS vs. MCK - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, roughly equal to the maximum MCK drawdown of -82.84%. Use the drawdown chart below to compare losses from any high point for TMUS and MCK.
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Drawdown Indicators
| TMUS | MCK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -82.84% | -3.45% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -27.17% | -3.20% |
Max Drawdown (3Y)Largest decline over 3 years | -33.65% | -27.17% | -6.48% |
Max Drawdown (5Y)Largest decline over 5 years | -33.65% | -27.17% | -6.48% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -44.23% | +10.58% |
Current DrawdownCurrent decline from peak | -33.12% | -22.92% | -10.20% |
Average DrawdownAverage peak-to-trough decline | -25.96% | -28.65% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.64% | 10.06% | +7.58% |
Volatility
TMUS vs. MCK - Volatility Comparison
T-Mobile US, Inc. (TMUS) and McKesson Corporation (MCK) have volatilities of 6.91% and 6.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | MCK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 6.94% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 22.76% | -3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.04% | 29.16% | -4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.86% | 24.20% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.08% | 28.82% | -2.74% |
Dividends
TMUS vs. MCK - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.21%, more than MCK's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCK McKesson Corporation | 0.43% | 0.37% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% |
TMUS T-Mobile US, Inc. | 2.21% | 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. MCK - Financials Comparison
This section allows you to compare key financial metrics between T-Mobile US, Inc. and McKesson Corporation. 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. MCK - Profitability Comparison
TMUS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
MCK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, McKesson Corporation reported a gross profit of 4.04B and revenue of 96.30B. Therefore, the gross margin over that period was 4.2%.
TMUS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.
MCK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, McKesson Corporation reported an operating income of 2.09B and revenue of 96.30B, resulting in an operating margin of 2.2%.
TMUS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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%.
MCK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, McKesson Corporation reported a net income of 1.68B and revenue of 96.30B, resulting in a net margin of 1.8%.
Frequently Asked Questions
TMUS and MCK have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCK has higher volatility (6.94%) compared to TMUS (6.91%). In terms of maximum drawdown, TMUS dropped -86.29% vs MCK's -82.84%.
MCK currently has the higher Sharpe Ratio (0.28 vs -1.05), 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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