TMUS vs. MMC

In the year-to-date period, TMUS achieves a 48.59% return, which is significantly higher than MMC's 19.79% return. Over the past 10 years, TMUS has outperformed MMC with an annualized return of 24.06%, while MMC has yielded a comparatively lower 16.95% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Marsh & McLennan Companies, Inc. (MMC). 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.

The current TMUS Sharpe Ratio is 4.07, which is higher than the MMC Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of TMUS and MMC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TMUS's dividend yield for the trailing twelve months is around 1.10%, less than MMC's 1.36% yield.

The maximum TMUS drawdown since its inception was -86.29%, which is greater than MMC's maximum drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for TMUS and MMC. For additional features, visit the drawdowns tool.

T-Mobile US, Inc. (TMUS) has a higher volatility of 7.96% compared to Marsh & McLennan Companies, Inc. (MMC) at 3.52%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than MMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between T-Mobile US, Inc. and Marsh & McLennan Companies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.