TMUS vs. MS
TMUS (T-Mobile US, Inc.) and MS (Morgan Stanley) are both stocks. TMUS operates in Telecom Services (Communication Services), while MS operates in Capital Markets (Financial Services). Over the past 10 years, TMUS returned 16.66%/yr vs 27.71%/yr for MS. At a 0.30 correlation, their price movements are largely independent.
Performance
TMUS vs. MS - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -5.91% return, which is significantly lower than MS's 21.88% return. Over the past 10 years, TMUS has underperformed MS with an annualized return of 16.66%, while MS has yielded a comparatively higher 27.71% annualized return.
TMUS
- 1D
- 1.77%
- 1M
- 2.65%
- YTD
- -5.91%
- 6M
- -2.11%
- 1Y
- -15.50%
- 3Y*
- 15.04%
- 5Y*
- 6.35%
- 10Y*
- 16.66%
MS
- 1D
- 0.65%
- 1M
- 11.18%
- YTD
- 21.88%
- 6M
- 21.28%
- 1Y
- 69.28%
- 3Y*
- 38.69%
- 5Y*
- 22.26%
- 10Y*
- 27.71%
TMUS vs. MS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -5.91% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
MS Morgan Stanley | 21.88% | 45.16% | 39.73% | 13.93% | -10.34% | 46.65% | 38.09% | 32.67% | -22.76% | 26.61% |
Correlation
The correlation between TMUS and MS is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.30 |
The correlation between TMUS and MS shifts across timeframes, from -0.18 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TMUS:
$208.40B
MS:
$340.97B
TMUS:
$9.41
MS:
$11.41
TMUS:
20.09
MS:
18.75
TMUS:
0.31
MS:
1.76
TMUS:
2.34
MS:
2.84
TMUS:
3.73
MS:
3.26
TMUS:
$90.53B
MS:
$120.22B
TMUS:
$34.92B
MS:
$69.72B
TMUS:
$28.22B
MS:
$27.21B
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Return for Risk
TMUS vs. MS — Risk / Return Rank
TMUS
MS
TMUS vs. MS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Morgan Stanley (MS). 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 | MS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.21 | ||
| Sortino ratioReturn per unit of downside risk | -3.98 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.43 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 3.53 | -4.05 |
| Martin ratioReturn relative to average drawdown | -0.88 | 11.65 | -12.53 |
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Drawdowns
TMUS vs. MS - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, roughly equal to the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for TMUS and MS.
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Drawdown Indicators
| TMUS | MS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -88.12% | +1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -18.83% | -11.54% |
Max Drawdown (3Y)Largest decline over 3 years | -33.65% | -29.24% | -4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -33.65% | -32.38% | -1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -51.33% | +17.68% |
Current DrawdownCurrent decline from peak | -29.12% | -1.94% | -27.18% |
Average DrawdownAverage peak-to-trough decline | -25.96% | -33.69% | +7.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.87% | 5.70% | +12.17% |
Volatility
TMUS vs. MS - Volatility Comparison
The current volatility for T-Mobile US, Inc. (TMUS) is 7.72%, while Morgan Stanley (MS) has a volatility of 8.62%. This indicates that TMUS experiences smaller price fluctuations and is considered to be less risky than MS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | MS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 8.62% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 19.08% | 21.46% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.99% | 25.81% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.90% | 28.75% | -4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.08% | 31.51% | -5.43% |
Dividends
TMUS vs. MS - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.08%, more than MS's 1.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MS Morgan Stanley | 1.87% | 2.17% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% |
TMUS T-Mobile US, Inc. | 2.08% | 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. MS - Financials Comparison
This section allows you to compare key financial metrics between T-Mobile US, Inc. and Morgan Stanley. 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. MS - 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%.
MS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Morgan Stanley reported a gross profit of 20.48B and revenue of 33.15B. Therefore, the gross margin over that period was 61.8%.
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%.
MS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Morgan Stanley reported an operating income of 7.01B and revenue of 33.15B, resulting in an operating margin of 21.2%.
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%.
MS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Morgan Stanley reported a net income of 5.64B and revenue of 33.15B, resulting in a net margin of 17.0%.
Frequently Asked Questions
TMUS and MS have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MS has higher volatility (8.62%) compared to TMUS (7.72%). In terms of maximum drawdown, TMUS dropped -86.29% vs MS's -88.12%.
MS currently has the higher Sharpe Ratio (2.58 vs -0.63), 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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