TMUS vs. PG
TMUS (T-Mobile US, Inc.) and PG (The Procter & Gamble Company) are both stocks. TMUS operates in Telecom Services (Communication Services), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, TMUS returned 16.24%/yr vs 8.53%/yr for PG. At a 0.27 correlation, their price movements are largely independent.
Performance
TMUS vs. PG - 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 PG's 5.59% return. Over the past 10 years, TMUS has outperformed PG with an annualized return of 16.24%, while PG has yielded a comparatively lower 8.53% 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%
PG
- 1D
- -0.57%
- 1M
- -0.83%
- 6M
- 4.70%
- YTD
- 5.59%
- 1Y
- -1.76%
- 3Y*
- 1.56%
- 5Y*
- 4.00%
- 10Y*
- 8.53%
- ALL TIME*
- 10.13%
TMUS vs. PG - 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% |
PG The Procter & Gamble Company | 5.59% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between TMUS and PG is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.27 |
Fundamentals
TMUS:
$211.72B
PG:
$347.29B
TMUS:
$9.45
PG:
$5.24
TMUS:
20.70
PG:
28.45
TMUS:
0.31
PG:
6.96
TMUS:
2.41
PG:
4.17
TMUS:
3.86
PG:
6.68
TMUS:
$90.53B
PG:
$86.72B
TMUS:
$34.92B
PG:
$43.64B
TMUS:
$28.22B
PG:
$22.63B
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Return for Risk
TMUS vs. PG — Risk / Return Rank
TMUS
PG
TMUS vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.00 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | -0.11 | -0.25 |
| Martin ratioReturn relative to average drawdown | -0.62 | -0.20 | -0.42 |
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Drawdowns
TMUS vs. PG - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for TMUS and PG.
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Drawdown Indicators
| TMUS | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -54.25% | -32.04% |
Max Drawdown (1Y)Largest decline over 1 year | -34.02% | -15.52% | -18.50% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -21.15% | -15.98% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -23.77% | -13.36% |
Max Drawdown (10Y)Largest decline over 10 years | -37.13% | -23.77% | -13.36% |
Current DrawdownCurrent decline from peak | -26.67% | -13.57% | -13.10% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -12.17% | -13.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.82% | 8.87% | +10.95% |
Volatility
TMUS vs. PG - Volatility Comparison
T-Mobile US, Inc. (TMUS) has a higher volatility of 10.23% compared to The Procter & Gamble Company (PG) at 7.35%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.23% | 7.35% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 20.95% | 15.86% | +5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.25% | 19.69% | +6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.30% | 18.08% | +6.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.17% | 19.17% | +7.00% |
Dividends
TMUS vs. PG - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.01%, less than PG's 2.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.15% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
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. PG - Financials Comparison
This section allows you to compare key financial metrics between T-Mobile US, Inc. and The Procter & Gamble Company. 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. PG - 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%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
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%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
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%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
Frequently Asked Questions
TMUS and PG have a correlation of 0.29, 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 PG (7.35%). In terms of maximum drawdown, TMUS dropped -86.29% vs PG's -54.25%.
PG currently has the higher Sharpe Ratio (-0.09 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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