TMUS vs. RY
TMUS (T-Mobile US, Inc.) and RY (Royal Bank of Canada) are both stocks. TMUS operates in Telecom Services (Communication Services), while RY operates in Banks - Diversified (Financial Services). Over the past 10 years, TMUS returned 16.66%/yr vs 17.18%/yr for RY. At a 0.31 correlation, their price movements are largely independent.
Performance
TMUS vs. RY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TMUS achieves a -5.91% return, which is significantly lower than RY's 18.68% return. Both investments have delivered pretty close results over the past 10 years, with TMUS having a 16.66% annualized return and RY not far ahead at 17.18%.
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%
RY
- 1D
- 0.14%
- 1M
- 8.80%
- YTD
- 18.68%
- 6M
- 21.99%
- 1Y
- 60.93%
- 3Y*
- 33.55%
- 5Y*
- 18.33%
- 10Y*
- 17.18%
TMUS vs. RY - 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% |
RY Royal Bank of Canada | 18.68% | 46.29% | 23.80% | 12.72% | -8.00% | 34.11% | 8.42% | 20.17% | -12.88% | 24.95% |
Correlation
The correlation between TMUS and RY 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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.31 |
The correlation between TMUS and RY shifts across timeframes, from -0.07 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TMUS:
$208.40B
RY:
$205.02B
TMUS:
$9.41
RY:
CA$18.17
TMUS:
20.09
RY:
15.35
TMUS:
0.31
RY:
2.22
TMUS:
2.34
RY:
2.45
TMUS:
3.73
RY:
2.21
TMUS:
$90.53B
RY:
CA$138.99B
TMUS:
$34.92B
RY:
CA$65.64B
TMUS:
$28.22B
RY:
CA$30.01B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TMUS vs. RY — Risk / Return Rank
TMUS
RY
TMUS vs. RY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Royal Bank of Canada (RY). 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 | RY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.60 | ||
| Sortino ratioReturn per unit of downside risk | -6.49 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.70 | -0.79 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 5.97 | -6.49 |
| Martin ratioReturn relative to average drawdown | -0.88 | 22.22 | -23.10 |
Loading charts...
Drawdowns
TMUS vs. RY - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than RY's maximum drawdown of -62.90%. Use the drawdown chart below to compare losses from any high point for TMUS and RY.
Loading charts...
Drawdown Indicators
| TMUS | RY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -62.90% | -23.39% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -10.04% | -20.33% |
Max Drawdown (3Y)Largest decline over 3 years | -33.65% | -19.88% | -13.77% |
Max Drawdown (5Y)Largest decline over 5 years | -33.65% | -28.36% | -5.29% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -39.95% | +6.30% |
Current DrawdownCurrent decline from peak | -29.12% | 0.00% | -29.12% |
Average DrawdownAverage peak-to-trough decline | -25.96% | -9.32% | -16.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.87% | 2.69% | +15.18% |
Volatility
TMUS vs. RY - Volatility Comparison
T-Mobile US, Inc. (TMUS) has a higher volatility of 7.72% compared to Royal Bank of Canada (RY) at 4.01%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than RY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TMUS | RY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 4.01% | +3.71% |
Volatility (6M)Calculated over the trailing 6-month period | 19.08% | 11.34% | +7.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.99% | 15.10% | +9.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.90% | 18.00% | +5.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.08% | 19.76% | +6.32% |
Dividends
TMUS vs. RY - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.08%, less than RY's 2.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RY Royal Bank of Canada | 2.32% | 2.54% | 3.39% | 4.29% | 4.07% | 3.24% | 3.88% | 3.88% | 4.27% | 3.22% | 3.95% | 5.41% |
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. RY - Financials Comparison
This section allows you to compare key financial metrics between T-Mobile US, Inc. and Royal Bank of Canada. 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. RY - 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%.
RY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Royal Bank of Canada reported a gross profit of 16.51B and revenue of 33.93B. Therefore, the gross margin over that period was 48.7%.
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%.
RY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Royal Bank of Canada reported an operating income of 7.10B and revenue of 33.93B, resulting in an operating margin of 20.9%.
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%.
RY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Royal Bank of Canada reported a net income of 5.51B and revenue of 33.93B, resulting in a net margin of 16.2%.
Frequently Asked Questions
TMUS and RY 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 (7.72%) compared to RY (4.01%). In terms of maximum drawdown, TMUS dropped -86.29% vs RY's -62.90%.
RY currently has the higher Sharpe Ratio (3.97 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.
Find the right allocation for TMUS and RY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer