TMUS vs. SIE.DE
TMUS (T-Mobile US, Inc.) and SIE.DE (Siemens Aktiengesellschaft) are both stocks. TMUS operates in Telecom Services (Communication Services), while SIE.DE operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, TMUS returned 16.81%/yr vs 14.94%/yr for SIE.DE. At a 0.21 correlation, their price movements are largely independent.
Performance
TMUS vs. SIE.DE - Performance Comparison
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Different Trading Currencies
TMUS is traded in USD, while SIE.DE is traded in EUR. To make them comparable, the SIE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, TMUS achieves a -6.03% return, which is significantly lower than SIE.DE's 13.92% return. Over the past 10 years, TMUS has outperformed SIE.DE with an annualized return of 16.81%, while SIE.DE has yielded a comparatively lower 14.94% annualized return.
TMUS
- 1D
- -0.13%
- 1M
- 2.52%
- YTD
- -6.03%
- 6M
- -2.73%
- 1Y
- -15.61%
- 3Y*
- 14.68%
- 5Y*
- 6.39%
- 10Y*
- 16.81%
SIE.DE
- 1D
- 2.44%
- 1M
- 3.85%
- YTD
- 13.92%
- 6M
- 14.34%
- 1Y
- 28.91%
- 3Y*
- 23.42%
- 5Y*
- 16.80%
- 10Y*
- 14.94%
TMUS vs. SIE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -6.03% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
SIE.DE Siemens Aktiengesellschaft | 13.92% | 46.53% | 7.60% | 39.17% | -17.49% | 22.83% | 14.63% | 21.79% | -17.61% | 16.94% |
Correlation
The correlation between TMUS and SIE.DE is -0.15, 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 | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2007 | 0.21 |
The correlation between TMUS and SIE.DE shifts across timeframes, from -0.15 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TMUS vs. SIE.DE — Risk / Return Rank
TMUS
SIE.DE
TMUS vs. SIE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Siemens Aktiengesellschaft (SIE.DE). 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 | SIE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.18 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.31 | -1.83 |
| Martin ratioReturn relative to average drawdown | -0.87 | 4.21 | -5.08 |
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Drawdowns
TMUS vs. SIE.DE - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than SIE.DE's maximum drawdown of -71.37%. Use the drawdown chart below to compare losses from any high point for TMUS and SIE.DE.
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Drawdown Indicators
| TMUS | SIE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -71.37% | -14.92% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -21.96% | -8.41% |
Max Drawdown (3Y)Largest decline over 3 years | -33.65% | -28.56% | -5.09% |
Max Drawdown (5Y)Largest decline over 5 years | -33.65% | -45.94% | +12.29% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -53.04% | +19.39% |
Current DrawdownCurrent decline from peak | -29.21% | -3.32% | -25.89% |
Average DrawdownAverage peak-to-trough decline | -25.96% | -18.08% | -7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.94% | 6.85% | +11.09% |
Volatility
TMUS vs. SIE.DE - Volatility Comparison
T-Mobile US, Inc. (TMUS) and Siemens Aktiengesellschaft (SIE.DE) have volatilities of 7.63% and 7.94%, 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 | SIE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 7.94% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 19.08% | 26.67% | -7.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.03% | 33.63% | -8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.91% | 32.51% | -8.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.08% | 29.62% | -3.54% |
Dividends
TMUS vs. SIE.DE - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.09%, more than SIE.DE's 1.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIE.DE Siemens Aktiengesellschaft | 1.98% | 2.17% | 2.49% | 2.50% | 3.09% | 2.29% | 3.32% | 3.26% | 3.80% | 3.10% | 3.00% | 3.67% |
TMUS T-Mobile US, Inc. | 2.09% | 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. SIE.DE - Financials Comparison
This section allows you to compare key financial metrics between T-Mobile US, Inc. and Siemens Aktiengesellschaft. 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
Frequently Asked Questions
TMUS and SIE.DE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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