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TMUS vs. SPOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TMUS and SPOT is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

TMUS vs. SPOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Mobile US, Inc. (TMUS) and Spotify Technology S.A. (SPOT). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
35.59%
83.47%
TMUS
SPOT

Key characteristics

Sharpe Ratio

TMUS:

3.23

SPOT:

4.10

Sortino Ratio

TMUS:

4.18

SPOT:

5.25

Omega Ratio

TMUS:

1.62

SPOT:

1.66

Calmar Ratio

TMUS:

4.54

SPOT:

4.76

Martin Ratio

TMUS:

14.67

SPOT:

36.63

Ulcer Index

TMUS:

4.46%

SPOT:

4.32%

Daily Std Dev

TMUS:

20.33%

SPOT:

38.72%

Max Drawdown

TMUS:

-86.29%

SPOT:

-80.51%

Current Drawdown

TMUS:

-2.81%

SPOT:

-2.74%

Fundamentals

Market Cap

TMUS:

$309.20B

SPOT:

$128.54B

EPS

TMUS:

$9.86

SPOT:

$5.74

PE Ratio

TMUS:

27.47

SPOT:

109.85

PEG Ratio

TMUS:

1.46

SPOT:

2.02

Total Revenue (TTM)

TMUS:

$81.40B

SPOT:

$15.67B

Gross Profit (TTM)

TMUS:

$44.82B

SPOT:

$4.70B

EBITDA (TTM)

TMUS:

$31.11B

SPOT:

$1.52B

Returns By Period

In the year-to-date period, TMUS achieves a 19.25% return, which is significantly lower than SPOT's 40.95% return.


TMUS

YTD

19.25%

1M

20.20%

6M

35.06%

1Y

66.51%

5Y*

22.08%

10Y*

23.81%

SPOT

YTD

40.95%

1M

29.87%

6M

82.10%

1Y

156.06%

5Y*

33.81%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TMUS vs. SPOT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TMUS
The Risk-Adjusted Performance Rank of TMUS is 9797
Overall Rank
The Sharpe Ratio Rank of TMUS is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of TMUS is 9696
Sortino Ratio Rank
The Omega Ratio Rank of TMUS is 9797
Omega Ratio Rank
The Calmar Ratio Rank of TMUS is 9797
Calmar Ratio Rank
The Martin Ratio Rank of TMUS is 9595
Martin Ratio Rank

SPOT
The Risk-Adjusted Performance Rank of SPOT is 9898
Overall Rank
The Sharpe Ratio Rank of SPOT is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SPOT is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SPOT is 9797
Omega Ratio Rank
The Calmar Ratio Rank of SPOT is 9797
Calmar Ratio Rank
The Martin Ratio Rank of SPOT is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TMUS vs. SPOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Spotify Technology S.A. (SPOT). 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.


Sharpe ratio
The chart of Sharpe ratio for TMUS, currently valued at 3.23, compared to the broader market-2.000.002.004.003.234.10
The chart of Sortino ratio for TMUS, currently valued at 4.18, compared to the broader market-6.00-4.00-2.000.002.004.006.004.185.25
The chart of Omega ratio for TMUS, currently valued at 1.62, compared to the broader market0.501.001.502.001.621.66
The chart of Calmar ratio for TMUS, currently valued at 4.54, compared to the broader market0.002.004.006.004.544.76
The chart of Martin ratio for TMUS, currently valued at 14.67, compared to the broader market0.0010.0020.0030.0014.6736.63
TMUS
SPOT

The current TMUS Sharpe Ratio is 3.23, which is comparable to the SPOT Sharpe Ratio of 4.10. The chart below compares the historical Sharpe Ratios of TMUS and SPOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.004.505.00SeptemberOctoberNovemberDecember2025February
3.23
4.10
TMUS
SPOT

Dividends

TMUS vs. SPOT - Dividend Comparison

TMUS's dividend yield for the trailing twelve months is around 1.08%, while SPOT has not paid dividends to shareholders.


TTM20242023
TMUS
T-Mobile US, Inc.
1.08%1.28%0.41%
SPOT
Spotify Technology S.A.
0.00%0.00%0.00%

Drawdowns

TMUS vs. SPOT - Drawdown Comparison

The maximum TMUS drawdown since its inception was -86.29%, which is greater than SPOT's maximum drawdown of -80.51%. Use the drawdown chart below to compare losses from any high point for TMUS and SPOT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.81%
-2.74%
TMUS
SPOT

Volatility

TMUS vs. SPOT - Volatility Comparison

The current volatility for T-Mobile US, Inc. (TMUS) is 9.39%, while Spotify Technology S.A. (SPOT) has a volatility of 13.54%. This indicates that TMUS experiences smaller price fluctuations and is considered to be less risky than SPOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
9.39%
13.54%
TMUS
SPOT

Financials

TMUS vs. SPOT - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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