PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TMUS vs. T
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TMUS and T is 0.34, 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.


-0.50.00.51.00.3

Performance

TMUS vs. T - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%AugustSeptemberOctoberNovemberDecember2025
392.16%
107.54%
TMUS
T

Key characteristics

Sharpe Ratio

TMUS:

1.98

T:

2.21

Sortino Ratio

TMUS:

2.61

T:

3.14

Omega Ratio

TMUS:

1.39

T:

1.39

Calmar Ratio

TMUS:

2.44

T:

1.60

Martin Ratio

TMUS:

8.62

T:

12.05

Ulcer Index

TMUS:

4.09%

T:

3.63%

Daily Std Dev

TMUS:

17.84%

T:

19.79%

Max Drawdown

TMUS:

-86.29%

T:

-64.65%

Current Drawdown

TMUS:

-11.33%

T:

-5.45%

Fundamentals

Market Cap

TMUS:

$254.11B

T:

$159.94B

EPS

TMUS:

$8.89

T:

$1.23

PE Ratio

TMUS:

24.63

T:

18.12

PEG Ratio

TMUS:

0.88

T:

1.84

Total Revenue (TTM)

TMUS:

$59.53B

T:

$90.04B

Gross Profit (TTM)

TMUS:

$31.74B

T:

$55.01B

EBITDA (TTM)

TMUS:

$23.28B

T:

$31.74B

Returns By Period

The year-to-date returns for both stocks are quite close, with TMUS having a -0.80% return and T slightly lower at -0.84%. Over the past 10 years, TMUS has outperformed T with an annualized return of 22.48%, while T has yielded a comparatively lower 4.71% annualized return.


TMUS

YTD

-0.80%

1M

-0.78%

6M

21.11%

1Y

34.76%

5Y*

22.23%

10Y*

22.48%

T

YTD

-0.84%

1M

0.44%

6M

19.60%

1Y

43.84%

5Y*

1.31%

10Y*

4.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TMUS vs. T — 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 9090
Overall Rank
The Sharpe Ratio Rank of TMUS is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of TMUS is 8888
Sortino Ratio Rank
The Omega Ratio Rank of TMUS is 9090
Omega Ratio Rank
The Calmar Ratio Rank of TMUS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of TMUS is 8989
Martin Ratio Rank

T
The Risk-Adjusted Performance Rank of T is 9191
Overall Rank
The Sharpe Ratio Rank of T is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of T is 9393
Sortino Ratio Rank
The Omega Ratio Rank of T is 9090
Omega Ratio Rank
The Calmar Ratio Rank of T is 8787
Calmar Ratio Rank
The Martin Ratio Rank of T is 9393
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. T - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and AT&T Inc. (T). 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 1.98, compared to the broader market-2.000.002.004.001.982.21
The chart of Sortino ratio for TMUS, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.002.613.14
The chart of Omega ratio for TMUS, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.39
The chart of Calmar ratio for TMUS, currently valued at 2.44, compared to the broader market0.002.004.006.002.441.60
The chart of Martin ratio for TMUS, currently valued at 8.62, compared to the broader market-10.000.0010.0020.0030.008.6212.05
TMUS
T

The current TMUS Sharpe Ratio is 1.98, which is comparable to the T Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TMUS and T, 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 Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
1.98
2.21
TMUS
T

Dividends

TMUS vs. T - Dividend Comparison

TMUS's dividend yield for the trailing twelve months is around 1.29%, less than T's 4.98% yield.


TTM20242023202220212020201920182017201620152014
TMUS
T-Mobile US, Inc.
1.29%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
T
AT&T Inc.
4.98%4.87%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%

Drawdowns

TMUS vs. T - Drawdown Comparison

The maximum TMUS drawdown since its inception was -86.29%, which is greater than T's maximum drawdown of -64.65%. Use the drawdown chart below to compare losses from any high point for TMUS and T. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.33%
-5.45%
TMUS
T

Volatility

TMUS vs. T - Volatility Comparison

T-Mobile US, Inc. (TMUS) has a higher volatility of 6.39% compared to AT&T Inc. (T) at 3.80%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
6.39%
3.80%
TMUS
T

Financials

TMUS vs. T - Financials Comparison

This section allows you to compare key financial metrics between T-Mobile US, Inc. and AT&T Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab