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TMUS vs. TTWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TMUS vs. TTWO - Performance Comparison

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

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Returns By Period

In the year-to-date period, TMUS achieves a -5.91% return, which is significantly higher than TTWO's -17.29% return. Over the past 10 years, TMUS has underperformed TTWO with an annualized return of 16.66%, while TTWO has yielded a comparatively higher 18.63% annualized return.


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%

TTWO

1D
-0.16%
1M
-12.66%
YTD
-17.29%
6M
-12.31%
1Y
-8.03%
3Y*
15.77%
5Y*
2.58%
10Y*
18.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMUS vs. TTWO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TTWO
Take-Two Interactive Software, Inc.
-17.29%39.09%14.37%54.57%-41.41%-14.47%69.72%18.93%-6.23%122.72%

Correlation

The correlation between TMUS and TTWO is -0.09, 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

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2007

0.28

The correlation between TMUS and TTWO shifts across timeframes, from -0.09 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TMUS:

$208.40B

TTWO:

$39.24B

EPS

TMUS:

$9.41

TTWO:

-$1.62

PS Ratio

TMUS:

2.34

TTWO:

5.84

PB Ratio

TMUS:

3.73

TTWO:

11.18

Total Revenue (TTM)

TMUS:

$90.53B

TTWO:

$6.66B

Gross Profit (TTM)

TMUS:

$34.92B

TTWO:

$3.81B

EBITDA (TTM)

TMUS:

$28.22B

TTWO:

$850.50M

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Return for Risk

TMUS vs. TTWO — Risk / Return Rank

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

TMUS
TMUS Risk / Return Rank: 2020
Overall Rank
TMUS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 1515
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1717
Omega Ratio Rank
TMUS Calmar Ratio Rank: 2525
Calmar Ratio Rank
TMUS Martin Ratio Rank: 2626
Martin Ratio Rank

TTWO
TTWO Risk / Return Rank: 2828
Overall Rank
TTWO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TTWO Sortino Ratio Rank: 2626
Sortino Ratio Rank
TTWO Omega Ratio Rank: 2626
Omega Ratio Rank
TTWO Calmar Ratio Rank: 3232
Calmar Ratio Rank
TTWO Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TMUS vs. TTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Take-Two Interactive Software, Inc. (TTWO). 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.


TMUSTTWODifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

0.91

0.96

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.52

-0.35

-0.17

Martin ratioReturn relative to average drawdown

-0.88

-0.76

-0.13

TMUS vs. TTWO - Sharpe Ratio Comparison

The current TMUS Sharpe Ratio is -0.63, which is lower than the TTWO Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of TMUS and TTWO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TMUS vs. TTWO - Drawdown Comparison

The maximum TMUS drawdown since its inception was -86.29%, which is greater than TTWO's maximum drawdown of -80.85%. Use the drawdown chart below to compare losses from any high point for TMUS and TTWO.


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Drawdown Indicators


TMUSTTWODifference

Max Drawdown

Largest peak-to-trough decline

-86.29%

-80.85%

-5.44%

Max Drawdown (1Y)

Largest decline over 1 year

-30.37%

-27.68%

-2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-33.65%

-27.68%

-5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-33.65%

-51.50%

+17.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-56.14%

+22.49%

Current Drawdown

Current decline from peak

-29.12%

-19.27%

-9.85%

Average Drawdown

Average peak-to-trough decline

-25.96%

-27.79%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.87%

12.81%

+5.06%

Volatility

TMUS vs. TTWO - Volatility Comparison

The current volatility for T-Mobile US, Inc. (TMUS) is 7.72%, while Take-Two Interactive Software, Inc. (TTWO) has a volatility of 10.33%. This indicates that TMUS experiences smaller price fluctuations and is considered to be less risky than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMUSTTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

10.33%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

19.08%

23.93%

-4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

24.99%

29.37%

-4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.90%

32.30%

-8.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.08%

34.03%

-7.95%

Dividends

TMUS vs. TTWO - Dividend Comparison

TMUS's dividend yield for the trailing twelve months is around 2.08%, while TTWO has not paid dividends to shareholders.


PositionTTM202520242023
TMUS
T-Mobile US, Inc.
2.08%1.80%1.28%0.41%
TTWO
Take-Two Interactive Software, Inc.
0.00%0.00%0.00%0.00%

Financials

TMUS vs. TTWO - Financials Comparison

This section allows you to compare key financial metrics between T-Mobile US, Inc. and Take-Two Interactive Software, 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


0.005.00B10.00B15.00B20.00B25.00B20222023202420252026
23.11B
1.68B
(TMUS) Total Revenue
(TTWO) Total Revenue
Values in USD except per share items

TMUS vs. TTWO - Profitability Comparison

The chart below illustrates the profitability comparison between T-Mobile US, Inc. and Take-Two Interactive Software, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%202220232024202520260
55.9%
Portfolio components
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%.

TTWO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Take-Two Interactive Software, Inc. reported a gross profit of 938.70M and revenue of 1.68B. Therefore, the gross margin over that period was 55.9%.

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%.

TTWO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Take-Two Interactive Software, Inc. reported an operating income of 14.40M and revenue of 1.68B, resulting in an operating margin of 0.9%.

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%.

TTWO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Take-Two Interactive Software, Inc. reported a net income of -59.50M and revenue of 1.68B, resulting in a net margin of -3.5%.


Frequently Asked Questions


TMUS and TTWO have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTWO has higher volatility (10.33%) compared to TMUS (7.72%). In terms of maximum drawdown, TMUS dropped -86.29% vs TTWO's -80.85%.

TTWO currently has the higher Sharpe Ratio (-0.33 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.

Portfolio Optimizer

Find the right allocation for TMUS and TTWO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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