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

Performance

TMUS vs. VZ - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%JuneJulyAugustSeptemberOctoberNovember
427.65%
187.34%
TMUS
VZ

Returns By Period

In the year-to-date period, TMUS achieves a 48.59% return, which is significantly higher than VZ's 17.84% return. Over the past 10 years, TMUS has outperformed VZ with an annualized return of 24.06%, while VZ has yielded a comparatively lower 3.01% annualized return.


TMUS

YTD

48.59%

1M

7.21%

6M

44.68%

1Y

62.23%

5Y (annualized)

25.20%

10Y (annualized)

24.06%

VZ

YTD

17.84%

1M

-5.15%

6M

7.32%

1Y

22.79%

5Y (annualized)

-1.61%

10Y (annualized)

3.01%

Fundamentals


TMUSVZ
Market Cap$277.36B$170.07B
EPS$8.77$2.31
PE Ratio27.2517.49
PEG Ratio0.961.08
Total Revenue (TTM)$80.01B$134.24B
Gross Profit (TTM)$44.30B$80.47B
EBITDA (TTM)$30.13B$44.83B

Key characteristics


TMUSVZ
Sharpe Ratio4.071.12
Sortino Ratio5.571.62
Omega Ratio1.781.22
Calmar Ratio12.270.76
Martin Ratio29.825.58
Ulcer Index2.10%4.19%
Daily Std Dev15.38%20.90%
Max Drawdown-86.29%-50.61%
Current Drawdown-2.19%-14.85%

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Correlation

-0.50.00.51.00.3

The correlation between TMUS and VZ is 0.33, 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.

Risk-Adjusted Performance

TMUS vs. VZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Verizon Communications Inc. (VZ). 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 4.07, compared to the broader market-4.00-2.000.002.004.071.12
The chart of Sortino ratio for TMUS, currently valued at 5.57, compared to the broader market-4.00-2.000.002.004.005.571.62
The chart of Omega ratio for TMUS, currently valued at 1.78, compared to the broader market0.501.001.502.001.781.22
The chart of Calmar ratio for TMUS, currently valued at 12.27, compared to the broader market0.002.004.006.0012.270.76
The chart of Martin ratio for TMUS, currently valued at 29.82, compared to the broader market0.0010.0020.0030.0029.825.58
TMUS
VZ

The current TMUS Sharpe Ratio is 4.07, which is higher than the VZ Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of TMUS and VZ, 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
4.07
1.12
TMUS
VZ

Dividends

TMUS vs. VZ - Dividend Comparison

TMUS's dividend yield for the trailing twelve months is around 1.10%, less than VZ's 6.42% yield.


TTM20232022202120202019201820172016201520142013
TMUS
T-Mobile US, Inc.
1.10%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
VZ
Verizon Communications Inc.
6.42%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%

Drawdowns

TMUS vs. VZ - Drawdown Comparison

The maximum TMUS drawdown since its inception was -86.29%, which is greater than VZ's maximum drawdown of -50.61%. Use the drawdown chart below to compare losses from any high point for TMUS and VZ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.19%
-14.85%
TMUS
VZ

Volatility

TMUS vs. VZ - Volatility Comparison

T-Mobile US, Inc. (TMUS) and Verizon Communications Inc. (VZ) have volatilities of 7.97% and 8.06%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.97%
8.06%
TMUS
VZ

Financials

TMUS vs. VZ - Financials Comparison

This section allows you to compare key financial metrics between T-Mobile US, Inc. and Verizon Communications 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