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

Correlation

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.


-0.50.00.51.00.3

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.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
17.49%
-6.06%
TMUS
VZ

Key characteristics

Sharpe Ratio

TMUS:

1.90

VZ:

0.28

Sortino Ratio

TMUS:

2.51

VZ:

0.52

Omega Ratio

TMUS:

1.37

VZ:

1.07

Calmar Ratio

TMUS:

2.34

VZ:

0.24

Martin Ratio

TMUS:

8.54

VZ:

1.10

Ulcer Index

TMUS:

3.95%

VZ:

5.26%

Daily Std Dev

TMUS:

17.79%

VZ:

20.73%

Max Drawdown

TMUS:

-86.29%

VZ:

-50.66%

Current Drawdown

TMUS:

-13.26%

VZ:

-20.51%

Fundamentals

Market Cap

TMUS:

$248.58B

VZ:

$160.72B

EPS

TMUS:

$8.76

VZ:

$2.31

PE Ratio

TMUS:

24.45

VZ:

16.53

PEG Ratio

TMUS:

0.86

VZ:

1.02

Total Revenue (TTM)

TMUS:

$59.53B

VZ:

$99.11B

Gross Profit (TTM)

TMUS:

$31.74B

VZ:

$60.52B

EBITDA (TTM)

TMUS:

$23.28B

VZ:

$34.57B

Returns By Period

In the year-to-date period, TMUS achieves a -2.96% return, which is significantly lower than VZ's -2.78% return. Over the past 10 years, TMUS has outperformed VZ with an annualized return of 22.39%, while VZ has yielded a comparatively lower 2.85% annualized return.


TMUS

YTD

-2.96%

1M

-6.65%

6M

17.49%

1Y

33.28%

5Y*

21.73%

10Y*

22.39%

VZ

YTD

-2.78%

1M

-4.90%

6M

-6.06%

1Y

3.79%

5Y*

-3.37%

10Y*

2.85%

*Annualized

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Risk-Adjusted Performance

TMUS vs. VZ — 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 9191
Overall Rank
The Sharpe Ratio Rank of TMUS is 9393
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 9292
Calmar Ratio Rank
The Martin Ratio Rank of TMUS is 9090
Martin Ratio Rank

VZ
The Risk-Adjusted Performance Rank of VZ is 5555
Overall Rank
The Sharpe Ratio Rank of VZ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VZ is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VZ is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VZ is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VZ is 6161
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. 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 1.90, compared to the broader market-2.000.002.001.900.28
The chart of Sortino ratio for TMUS, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.002.510.52
The chart of Omega ratio for TMUS, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.07
The chart of Calmar ratio for TMUS, currently valued at 2.34, compared to the broader market0.002.004.006.002.340.24
The chart of Martin ratio for TMUS, currently valued at 8.54, compared to the broader market-30.00-20.00-10.000.0010.0020.008.541.10
TMUS
VZ

The current TMUS Sharpe Ratio is 1.90, which is higher than the VZ Sharpe Ratio of 0.28. 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
1.90
0.28
TMUS
VZ

Dividends

TMUS vs. VZ - Dividend Comparison

TMUS's dividend yield for the trailing twelve months is around 1.32%, less than VZ's 7.04% yield.


TTM20242023202220212020201920182017201620152014
TMUS
T-Mobile US, Inc.
1.32%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VZ
Verizon Communications Inc.
7.04%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%

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 -50.66%. 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%AugustSeptemberOctoberNovemberDecember2025
-13.26%
-20.51%
TMUS
VZ

Volatility

TMUS vs. VZ - Volatility Comparison

T-Mobile US, Inc. (TMUS) has a higher volatility of 6.08% compared to Verizon Communications Inc. (VZ) at 4.70%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than VZ 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
6.08%
4.70%
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
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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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