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

Performance

UMBF vs. TMUS - Performance Comparison

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

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Returns By Period

In the year-to-date period, UMBF achieves a 12.73% return, which is significantly higher than TMUS's -6.04% return. Over the past 10 years, UMBF has underperformed TMUS with an annualized return of 10.27%, while TMUS has yielded a comparatively higher 16.30% annualized return.


UMBF

1D
0.81%
1M
-0.04%
YTD
12.73%
6M
17.27%
1Y
28.36%
3Y*
28.87%
5Y*
7.52%
10Y*
10.27%

TMUS

1D
1.12%
1M
-3.17%
YTD
-6.04%
6M
-9.21%
1Y
-20.85%
3Y*
14.60%
5Y*
6.77%
10Y*
16.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UMBF vs. TMUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMBF
UMB Financial Corporation
12.73%3.44%37.34%2.21%-19.97%56.04%2.64%14.71%-13.86%-5.37%
TMUS
T-Mobile US, Inc.
-6.04%-6.58%39.70%15.02%20.71%-13.99%71.96%23.28%0.16%10.43%

Correlation

The correlation between UMBF and TMUS is -0.06, 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

-0.06

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

0.09

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

0.19

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

0.22

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2007

0.27

The correlation between UMBF and TMUS shifts across timeframes, from -0.06 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

UMBF:

$15.48

TMUS:

$9.41

PE Ratio

UMBF:

8.35

TMUS:

20.06

PEG Ratio

UMBF:

1.11

TMUS:

0.30

PS Ratio

UMBF:

1.65

TMUS:

2.34

Total Revenue (TTM)

UMBF:

$4.46B

TMUS:

$90.53B

Gross Profit (TTM)

UMBF:

$1.99B

TMUS:

$34.92B

EBITDA (TTM)

UMBF:

$937.72M

TMUS:

$28.22B

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Return for Risk

UMBF vs. TMUS — Risk / Return Rank

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

UMBF
UMBF Risk / Return Rank: 6868
Overall Rank
UMBF Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
UMBF Sortino Ratio Rank: 6565
Sortino Ratio Rank
UMBF Omega Ratio Rank: 6666
Omega Ratio Rank
UMBF Calmar Ratio Rank: 6767
Calmar Ratio Rank
UMBF Martin Ratio Rank: 6767
Martin Ratio Rank

TMUS
TMUS Risk / Return Rank: 1111
Overall Rank
TMUS Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 99
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1010
Omega Ratio Rank
TMUS Calmar Ratio Rank: 1313
Calmar Ratio Rank
TMUS Martin Ratio Rank: 1414
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.

UMBF vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UMB Financial Corporation (UMBF) and T-Mobile US, Inc. (TMUS). 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.


UMBFTMUSDifference

Sharpe ratio

Return per unit of total volatility

1.06

-0.85

+1.91

Sortino ratio

Return per unit of downside risk

1.54

-1.15

+2.69

Omega ratio

Gain probability vs. loss probability

1.21

0.87

+0.34

Calmar ratio

Return relative to maximum drawdown

1.46

-0.72

+2.18

Martin ratio

Return relative to average drawdown

3.37

-1.19

+4.56

UMBF vs. TMUS - Sharpe Ratio Comparison

The current UMBF Sharpe Ratio is 1.06, which is higher than the TMUS Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of UMBF and TMUS, 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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Sharpe Ratios by Period


UMBFTMUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

-0.85

+1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.29

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.63

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.20

+0.06

Drawdowns

UMBF vs. TMUS - Drawdown Comparison

The maximum UMBF drawdown since its inception was -52.70%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for UMBF and TMUS.


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Drawdown Indicators


UMBFTMUSDifference

Max Drawdown

Largest peak-to-trough decline

-52.70%

-86.29%

+33.59%

Max Drawdown (1Y)

Largest decline over 1 year

-18.57%

-28.51%

+9.94%

Max Drawdown (3Y)

Largest decline over 3 years

-31.80%

-31.88%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-50.25%

-31.99%

-18.26%

Max Drawdown (10Y)

Largest decline over 10 years

-50.25%

-31.99%

-18.26%

Current Drawdown

Current decline from peak

-3.87%

-29.22%

+25.35%

Average Drawdown

Average peak-to-trough decline

-17.77%

-25.95%

+8.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

17.24%

-9.19%

Volatility

UMBF vs. TMUS - Volatility Comparison

UMB Financial Corporation (UMBF) has a higher volatility of 7.44% compared to T-Mobile US, Inc. (TMUS) at 5.31%. This indicates that UMBF's price experiences larger fluctuations and is considered to be riskier than TMUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMBFTMUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

5.31%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

18.56%

18.70%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

26.95%

24.63%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.30%

23.79%

+9.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.52%

26.05%

+7.47%

Dividends

UMBF vs. TMUS - Dividend Comparison

UMBF's dividend yield for the trailing twelve months is around 1.28%, less than TMUS's 2.09% yield.


PositionTTM20252024202320222021202020192018201720162015
TMUS
T-Mobile US, Inc.
2.09%1.80%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UMBF
UMB Financial Corporation
1.28%1.42%1.39%1.83%1.78%1.30%1.81%1.76%1.92%1.45%1.28%2.04%

Financials

UMBF vs. TMUS - Financials Comparison

This section allows you to compare key financial metrics between UMB Financial Corporation and T-Mobile US, 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
867.07M
23.11B
(UMBF) Total Revenue
(TMUS) Total Revenue
Values in USD except per share items

UMBF vs. TMUS - Profitability Comparison

The chart below illustrates the profitability comparison between UMB Financial Corporation and T-Mobile US, 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%20.0%40.0%60.0%80.0%100.0%2022202320242025202600
Portfolio components
UMBF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, UMB Financial Corporation reported a gross profit of 0.00 and revenue of 867.07M. Therefore, the gross margin over that period was 0.0%.

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%.

UMBF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, UMB Financial Corporation reported an operating income of 0.00 and revenue of 867.07M, resulting in an operating margin of 0.0%.

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%.

UMBF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UMB Financial Corporation reported a net income of 261.44M and revenue of 867.07M, resulting in a net margin of 30.2%.

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%.


Frequently Asked Questions


UMBF and TMUS have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UMBF has higher volatility (7.44%) compared to TMUS (5.31%). In terms of maximum drawdown, UMBF dropped -52.70% vs TMUS's -86.29%.

UMBF currently has the higher Sharpe Ratio (1.06 vs -0.85), 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.

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