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

Correlation

The correlation between VEON and TDS is 0.23, 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.


-0.50.00.51.00.2

Performance

VEON vs. TDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VEON Ltd. (VEON) and Telephone and Data Systems, Inc. (TDS). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
70.40%
63.95%
VEON
TDS

Key characteristics

Sharpe Ratio

VEON:

4.09

TDS:

1.44

Sortino Ratio

VEON:

5.36

TDS:

2.17

Omega Ratio

VEON:

1.65

TDS:

1.33

Calmar Ratio

VEON:

1.47

TDS:

1.27

Martin Ratio

VEON:

29.50

TDS:

7.00

Ulcer Index

VEON:

4.61%

TDS:

12.38%

Daily Std Dev

VEON:

33.27%

TDS:

60.11%

Max Drawdown

VEON:

-97.49%

TDS:

-85.84%

Current Drawdown

VEON:

-82.99%

TDS:

-23.68%

Fundamentals

Market Cap

VEON:

$2.83B

TDS:

$3.87B

EPS

VEON:

$5.03

TDS:

-$5.40

PEG Ratio

VEON:

-0.63

TDS:

4.56

Total Revenue (TTM)

VEON:

$3.01B

TDS:

$3.72B

Gross Profit (TTM)

VEON:

$2.40B

TDS:

$1.69B

EBITDA (TTM)

VEON:

$848.00M

TDS:

$878.00M

Returns By Period

In the year-to-date period, VEON achieves a 11.22% return, which is significantly higher than TDS's -1.99% return. Over the past 10 years, VEON has underperformed TDS with an annualized return of -4.36%, while TDS has yielded a comparatively higher 6.53% annualized return.


VEON

YTD

11.22%

1M

26.94%

6M

70.36%

1Y

135.11%

5Y*

-6.05%

10Y*

-4.36%

TDS

YTD

-1.99%

1M

0.20%

6M

63.94%

1Y

85.96%

5Y*

10.90%

10Y*

6.53%

*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

VEON vs. TDS — Risk-Adjusted Performance Rank

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

VEON
The Risk-Adjusted Performance Rank of VEON is 9696
Overall Rank
The Sharpe Ratio Rank of VEON is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of VEON is 9999
Sortino Ratio Rank
The Omega Ratio Rank of VEON is 9898
Omega Ratio Rank
The Calmar Ratio Rank of VEON is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VEON is 9999
Martin Ratio Rank

TDS
The Risk-Adjusted Performance Rank of TDS is 8686
Overall Rank
The Sharpe Ratio Rank of TDS is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of TDS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of TDS is 8787
Omega Ratio Rank
The Calmar Ratio Rank of TDS is 8585
Calmar Ratio Rank
The Martin Ratio Rank of TDS is 8888
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.

VEON vs. TDS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VEON Ltd. (VEON) and Telephone and Data Systems, Inc. (TDS). 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 VEON, currently valued at 4.09, compared to the broader market-4.00-2.000.002.004.091.44
The chart of Sortino ratio for VEON, currently valued at 5.36, compared to the broader market-4.00-2.000.002.004.005.362.17
The chart of Omega ratio for VEON, currently valued at 1.65, compared to the broader market0.501.001.502.001.651.33
The chart of Calmar ratio for VEON, currently valued at 1.47, compared to the broader market0.002.004.006.001.471.63
The chart of Martin ratio for VEON, currently valued at 29.50, compared to the broader market-10.000.0010.0020.0029.507.00
VEON
TDS

The current VEON Sharpe Ratio is 4.09, which is higher than the TDS Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of VEON and TDS, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
4.09
1.44
VEON
TDS

Dividends

VEON vs. TDS - Dividend Comparison

VEON has not paid dividends to shareholders, while TDS's dividend yield for the trailing twelve months is around 0.93%.


TTM20242023202220212020201920182017201620152014
VEON
VEON Ltd.
0.00%0.00%0.00%0.00%0.00%9.93%11.86%9.47%5.97%0.68%0.80%0.65%
TDS
Telephone and Data Systems, Inc.
0.93%0.91%4.03%6.86%3.47%3.66%2.60%1.97%2.23%2.05%2.18%2.12%

Drawdowns

VEON vs. TDS - Drawdown Comparison

The maximum VEON drawdown since its inception was -97.49%, which is greater than TDS's maximum drawdown of -85.84%. Use the drawdown chart below to compare losses from any high point for VEON and TDS. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-82.99%
-4.97%
VEON
TDS

Volatility

VEON vs. TDS - Volatility Comparison

VEON Ltd. (VEON) has a higher volatility of 11.87% compared to Telephone and Data Systems, Inc. (TDS) at 8.67%. This indicates that VEON's price experiences larger fluctuations and is considered to be riskier than TDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.87%
8.67%
VEON
TDS

Financials

VEON vs. TDS - Financials Comparison

This section allows you to compare key financial metrics between VEON Ltd. and Telephone and Data Systems, 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