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

Correlation

The correlation between VZ and TMUS 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

VZ vs. TMUS - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%450.00%AugustSeptemberOctoberNovemberDecember2025
172.43%
392.16%
VZ
TMUS

Key characteristics

Sharpe Ratio

VZ:

0.32

TMUS:

1.98

Sortino Ratio

VZ:

0.58

TMUS:

2.61

Omega Ratio

VZ:

1.08

TMUS:

1.39

Calmar Ratio

VZ:

0.27

TMUS:

2.44

Martin Ratio

VZ:

1.22

TMUS:

8.62

Ulcer Index

VZ:

5.36%

TMUS:

4.09%

Daily Std Dev

VZ:

20.66%

TMUS:

17.84%

Max Drawdown

VZ:

-50.66%

TMUS:

-86.29%

Current Drawdown

VZ:

-19.27%

TMUS:

-11.33%

Fundamentals

Market Cap

VZ:

$163.25B

TMUS:

$254.11B

EPS

VZ:

$2.31

TMUS:

$8.89

PE Ratio

VZ:

16.79

TMUS:

24.63

PEG Ratio

VZ:

1.03

TMUS:

0.88

Total Revenue (TTM)

VZ:

$99.11B

TMUS:

$59.53B

Gross Profit (TTM)

VZ:

$60.52B

TMUS:

$31.74B

EBITDA (TTM)

VZ:

$34.57B

TMUS:

$23.28B

Returns By Period

In the year-to-date period, VZ achieves a -1.26% return, which is significantly lower than TMUS's -0.80% return. Over the past 10 years, VZ has underperformed TMUS with an annualized return of 2.97%, while TMUS has yielded a comparatively higher 22.48% annualized return.


VZ

YTD

-1.26%

1M

-1.87%

6M

-3.64%

1Y

6.37%

5Y*

-3.06%

10Y*

2.97%

TMUS

YTD

-0.80%

1M

-0.78%

6M

21.11%

1Y

34.76%

5Y*

22.23%

10Y*

22.48%

*Annualized

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Risk-Adjusted Performance

VZ vs. TMUS — Risk-Adjusted Performance Rank

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

VZ
The Risk-Adjusted Performance Rank of VZ is 5454
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 4848
Omega Ratio Rank
The Calmar Ratio Rank of VZ is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VZ is 6060
Martin Ratio Rank

TMUS
The Risk-Adjusted Performance Rank of TMUS is 9090
Overall Rank
The Sharpe Ratio Rank of TMUS is 9292
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 9393
Calmar Ratio Rank
The Martin Ratio Rank of TMUS is 8989
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.

VZ vs. TMUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Verizon Communications Inc. (VZ) 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.


Sharpe ratio
The chart of Sharpe ratio for VZ, currently valued at 0.32, compared to the broader market-2.000.002.004.000.321.98
The chart of Sortino ratio for VZ, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.582.61
The chart of Omega ratio for VZ, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.39
The chart of Calmar ratio for VZ, currently valued at 0.27, compared to the broader market0.002.004.006.000.272.44
The chart of Martin ratio for VZ, currently valued at 1.22, compared to the broader market-10.000.0010.0020.0030.001.228.62
VZ
TMUS

The current VZ Sharpe Ratio is 0.32, which is lower than the TMUS Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of VZ and TMUS, 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
0.32
1.98
VZ
TMUS

Dividends

VZ vs. TMUS - Dividend Comparison

VZ's dividend yield for the trailing twelve months is around 6.92%, more than TMUS's 1.29% yield.


TTM20242023202220212020201920182017201620152014
VZ
Verizon Communications Inc.
6.92%6.68%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
TMUS
T-Mobile US, Inc.
1.29%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VZ vs. TMUS - Drawdown Comparison

The maximum VZ drawdown since its inception was -50.66%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for VZ and TMUS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-19.27%
-11.33%
VZ
TMUS

Volatility

VZ vs. TMUS - Volatility Comparison

The current volatility for Verizon Communications Inc. (VZ) is 3.75%, while T-Mobile US, Inc. (TMUS) has a volatility of 6.39%. This indicates that VZ experiences smaller price fluctuations and is considered to be less risky than TMUS 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
3.75%
6.39%
VZ
TMUS

Financials

VZ vs. TMUS - Financials Comparison

This section allows you to compare key financial metrics between Verizon Communications Inc. 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


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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