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

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%JuneJulyAugustSeptemberOctoberNovember
187.34%
427.65%
VZ
TMUS

Returns By Period

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


VZ

YTD

17.84%

1M

-5.15%

6M

7.32%

1Y

22.79%

5Y (annualized)

-1.61%

10Y (annualized)

3.01%

TMUS

YTD

48.59%

1M

7.21%

6M

44.68%

1Y

62.23%

5Y (annualized)

25.20%

10Y (annualized)

24.06%

Fundamentals


VZTMUS
Market Cap$170.07B$277.36B
EPS$2.31$8.77
PE Ratio17.4927.25
PEG Ratio1.080.96
Total Revenue (TTM)$134.24B$80.01B
Gross Profit (TTM)$80.47B$44.30B
EBITDA (TTM)$44.83B$30.13B

Key characteristics


VZTMUS
Sharpe Ratio1.124.07
Sortino Ratio1.625.57
Omega Ratio1.221.78
Calmar Ratio0.7612.27
Martin Ratio5.5829.82
Ulcer Index4.19%2.10%
Daily Std Dev20.90%15.38%
Max Drawdown-50.61%-86.29%
Current Drawdown-14.85%-2.19%

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Correlation

-0.50.00.51.00.3

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.

Risk-Adjusted Performance

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 1.12, compared to the broader market-4.00-2.000.002.001.124.07
The chart of Sortino ratio for VZ, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.001.625.57
The chart of Omega ratio for VZ, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.78
The chart of Calmar ratio for VZ, currently valued at 0.76, compared to the broader market0.002.004.006.000.7612.27
The chart of Martin ratio for VZ, currently valued at 5.58, compared to the broader market0.0010.0020.0030.005.5829.82
VZ
TMUS

The current VZ Sharpe Ratio is 1.12, which is lower than the TMUS Sharpe Ratio of 4.07. 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.12
4.07
VZ
TMUS

Dividends

VZ vs. TMUS - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
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%
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%

Drawdowns

VZ vs. TMUS - Drawdown Comparison

The maximum VZ drawdown since its inception was -50.61%, 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%JuneJulyAugustSeptemberOctoberNovember
-14.85%
-2.19%
VZ
TMUS

Volatility

VZ vs. TMUS - Volatility Comparison

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