T-Mobile US (TMUS): analysis and statistics
Return, volatility, Sharpe ratio and risk for T-Mobile US, a component of both the S&P 500 and the Nasdaq 100 in the Communication Services. Data as of 2026-10-29.
| Last close price | $148.08 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +3.44% |
| Total return over period | +10.61% |
| Annualized volatility | 26.81% |
| Period volatility | 46.32% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.04 |
| Sortino ratio | -0.05 |
| Max drawdown | -45.07% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.36% |
| Correlation with the S&P 500 | 0.06 |
| Period range | $135.38 – $266.80 |
| Trading days analyzed | 752 |
Over the last 3.0 years, T-Mobile US (TMUS) has posted an annualized return of +3.44% with annual volatility of 26.81%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -45.07%. Its correlation with the S&P 500 is 0.06, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how TMUS would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Communication Services stocks
Is it part of the S&P 500?
Yes, T-Mobile US (TMUS) is of both the S&P 500 and the Nasdaq 100.
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