T-Mobile US (TMUS): analysis and statistics
Return, volatility, Sharpe ratio and risk for T-Mobile US, an S&P 500 component in the Communication Services sector. Data as of 2026-07-30.
| Last close price | $173.23 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +9.61% |
| Total return over period | +31.49% |
| Annualized volatility | 24.48% |
| Sharpe ratio | 0.24 |
| Sortino ratio | 0.33 |
| Max drawdown | -37.13% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.82% |
| Correlation with the S&P 500 | 0.11 |
| Period range | $127.49 – $266.80 |
| Trading days analyzed | 752 |
Over the last 3.0 years, T-Mobile US (TMUS) has posted an annualized return of +9.61% with annual volatility of 24.48%, a Sharpe ratio of 0.24. Its worst stretch (max drawdown from a peak) was -37.13%. Its correlation with the S&P 500 is 0.11, 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 S&P 500 stocks, try the optimizer.
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