PortfoliosLab logoPortfoliosLab logo
GLD vs. TMUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. TMUS - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, GLD achieves a -7.24% return, which is significantly lower than TMUS's -2.66% return. Over the past 10 years, GLD has underperformed TMUS with an annualized return of 11.27%, while TMUS has yielded a comparatively higher 16.24% annualized return.


GLD

1D
-0.22%
1M
-5.04%
6M
-12.74%
YTD
-7.24%
1Y
19.20%
3Y*
26.36%
5Y*
16.85%
10Y*
11.27%
ALL TIME*
10.24%

TMUS

1D
1.67%
1M
7.69%
6M
6.08%
YTD
-2.66%
1Y
-12.27%
3Y*
13.24%
5Y*
7.19%
10Y*
16.24%
ALL TIME*
18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. TMUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
-7.24%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
TMUS
T-Mobile US, Inc.
-2.66%-6.58%39.70%15.02%20.71%-13.99%71.96%23.28%0.16%10.43%

Correlation

The correlation between GLD and TMUS is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2007

0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GLD vs. TMUS — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 2424
Overall Rank
GLD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2424
Sortino Ratio Rank
GLD Omega Ratio Rank: 2828
Omega Ratio Rank
GLD Calmar Ratio Rank: 2222
Calmar Ratio Rank
GLD Martin Ratio Rank: 2121
Martin Ratio Rank

TMUS
TMUS Risk / Return Rank: 2727
Overall Rank
TMUS Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 2222
Sortino Ratio Rank
TMUS Omega Ratio Rank: 2323
Omega Ratio Rank
TMUS Calmar Ratio Rank: 3333
Calmar Ratio Rank
TMUS Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLD vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GLDTMUSDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.15

0.94

+0.21

Calmar ratioReturn relative to maximum drawdown

0.73

-0.36

+1.09

Martin ratioReturn relative to average drawdown

1.71

-0.62

+2.33

GLD vs. TMUS - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.69, which is higher than the TMUS Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of GLD and TMUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GLD vs. TMUS - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for GLD and TMUS.


Loading charts...

Drawdown Indicators


GLDTMUSDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-86.29%

+40.73%

Max Drawdown (1Y)

Largest decline over 1 year

-26.40%

-34.02%

+7.62%

Max Drawdown (3Y)

Largest decline over 3 years

-26.40%

-37.13%

+10.73%

Max Drawdown (5Y)

Largest decline over 5 years

-26.40%

-37.13%

+10.73%

Max Drawdown (10Y)

Largest decline over 10 years

-26.40%

-37.13%

+10.73%

Current Drawdown

Current decline from peak

-25.87%

-26.67%

+0.80%

Average Drawdown

Average peak-to-trough decline

-16.19%

-25.98%

+9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.28%

19.82%

-8.54%

Volatility

GLD vs. TMUS - Volatility Comparison

The current volatility for SPDR Gold Shares (GLD) is 6.38%, while T-Mobile US, Inc. (TMUS) has a volatility of 10.23%. This indicates that GLD 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.


Loading charts...

Volatility by Period


GLDTMUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

10.23%

-3.85%

Volatility (6M)

Calculated over the trailing 6-month period

24.20%

20.95%

+3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

28.06%

26.25%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

24.30%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

26.17%

-10.06%

Dividends

GLD vs. TMUS - Dividend Comparison

GLD has not paid dividends to shareholders, while TMUS's dividend yield for the trailing twelve months is around 2.01%.


PositionTTM202520242023
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%
TMUS
T-Mobile US, Inc.
2.01%1.80%1.28%0.41%

Frequently Asked Questions


GLD and TMUS have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMUS has higher volatility (10.23%) compared to GLD (6.38%). In terms of maximum drawdown, GLD dropped -45.56% vs TMUS's -86.29%.

GLD currently has the higher Sharpe Ratio (0.69 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GLD and TMUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer