LOWV vs. TMUS

Last updated Jun 9, 2026

LOWV (AB US Low Volatility Equity ETF) is Large Cap Blend Equities fund actively managed by AllianceBernstein, while TMUS (T-Mobile US, Inc.) is a stock. Over the past 3 years, LOWV returned 15.19%/yr vs 12.41%/yr for TMUS. At a 0.16 correlation, their price movements are largely independent.

Performance

LOWV vs. TMUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB US Low Volatility Equity ETF (LOWV) and T-Mobile US, Inc. (TMUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOWV achieves a 1.77% return, which is significantly higher than TMUS's -11.22% return.

LOWV

• 1D: -0.31%
• 1M: -0.64%
• YTD: 1.77%
• 6M: 2.13%
• 1Y: 8.67%
• 3Y*: 15.19%
• 5Y*: —
• 10Y*: —

TMUS

• 1D: 0.19%
• 1M: -7.35%
• YTD: -11.22%
• 6M: -11.83%
• 1Y: -26.06%
• 3Y*: 12.41%
• 5Y*: 4.85%
• 10Y*: 16.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LOWV vs. TMUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LOWV AB US Low Volatility Equity ETF	1.77%	12.26%	20.43%	20.41%
TMUS T-Mobile US, Inc.	-11.22%	-6.58%	39.70%	12.25%

Correlation

The correlation between LOWV and TMUS is -0.09, 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	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (All Time) Calculated using the full available price history since Mar 23, 2023	0.16

The correlation between LOWV and TMUS shifts across timeframes, from -0.09 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LOWV vs. TMUS — Risk / Return Rank

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

LOWV

LOWV Risk / Return Rank: 25
LOWV Sharpe Ratio Rank: 25
LOWV Sortino Ratio Rank: 24
LOWV Omega Ratio Rank: 24
LOWV Calmar Ratio Rank: 22
LOWV Martin Ratio Rank: 29

TMUS

TMUS Risk / Return Rank: 6
TMUS Sharpe Ratio Rank: 4
TMUS Sortino Ratio Rank: 6
TMUS Omega Ratio Rank: 8
TMUS Calmar Ratio Rank: 8
TMUS Martin Ratio Rank: 6

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.

LOWV vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Low Volatility Equity ETF (LOWV) 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.

	LOWV	TMUS	Difference
Sharpe ratio: Return per unit of total volatility	0.83	-1.05	+1.87
Sortino ratio: Return per unit of downside risk	1.20	-1.49	+2.69
Omega ratio: Gain probability vs. loss probability	1.15	0.83	+0.31
Calmar ratio: Return relative to maximum drawdown	0.91	-0.86	+1.77
Martin ratio: Return relative to average drawdown	3.70	-1.49	+5.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOWV vs. TMUS - Sharpe Ratio Comparison

The current LOWV Sharpe Ratio is 0.83, which is higher than the TMUS Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of LOWV 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.

Sharpe Ratios by Period

	LOWV	TMUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	-1.05	+1.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.20	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.43	0.20	+1.23

Drawdowns

LOWV vs. TMUS - Drawdown Comparison

The maximum LOWV drawdown since its inception was -13.87%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for LOWV and TMUS.

Drawdown Indicators

	LOWV	TMUS	Difference
Max Drawdown Largest peak-to-trough decline	-13.87%	-86.29%	+72.42%
Max Drawdown (1Y) Largest decline over 1 year	-9.59%	-30.37%	+20.78%
Max Drawdown (3Y) Largest decline over 3 years	-13.87%	-33.65%	+19.78%
Max Drawdown (5Y) Largest decline over 5 years	—	-33.65%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.65%	—
Current Drawdown Current decline from peak	-1.88%	-33.12%	+31.24%
Average Drawdown Average peak-to-trough decline	-1.50%	-25.96%	+24.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	17.64%	-15.29%

Volatility

LOWV vs. TMUS - Volatility Comparison

The current volatility for AB US Low Volatility Equity ETF (LOWV) is 2.51%, while T-Mobile US, Inc. (TMUS) has a volatility of 6.91%. This indicates that LOWV 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.

Volatility by Period

	LOWV	TMUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.51%	6.91%	-4.40%
Volatility (6M) Calculated over the trailing 6-month period	8.00%	19.14%	-11.14%
Volatility (1Y) Calculated over the trailing 1-year period	10.54%	25.04%	-14.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.96%	23.86%	-11.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.96%	26.08%	-14.12%

Dividends

LOWV vs. TMUS - Dividend Comparison

LOWV's dividend yield for the trailing twelve months is around 0.92%, less than TMUS's 2.21% yield.

Position	TTM	2025	2024	2023
LOWV AB US Low Volatility Equity ETF	0.92%	0.85%	0.92%	0.77%
TMUS T-Mobile US, Inc.	2.21%	1.80%	1.28%	0.41%

Frequently Asked Questions

Can I hold both LOWV and TMUS in my portfolio?

LOWV and TMUS have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOWV or TMUS?

TMUS has higher volatility (6.91%) compared to LOWV (2.51%). In terms of maximum drawdown, LOWV dropped -13.87% vs TMUS's -86.29%.

Which has better risk-adjusted returns?

LOWV currently has the higher Sharpe Ratio (0.83 vs -1.05), 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.