LOWV vs. TMUS
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 14.02%/yr vs 13.24%/yr for TMUS. At a 0.16 correlation, their price movements are largely independent.
Performance
LOWV vs. TMUS - Performance Comparison
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Returns By Period
In the year-to-date period, LOWV achieves a 3.79% return, which is significantly higher than TMUS's -2.66% return.
LOWV
- 1D
- -0.16%
- 1M
- 2.10%
- 6M
- 3.16%
- YTD
- 3.79%
- 1Y
- 8.40%
- 3Y*
- 14.02%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.62%
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%
LOWV vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LOWV AB US Low Volatility Equity ETF | 3.79% | 12.26% | 20.43% | 18.90% |
TMUS T-Mobile US, Inc. | -2.66% | -6.58% | 39.70% | 11.31% |
Correlation
The correlation between LOWV and TMUS is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2023 | 0.16 |
The correlation between LOWV and TMUS shifts across timeframes, from -0.14 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LOWV vs. TMUS — Risk / Return Rank
LOWV
TMUS
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.
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.
| LOWV | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.94 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | -0.36 | +1.24 |
| Martin ratioReturn relative to average drawdown | 3.50 | -0.62 | +4.12 |
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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.
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Drawdown Indicators
| LOWV | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.87% | -86.29% | +72.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -34.02% | +24.43% |
Max Drawdown (3Y)Largest decline over 3 years | -13.87% | -37.13% | +23.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.13% | — |
Current DrawdownCurrent decline from peak | -0.72% | -26.67% | +25.95% |
Average DrawdownAverage peak-to-trough decline | -1.50% | -25.98% | +24.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 19.82% | -17.41% |
Volatility
LOWV vs. TMUS - Volatility Comparison
The current volatility for AB US Low Volatility Equity ETF (LOWV) is 2.24%, while T-Mobile US, Inc. (TMUS) has a volatility of 10.23%. 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.
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Volatility by Period
| LOWV | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 10.23% | -7.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 20.95% | -12.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.39% | 26.25% | -15.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.88% | 24.30% | -12.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.88% | 26.17% | -14.29% |
Dividends
LOWV vs. TMUS - Dividend Comparison
LOWV's dividend yield for the trailing twelve months is around 0.87%, less than TMUS's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
LOWV AB US Low Volatility Equity ETF | 0.87% | 0.85% | 0.92% | 0.77% |
TMUS T-Mobile US, Inc. | 2.01% | 1.80% | 1.28% | 0.41% |
Frequently Asked Questions
LOWV and TMUS have a correlation of -0.14, 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 LOWV (2.24%). In terms of maximum drawdown, LOWV dropped -13.87% vs TMUS's -86.29%.
LOWV currently has the higher Sharpe Ratio (0.81 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.
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