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LOWV vs. TMUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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

LOWV vs. TMUS - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

LOWV
LOWV Risk / Return Rank: 2828
Overall Rank
LOWV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
LOWV Sortino Ratio Rank: 2727
Sortino Ratio Rank
LOWV Omega Ratio Rank: 2727
Omega Ratio Rank
LOWV Calmar Ratio Rank: 2525
Calmar Ratio Rank
LOWV Martin Ratio Rank: 3232
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.

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.


LOWVTMUSDifference
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

LOWV vs. TMUS - Sharpe Ratio Comparison

The current LOWV Sharpe Ratio is 0.81, which is higher than the TMUS Sharpe Ratio of -0.47. 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.


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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


LOWVTMUSDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.72%

-26.67%

+25.95%

Average Drawdown

Average peak-to-trough decline

-1.50%

-25.98%

+24.48%

Ulcer Index

Depth 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


LOWVTMUSDifference

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.


PositionTTM202520242023
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.

Portfolio Optimizer

Find the right allocation for LOWV 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.

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