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TMUS vs. AIQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMUS vs. AIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Mobile US, Inc. (TMUS) and Global X Artificial Intelligence & Technology ETF (AIQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMUS achieves a -6.89% return, which is significantly lower than AIQ's 21.83% return.


TMUS

1D
-0.68%
1M
-1.04%
6M
-0.33%
YTD
-6.89%
1Y
-16.43%
3Y*
11.89%
5Y*
5.70%
10Y*
15.99%

AIQ

1D
1.08%
1M
-3.19%
6M
17.71%
YTD
21.83%
1Y
42.53%
3Y*
28.96%
5Y*
15.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMUS vs. AIQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TMUS
T-Mobile US, Inc.
-6.89%-6.58%39.70%15.02%20.71%-13.99%71.96%23.28%12.84%
AIQ
Global X Artificial Intelligence & Technology ETF
21.83%31.89%24.11%55.39%-36.44%17.09%52.88%39.94%-14.05%

Correlation

The correlation between TMUS and AIQ is -0.36, 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

-0.36

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

-0.08

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

0.13

Correlation (All Time)
Calculated using the full available price history since May 16, 2018

0.28

The correlation between TMUS and AIQ shifts across timeframes, from -0.36 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TMUS vs. AIQ — Risk / Return Rank

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

TMUS
TMUS Risk / Return Rank: 2121
Overall Rank
TMUS Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 1717
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1818
Omega Ratio Rank
TMUS Calmar Ratio Rank: 2828
Calmar Ratio Rank
TMUS Martin Ratio Rank: 2828
Martin Ratio Rank

AIQ
AIQ Risk / Return Rank: 5757
Overall Rank
AIQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AIQ Sortino Ratio Rank: 5151
Sortino Ratio Rank
AIQ Omega Ratio Rank: 5555
Omega Ratio Rank
AIQ Calmar Ratio Rank: 6565
Calmar Ratio Rank
AIQ Martin Ratio Rank: 5555
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.

TMUS vs. AIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Global X Artificial Intelligence & Technology ETF (AIQ). 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.


TMUSAIQDifference
Sharpe ratioReturn per unit of total volatility

-2.19

Sortino ratioReturn per unit of downside risk

-2.82

Omega ratioGain probability vs. loss probability

0.91

1.27

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.48

2.59

-3.08

Martin ratioReturn relative to average drawdown

-0.84

7.58

-8.42

TMUS vs. AIQ - Sharpe Ratio Comparison

The current TMUS Sharpe Ratio is -0.63, which is lower than the AIQ Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of TMUS and AIQ, 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

TMUS vs. AIQ - Drawdown Comparison

The maximum TMUS drawdown since its inception was -86.29%, which is greater than AIQ's maximum drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for TMUS and AIQ.


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Drawdown Indicators


TMUSAIQDifference

Max Drawdown

Largest peak-to-trough decline

-86.29%

-44.66%

-41.63%

Max Drawdown (1Y)

Largest decline over 1 year

-34.02%

-16.47%

-17.55%

Max Drawdown (3Y)

Largest decline over 3 years

-37.13%

-26.35%

-10.78%

Max Drawdown (5Y)

Largest decline over 5 years

-37.13%

-44.66%

+7.53%

Max Drawdown (10Y)

Largest decline over 10 years

-37.13%

Current Drawdown

Current decline from peak

-29.86%

-11.66%

-18.20%

Average Drawdown

Average peak-to-trough decline

-25.98%

-9.78%

-16.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.58%

5.63%

+13.95%

Volatility

TMUS vs. AIQ - Volatility Comparison

The current volatility for T-Mobile US, Inc. (TMUS) is 10.43%, while Global X Artificial Intelligence & Technology ETF (AIQ) has a volatility of 11.93%. This indicates that TMUS experiences smaller price fluctuations and is considered to be less risky than AIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMUSAIQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.43%

11.93%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

21.19%

23.90%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

26.04%

27.49%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.30%

26.23%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.15%

25.91%

+0.24%

Dividends

TMUS vs. AIQ - Dividend Comparison

TMUS's dividend yield for the trailing twelve months is around 2.11%, more than AIQ's 0.07% yield.


PositionTTM20252024202320222021202020192018
AIQ
Global X Artificial Intelligence & Technology ETF
0.07%0.18%0.14%0.16%0.56%0.15%0.50%0.51%0.51%
TMUS
T-Mobile US, Inc.
2.11%1.80%1.28%0.41%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TMUS and AIQ have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIQ has higher volatility (11.93%) compared to TMUS (10.43%). In terms of maximum drawdown, TMUS dropped -86.29% vs AIQ's -44.66%.

AIQ currently has the higher Sharpe Ratio (1.55 vs -0.63), 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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