TMUS vs. AIS
TMUS (T-Mobile US, Inc.) is a stock, while AIS (VistaShares Artificial Intelligence Supercycle ETF) is Technology Equities fund actively managed by VistaShares. Over the past year, TMUS returned -19.85% vs 190.94% for AIS. At a correlation of -0.22, they often move in opposite directions.
Performance
TMUS vs. AIS - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -10.04% return, which is significantly lower than AIS's 112.52% return.
TMUS
- 1D
- -2.05%
- 1M
- -5.07%
- YTD
- -10.04%
- 6M
- -8.23%
- 1Y
- -19.85%
- 3Y*
- 12.49%
- 5Y*
- 5.40%
- 10Y*
- 16.49%
AIS
- 1D
- -0.40%
- 1M
- 12.41%
- YTD
- 112.52%
- 6M
- 111.68%
- 1Y
- 190.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TMUS vs. AIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TMUS T-Mobile US, Inc. | -10.04% | -6.58% | -9.84% |
AIS VistaShares Artificial Intelligence Supercycle ETF | 112.52% | 58.35% | -4.74% |
Correlation
The correlation between TMUS and AIS is -0.32, 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 | -0.32 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024 | -0.22 |
The correlation between TMUS and AIS shifts across timeframes, from -0.32 (1 year) to -0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TMUS vs. AIS — Risk / Return Rank
TMUS
AIS
TMUS vs. AIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and VistaShares Artificial Intelligence Supercycle ETF (AIS). 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.
| TMUS | AIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.44 | ||
| Sortino ratioReturn per unit of downside risk | -5.40 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.62 | -0.74 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 12.13 | -12.79 |
| Martin ratioReturn relative to average drawdown | -1.08 | 36.93 | -38.01 |
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Drawdowns
TMUS vs. AIS - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than AIS's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for TMUS and AIS.
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Drawdown Indicators
| TMUS | AIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -32.78% | -53.51% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -15.84% | -14.53% |
Max Drawdown (3Y)Largest decline over 3 years | -33.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -33.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | — | — |
Current DrawdownCurrent decline from peak | -32.24% | -9.21% | -23.03% |
Average DrawdownAverage peak-to-trough decline | -25.97% | -5.49% | -20.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.46% | 5.19% | +13.27% |
Volatility
TMUS vs. AIS - Volatility Comparison
The current volatility for T-Mobile US, Inc. (TMUS) is 7.80%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 23.81%. This indicates that TMUS experiences smaller price fluctuations and is considered to be less risky than AIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | AIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 23.81% | -16.01% |
Volatility (6M)Calculated over the trailing 6-month period | 19.46% | 36.23% | -16.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.86% | 41.62% | -16.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 41.04% | -17.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.04% | 41.04% | -15.00% |
Dividends
TMUS vs. AIS - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.18%, while AIS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AIS VistaShares Artificial Intelligence Supercycle ETF | 0.00% | 0.00% | 0.00% | 0.00% |
TMUS T-Mobile US, Inc. | 2.18% | 1.80% | 1.28% | 0.41% |
Frequently Asked Questions
TMUS and AIS have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIS has higher volatility (23.81%) compared to TMUS (7.80%). In terms of maximum drawdown, TMUS dropped -86.29% vs AIS's -32.78%.
AIS currently has the higher Sharpe Ratio (4.64 vs -0.80), 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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