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 -16.43% vs 165.10% for AIS. At a correlation of -0.24, 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 -6.89% return, which is significantly lower than AIS's 96.03% 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%
AIS
- 1D
- 2.92%
- 1M
- -3.62%
- 6M
- 81.47%
- YTD
- 96.03%
- 1Y
- 165.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TMUS vs. AIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TMUS T-Mobile US, Inc. | -6.89% | -6.58% | -9.84% |
AIS VistaShares Artificial Intelligence Supercycle ETF | 96.03% | 58.35% | -4.74% |
Correlation
The correlation between TMUS and AIS is -0.35, 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 | -0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024 | -0.24 |
The correlation between TMUS and AIS shifts across timeframes, from -0.35 (1 year) to -0.24 (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 | -4.36 | ||
| Sortino ratioReturn per unit of downside risk | -4.38 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.51 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 8.92 | -9.40 |
| Martin ratioReturn relative to average drawdown | -0.84 | 27.68 | -28.52 |
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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 | -34.02% | -18.63% | -15.39% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | — | — |
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 | -29.86% | -16.25% | -13.61% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -5.71% | -20.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 5.99% | +13.59% |
Volatility
TMUS vs. AIS - Volatility Comparison
The current volatility for T-Mobile US, Inc. (TMUS) is 10.43%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 22.61%. 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 | 10.43% | 22.61% | -12.18% |
Volatility (6M)Calculated over the trailing 6-month period | 21.19% | 39.83% | -18.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.04% | 44.64% | -18.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.30% | 42.54% | -18.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.15% | 42.54% | -16.39% |
Dividends
TMUS vs. AIS - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.11%, 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. | 2.11% | 1.80% | 1.28% | 0.41% |
Frequently Asked Questions
TMUS and AIS have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIS has higher volatility (22.61%) compared to TMUS (10.43%). In terms of maximum drawdown, TMUS dropped -86.29% vs AIS's -32.78%.
AIS currently has the higher Sharpe Ratio (3.72 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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