TMUS vs. AIS
TMUS (T-Mobile US, Inc.) is a stock, while AIS (VistaShares Artificial Intelligence Supercycle ETF) is Artificial Intelligence fund actively managed by VistaShares. Over the past year, TMUS returned -23.93% vs 125.16% for AIS. Their -0.25 correlation means they have often moved in opposite directions in the past.
Performance
TMUS vs. AIS - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -11.89% return, which is significantly lower than AIS's 72.78% return.
TMUS
- 1D
- 2.54%
- 1M
- -0.24%
- 6M
- -8.25%
- YTD
- -11.89%
- 1Y
- -23.93%
- 3Y*
- 11.22%
- 5Y*
- 5.42%
- 10Y*
- 14.51%
- ALL TIME*
- 17.74%
AIS
- 1D
- 2.42%
- 1M
- -12.08%
- 6M
- 49.99%
- YTD
- 72.78%
- 1Y
- 125.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 77.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $38.16M | $40.99M | $51.37M | |
| $1.05B | $914.17M | $987.88M |
TMUS vs. AIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TMUS T-Mobile US, Inc. | -11.89% | -6.58% | -9.84% |
AIS VistaShares Artificial Intelligence Supercycle ETF | 72.78% | 58.35% | -4.74% |
Correlation
The correlation between TMUS and AIS is -0.37, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.37 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024 | -0.25 |
The correlation between TMUS and AIS shifts across timeframes, from -0.37 (1 year) to -0.25 (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 | -3.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.93 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.39 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 3.66 | -4.36 |
| Martin ratioReturn relative to average drawdown | -1.16 | 14.88 | -16.04 |
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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 -34.44%. 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% | -34.44% | -51.85% |
Max Drawdown (1Y)Largest decline over 1 year | -34.02% | -34.44% | +0.42% |
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 | -33.62% | -26.18% | -7.44% |
Average DrawdownAverage peak-to-trough decline | -26.00% | -6.35% | -19.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.66% | 8.44% | +12.22% |
Volatility
TMUS vs. AIS - Volatility Comparison
The current volatility for T-Mobile US, Inc. (TMUS) is 15.94%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 20.84%. 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 | 15.94% | 20.84% | -4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 24.72% | 43.14% | -18.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.82% | 47.84% | -19.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.08% | 43.98% | -18.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.52% | 43.98% | -17.46% |
Dividends
TMUS vs. AIS - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.22%, 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. | 2.22% | 1.80% | 1.28% | 0.41% |
Frequently Asked Questions
TMUS and AIS have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIS has higher volatility (20.84%) compared to TMUS (15.94%). In terms of maximum drawdown, TMUS dropped -86.29% vs AIS's -34.44%.
AIS currently has the higher Sharpe Ratio (2.64 vs -0.84), 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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