TMUS vs. ARTY
TMUS (T-Mobile US, Inc.) is a stock, while ARTY (iShares Future AI & Tech ETF) is Technology Equities fund tracking the Morningstar Global Artificial Intelligence Select Index (Net). Over the past 5 years, TMUS returned 5.40%/yr vs 11.45%/yr for ARTY. At a 0.24 correlation, their price movements are largely independent.
Performance
TMUS vs. ARTY - 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 ARTY's 53.58% 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%
ARTY
- 1D
- -0.63%
- 1M
- 7.58%
- YTD
- 53.58%
- 6M
- 52.53%
- 1Y
- 86.57%
- 3Y*
- 32.76%
- 5Y*
- 11.45%
- 10Y*
- —
TMUS vs. ARTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -10.04% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 7.20% |
ARTY iShares Future AI & Tech ETF | 53.58% | 29.97% | 8.02% | 36.37% | -37.89% | 6.32% | 48.85% | 34.47% | -13.76% |
Correlation
The correlation between TMUS and ARTY 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 (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.24 |
The correlation between TMUS and ARTY shifts across timeframes, from -0.32 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TMUS vs. ARTY — Risk / Return Rank
TMUS
ARTY
TMUS vs. ARTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and iShares Future AI & Tech ETF (ARTY). 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 | ARTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.35 | ||
| Sortino ratioReturn per unit of downside risk | -4.00 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.40 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 4.63 | -5.28 |
| Martin ratioReturn relative to average drawdown | -1.08 | 15.07 | -16.15 |
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Drawdowns
TMUS vs. ARTY - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than ARTY's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for TMUS and ARTY.
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Drawdown Indicators
| TMUS | ARTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -54.50% | -31.79% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -18.81% | -11.56% |
Max Drawdown (3Y)Largest decline over 3 years | -33.65% | -32.44% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -33.65% | -50.53% | +16.88% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | — | — |
Current DrawdownCurrent decline from peak | -32.24% | -8.37% | -23.87% |
Average DrawdownAverage peak-to-trough decline | -25.97% | -19.75% | -6.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.46% | 5.76% | +12.70% |
Volatility
TMUS vs. ARTY - Volatility Comparison
The current volatility for T-Mobile US, Inc. (TMUS) is 7.80%, while iShares Future AI & Tech ETF (ARTY) has a volatility of 19.33%. This indicates that TMUS experiences smaller price fluctuations and is considered to be less risky than ARTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | ARTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 19.33% | -11.53% |
Volatility (6M)Calculated over the trailing 6-month period | 19.46% | 29.98% | -10.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.86% | 34.23% | -9.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 29.56% | -5.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.04% | 28.29% | -2.25% |
Dividends
TMUS vs. ARTY - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.18%, more than ARTY's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ARTY iShares Future AI & Tech ETF | 0.06% | 0.00% | 0.50% | 0.88% | 0.75% | 2.41% | 0.53% | 0.69% | 0.34% |
TMUS T-Mobile US, Inc. | 2.18% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TMUS and ARTY 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.
ARTY has higher volatility (19.33%) compared to TMUS (7.80%). In terms of maximum drawdown, TMUS dropped -86.29% vs ARTY's -54.50%.
ARTY currently has the higher Sharpe Ratio (2.55 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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