TMUS vs. ARTY
TMUS (T-Mobile US, Inc.) is a stock, while ARTY (iShares Future AI & Tech ETF) is Artificial Intelligence fund tracking the Morningstar Global Artificial Intelligence Select Index (Net). Over the past 5 years, TMUS returned 5.42%/yr vs 10.52%/yr for ARTY. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
TMUS vs. ARTY - 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 ARTY's 43.11% 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%
ARTY
- 1D
- 3.39%
- 1M
- -3.07%
- 6M
- 32.62%
- YTD
- 43.11%
- 1Y
- 63.16%
- 3Y*
- 28.37%
- 5Y*
- 10.52%
- 10Y*
- —
- ALL TIME*
- 15.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $35.64M | $36.90M | $59.33M | |
| $1.05B | $914.17M | $987.88M |
TMUS vs. ARTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -11.89% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 7.20% |
ARTY iShares Future AI & Tech ETF | 43.11% | 29.97% | 8.02% | 36.37% | -37.89% | 6.32% | 48.85% | 34.47% | -13.76% |
Correlation
The correlation between TMUS and ARTY is -0.37, 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 (3Y) Balances recent behavior with more history. | -0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.23 |
The correlation between TMUS and ARTY shifts across timeframes, from -0.37 (1 year) to 0.23 (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 | -2.53 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.28 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 2.64 | -3.35 |
| Martin ratioReturn relative to average drawdown | -1.16 | 8.49 | -9.65 |
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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 | -34.02% | -24.00% | -10.02% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -32.44% | -4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -50.53% | +13.40% |
Max Drawdown (10Y)Largest decline over 10 years | -37.13% | — | — |
Current DrawdownCurrent decline from peak | -33.62% | -14.61% | -19.01% |
Average DrawdownAverage peak-to-trough decline | -26.00% | -19.68% | -6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.66% | 7.46% | +13.20% |
Volatility
TMUS vs. ARTY - Volatility Comparison
T-Mobile US, Inc. (TMUS) has a higher volatility of 15.94% compared to iShares Future AI & Tech ETF (ARTY) at 14.41%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier 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 | 15.94% | 14.41% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 24.72% | 33.09% | -8.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.82% | 37.42% | -8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.08% | 30.34% | -5.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.52% | 28.65% | -2.13% |
Dividends
TMUS vs. ARTY - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.22%, 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. | 2.22% | 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 -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (15.94%) compared to ARTY (14.41%). In terms of maximum drawdown, TMUS dropped -86.29% vs ARTY's -54.50%.
ARTY currently has the higher Sharpe Ratio (1.70 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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