TMUS vs. ARTY

Last updated Jun 4, 2026

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. Over the past 5 years, TMUS returned 5.60%/yr vs 14.13%/yr for ARTY. At a 0.25 correlation, their price movements are largely independent.

Performance

TMUS vs. ARTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Mobile US, Inc. (TMUS) and iShares Future AI & Tech ETF (ARTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TMUS achieves a -9.72% return, which is significantly lower than ARTY's 66.09% return.

TMUS

• 1D: -3.91%
• 1M: -6.16%
• YTD: -9.72%
• 6M: -12.08%
• 1Y: -24.20%
• 3Y*: 13.09%
• 5Y*: 5.60%
• 10Y*: 15.83%

ARTY

• 1D: -0.90%
• 1M: 26.10%
• YTD: 66.09%
• 6M: 63.47%
• 1Y: 112.42%
• 3Y*: 36.54%
• 5Y*: 14.13%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TMUS vs. ARTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TMUS T-Mobile US, Inc.	-9.72%	-6.58%	39.70%	15.02%	20.71%	-13.99%	71.96%	23.28%	6.26%
ARTY iShares Future AI & Tech ETF	66.09%	29.97%	8.02%	36.37%	-37.89%	6.32%	48.85%	34.47%	-14.31%

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 29, 2018	0.25

The correlation between TMUS and ARTY shifts across timeframes, from -0.32 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TMUS vs. ARTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TMUS

TMUS Risk / Return Rank: 7
TMUS Sharpe Ratio Rank: 5
TMUS Sortino Ratio Rank: 7
TMUS Omega Ratio Rank: 9
TMUS Calmar Ratio Rank: 8
TMUS Martin Ratio Rank: 8

ARTY

ARTY Risk / Return Rank: 90
ARTY Sharpe Ratio Rank: 94
ARTY Sortino Ratio Rank: 89
ARTY Omega Ratio Rank: 87
ARTY Calmar Ratio Rank: 91
ARTY Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	TMUS	ARTY	Difference
Sharpe ratio: Return per unit of total volatility	-0.97	3.78	-4.75
Sortino ratio: Return per unit of downside risk	-1.36	4.13	-5.49
Omega ratio: Gain probability vs. loss probability	0.85	1.55	-0.70
Calmar ratio: Return relative to maximum drawdown	-0.85	6.01	-6.86
Martin ratio: Return relative to average drawdown	-1.40	20.88	-22.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TMUS vs. ARTY - Sharpe Ratio Comparison

The current TMUS Sharpe Ratio is -0.97, which is lower than the ARTY Sharpe Ratio of 3.78. The chart below compares the historical Sharpe Ratios of TMUS and ARTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TMUS	ARTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.97	3.78	-4.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.50	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.63	-0.43

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.

Drawdown Indicators

	TMUS	ARTY	Difference
Max Drawdown Largest peak-to-trough decline	-86.29%	-54.50%	-31.79%
Max Drawdown (1Y) Largest decline over 1 year	-28.62%	-18.81%	-9.81%
Max Drawdown (3Y) Largest decline over 3 years	-31.99%	-32.44%	+0.45%
Max Drawdown (5Y) Largest decline over 5 years	-31.99%	-50.53%	+18.54%
Max Drawdown (10Y) Largest decline over 10 years	-31.99%	—	—
Current Drawdown Current decline from peak	-31.99%	-0.90%	-31.09%
Average Drawdown Average peak-to-trough decline	-25.95%	-19.85%	-6.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.33%	5.40%	+11.93%

Volatility

TMUS vs. ARTY - Volatility Comparison

The current volatility for T-Mobile US, Inc. (TMUS) is 6.53%, while iShares Future AI & Tech ETF (ARTY) has a volatility of 12.01%. 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.

Volatility by Period

	TMUS	ARTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.53%	12.01%	-5.48%
Volatility (6M) Calculated over the trailing 6-month period	19.07%	25.12%	-6.05%
Volatility (1Y) Calculated over the trailing 1-year period	24.92%	29.94%	-5.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.85%	28.58%	-4.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.07%	27.75%	-1.68%

Dividends

TMUS vs. ARTY - Dividend Comparison

TMUS's dividend yield for the trailing twelve months is around 2.17%, while ARTY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ARTY iShares Future AI & Tech ETF	0.00%	0.00%	0.50%	0.88%	0.75%	2.41%	0.53%	0.69%	0.34%
TMUS T-Mobile US, Inc.	2.17%	1.80%	1.28%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TMUS and ARTY in my portfolio?

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.

Which is riskier, TMUS or ARTY?

ARTY has higher volatility (12.01%) compared to TMUS (6.53%). In terms of maximum drawdown, TMUS dropped -86.29% vs ARTY's -54.50%.

Which has better risk-adjusted returns?

ARTY currently has the higher Sharpe Ratio (3.78 vs -0.97), 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.