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TMUS vs. ARTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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

TMUS vs. ARTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

TMUS
TMUS Risk / Return Rank: 1414
Overall Rank
TMUS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 1111
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1313
Omega Ratio Rank
TMUS Calmar Ratio Rank: 1818
Calmar Ratio Rank
TMUS Martin Ratio Rank: 2020
Martin Ratio Rank

ARTY
ARTY Risk / Return Rank: 8181
Overall Rank
ARTY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ARTY Sortino Ratio Rank: 7373
Sortino Ratio Rank
ARTY Omega Ratio Rank: 7676
Omega Ratio Rank
ARTY Calmar Ratio Rank: 8888
Calmar Ratio Rank
ARTY Martin Ratio Rank: 8383
Martin Ratio Rank
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.

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.


TMUSARTYDifference
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

TMUS vs. ARTY - Sharpe Ratio Comparison

The current TMUS Sharpe Ratio is -0.80, which is lower than the ARTY Sharpe Ratio of 2.55. 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.


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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


TMUSARTYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-32.24%

-8.37%

-23.87%

Average Drawdown

Average peak-to-trough decline

-25.97%

-19.75%

-6.22%

Ulcer Index

Depth 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


TMUSARTYDifference

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.


PositionTTM20252024202320222021202020192018
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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