TMUS vs. GLD
TMUS (T-Mobile US, Inc.) is a stock, while GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM. Over the past 10 years, TMUS returned 16.66%/yr vs 12.15%/yr for GLD. At a 0.02 correlation, their price movements are largely independent.
Performance
TMUS vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -5.91% return, which is significantly lower than GLD's -2.47% return. Over the past 10 years, TMUS has outperformed GLD with an annualized return of 16.66%, while GLD has yielded a comparatively lower 12.15% annualized return.
TMUS
- 1D
- 1.77%
- 1M
- 2.65%
- YTD
- -5.91%
- 6M
- -2.11%
- 1Y
- -15.50%
- 3Y*
- 15.04%
- 5Y*
- 6.35%
- 10Y*
- 16.66%
GLD
- 1D
- 0.06%
- 1M
- -7.37%
- YTD
- -2.47%
- 6M
- -2.25%
- 1Y
- 22.21%
- 3Y*
- 28.89%
- 5Y*
- 17.08%
- 10Y*
- 12.15%
TMUS vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -5.91% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
GLD SPDR Gold Shares | -2.47% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -1.94% | 12.81% |
Correlation
The correlation between TMUS and GLD is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.02 |
The correlation between TMUS and GLD shifts across timeframes, from -0.11 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TMUS vs. GLD — Risk / Return Rank
TMUS
GLD
TMUS vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and SPDR Gold Shares (GLD). 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 | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.18 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 0.98 | -1.50 |
| Martin ratioReturn relative to average drawdown | -0.88 | 2.81 | -3.69 |
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Drawdowns
TMUS vs. GLD - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for TMUS and GLD.
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Drawdown Indicators
| TMUS | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -45.56% | -40.73% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -24.46% | -5.91% |
Max Drawdown (3Y)Largest decline over 3 years | -33.65% | -24.46% | -9.19% |
Max Drawdown (5Y)Largest decline over 5 years | -33.65% | -24.46% | -9.19% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -24.46% | -9.19% |
Current DrawdownCurrent decline from peak | -29.12% | -22.05% | -7.07% |
Average DrawdownAverage peak-to-trough decline | -25.96% | -16.16% | -9.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.87% | 8.49% | +9.38% |
Volatility
TMUS vs. GLD - Volatility Comparison
T-Mobile US, Inc. (TMUS) and SPDR Gold Shares (GLD) have volatilities of 7.72% and 7.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 7.79% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 19.08% | 24.10% | -5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.99% | 27.37% | -2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.90% | 18.22% | +5.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.08% | 16.08% | +10.00% |
Dividends
TMUS vs. GLD - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.08%, while GLD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% |
TMUS T-Mobile US, Inc. | 2.08% | 1.80% | 1.28% | 0.41% |
Frequently Asked Questions
TMUS and GLD have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLD has higher volatility (7.79%) compared to TMUS (7.72%). In terms of maximum drawdown, TMUS dropped -86.29% vs GLD's -45.56%.
GLD currently has the higher Sharpe Ratio (0.87 vs -0.63), 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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