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 16.24%/yr vs 11.27%/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 -2.66% return, which is significantly higher than GLD's -7.24% return. Over the past 10 years, TMUS has outperformed GLD with an annualized return of 16.24%, while GLD has yielded a comparatively lower 11.27% annualized return.
TMUS
- 1D
- 1.67%
- 1M
- 7.69%
- 6M
- 6.08%
- YTD
- -2.66%
- 1Y
- -12.27%
- 3Y*
- 13.24%
- 5Y*
- 7.19%
- 10Y*
- 16.24%
- ALL TIME*
- 18.39%
GLD
- 1D
- -0.22%
- 1M
- -5.04%
- 6M
- -12.74%
- YTD
- -7.24%
- 1Y
- 19.20%
- 3Y*
- 26.36%
- 5Y*
- 16.85%
- 10Y*
- 11.27%
- ALL TIME*
- 10.24%
TMUS vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -2.66% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
GLD SPDR Gold Shares | -7.24% | 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 -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
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 |
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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 | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.15 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 0.73 | -1.09 |
| Martin ratioReturn relative to average drawdown | -0.62 | 1.71 | -2.33 |
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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 | -34.02% | -26.40% | -7.62% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -26.40% | -10.73% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -26.40% | -10.73% |
Max Drawdown (10Y)Largest decline over 10 years | -37.13% | -26.40% | -10.73% |
Current DrawdownCurrent decline from peak | -26.67% | -25.87% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -16.19% | -9.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.82% | 11.28% | +8.54% |
Volatility
TMUS vs. GLD - Volatility Comparison
T-Mobile US, Inc. (TMUS) has a higher volatility of 10.23% compared to SPDR Gold Shares (GLD) at 6.38%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. 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 | 10.23% | 6.38% | +3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 20.95% | 24.20% | -3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.25% | 28.06% | -1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.30% | 18.42% | +5.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.17% | 16.11% | +10.06% |
Dividends
TMUS vs. GLD - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.01%, 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. | 2.01% | 1.80% | 1.28% | 0.41% |
Frequently Asked Questions
TMUS and GLD have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (10.23%) compared to GLD (6.38%). In terms of maximum drawdown, TMUS dropped -86.29% vs GLD's -45.56%.
GLD currently has the higher Sharpe Ratio (0.69 vs -0.47), 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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