TMUS vs. IGPT
TMUS (T-Mobile US, Inc.) is a stock, while IGPT (Invesco AI and Next Gen Software ETF) is Artificial Intelligence fund tracking the STOXX World AC NexGen Software Development Index. Over the past 10 years, TMUS returned 14.51%/yr vs 19.82%/yr for IGPT. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
TMUS vs. IGPT - 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 IGPT's 50.51% return. Over the past 10 years, TMUS has underperformed IGPT with an annualized return of 14.51%, while IGPT has yielded a comparatively higher 19.82% annualized 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%
IGPT
- 1D
- 3.23%
- 1M
- -6.05%
- 6M
- 36.61%
- YTD
- 50.51%
- 1Y
- 80.58%
- 3Y*
- 37.96%
- 5Y*
- 12.94%
- 10Y*
- 19.82%
- ALL TIME*
- 15.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.39M | $21.86M | $21.83M | |
| $1.05B | $914.17M | $987.88M |
TMUS vs. IGPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -11.89% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
IGPT Invesco AI and Next Gen Software ETF | 50.51% | 31.55% | 17.15% | 27.29% | -27.73% | -11.79% | 54.31% | 35.06% | 16.38% | 34.60% |
Correlation
The correlation between TMUS and IGPT 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. | -0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.35 |
The correlation between TMUS and IGPT shifts across timeframes, from -0.37 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TMUS vs. IGPT — Risk / Return Rank
TMUS
IGPT
TMUS vs. IGPT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Invesco AI and Next Gen Software ETF (IGPT). 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 | IGPT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.03 | ||
| Sortino ratioReturn per unit of downside risk | -3.75 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.36 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 3.27 | -3.98 |
| Martin ratioReturn relative to average drawdown | -1.16 | 12.33 | -13.49 |
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Drawdowns
TMUS vs. IGPT - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than IGPT's maximum drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for TMUS and IGPT.
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Drawdown Indicators
| TMUS | IGPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -50.14% | -36.15% |
Max Drawdown (1Y)Largest decline over 1 year | -34.02% | -24.74% | -9.28% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -29.30% | -7.83% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -42.04% | +4.91% |
Max Drawdown (10Y)Largest decline over 10 years | -37.13% | -50.14% | +13.01% |
Current DrawdownCurrent decline from peak | -33.62% | -17.20% | -16.42% |
Average DrawdownAverage peak-to-trough decline | -26.00% | -11.95% | -14.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.66% | 6.56% | +14.10% |
Volatility
TMUS vs. IGPT - Volatility Comparison
T-Mobile US, Inc. (TMUS) has a higher volatility of 15.94% compared to Invesco AI and Next Gen Software ETF (IGPT) at 14.42%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than IGPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | IGPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.94% | 14.42% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 24.72% | 32.86% | -8.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.82% | 36.96% | -8.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.08% | 29.58% | -4.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.52% | 27.31% | -0.79% |
Dividends
TMUS vs. IGPT - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.22%, more than IGPT's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGPT Invesco AI and Next Gen Software ETF | 0.01% | 0.04% | 0.00% | 0.00% | 1.41% | 6.21% | 0.04% | 0.05% | 0.00% | 0.00% | 0.03% | 0.15% |
TMUS T-Mobile US, Inc. | 2.22% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TMUS and IGPT 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 IGPT (14.42%). In terms of maximum drawdown, TMUS dropped -86.29% vs IGPT's -50.14%.
IGPT currently has the higher Sharpe Ratio (2.20 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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