TMUS vs. IGPT
TMUS (T-Mobile US, Inc.) is a stock, while IGPT (Invesco AI and Next Gen Software ETF) is Technology Equities fund tracking the STOXX World AC NexGen Software Development Index. Over the past 10 years, TMUS returned 15.99%/yr vs 21.01%/yr for IGPT. At a 0.36 correlation, their price movements are largely independent.
Performance
TMUS vs. IGPT - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -6.89% return, which is significantly lower than IGPT's 62.05% return. Over the past 10 years, TMUS has underperformed IGPT with an annualized return of 15.99%, while IGPT has yielded a comparatively higher 21.01% annualized return.
TMUS
- 1D
- -0.68%
- 1M
- -1.04%
- 6M
- -0.33%
- YTD
- -6.89%
- 1Y
- -16.43%
- 3Y*
- 11.89%
- 5Y*
- 5.70%
- 10Y*
- 15.99%
IGPT
- 1D
- 1.95%
- 1M
- -0.92%
- 6M
- 54.14%
- YTD
- 62.05%
- 1Y
- 95.77%
- 3Y*
- 37.07%
- 5Y*
- 14.91%
- 10Y*
- 21.01%
TMUS vs. IGPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -6.89% | -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 | 62.05% | 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 -0.36, 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 | -0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.36 |
The correlation between TMUS and IGPT shifts across timeframes, from -0.36 (1 year) to 0.36 (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 | -3.39 | ||
| Sortino ratioReturn per unit of downside risk | -3.96 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.44 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 5.77 | -6.26 |
| Martin ratioReturn relative to average drawdown | -0.84 | 19.27 | -20.11 |
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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% | -16.68% | -17.34% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -29.30% | -7.83% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -42.87% | +5.74% |
Max Drawdown (10Y)Largest decline over 10 years | -37.13% | -50.14% | +13.01% |
Current DrawdownCurrent decline from peak | -29.86% | -10.86% | -19.00% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -11.94% | -14.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 4.99% | +14.59% |
Volatility
TMUS vs. IGPT - Volatility Comparison
The current volatility for T-Mobile US, Inc. (TMUS) is 10.43%, while Invesco AI and Next Gen Software ETF (IGPT) has a volatility of 16.70%. This indicates that TMUS experiences smaller price fluctuations and is considered to be less risky 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 | 10.43% | 16.70% | -6.27% |
Volatility (6M)Calculated over the trailing 6-month period | 21.19% | 31.05% | -9.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.04% | 34.95% | -8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.30% | 29.13% | -4.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.15% | 27.06% | -0.91% |
Dividends
TMUS vs. IGPT - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.11%, 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. | 2.11% | 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 -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGPT has higher volatility (16.70%) compared to TMUS (10.43%). In terms of maximum drawdown, TMUS dropped -86.29% vs IGPT's -50.14%.
IGPT currently has the higher Sharpe Ratio (2.75 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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