TMUS vs. LOWV
TMUS (T-Mobile US, Inc.) is a stock, while LOWV (AB US Low Volatility Equity ETF) is Large Cap Blend Equities fund actively managed by AllianceBernstein. Over the past 3 years, TMUS returned 13.24%/yr vs 14.02%/yr for LOWV. At a 0.16 correlation, their price movements are largely independent.
Performance
TMUS vs. LOWV - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -2.66% return, which is significantly lower than LOWV's 3.79% 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%
LOWV
- 1D
- -0.16%
- 1M
- 2.10%
- 6M
- 3.16%
- YTD
- 3.79%
- 1Y
- 8.40%
- 3Y*
- 14.02%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.62%
TMUS vs. LOWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -2.66% | -6.58% | 39.70% | 11.31% |
LOWV AB US Low Volatility Equity ETF | 3.79% | 12.26% | 20.43% | 18.90% |
Correlation
The correlation between TMUS and LOWV is -0.14, 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 | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2023 | 0.16 |
The correlation between TMUS and LOWV shifts across timeframes, from -0.14 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TMUS vs. LOWV — Risk / Return Rank
TMUS
LOWV
TMUS vs. LOWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and AB US Low Volatility Equity ETF (LOWV). 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 | LOWV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.14 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 0.88 | -1.24 |
| Martin ratioReturn relative to average drawdown | -0.62 | 3.50 | -4.12 |
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Drawdowns
TMUS vs. LOWV - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than LOWV's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for TMUS and LOWV.
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Drawdown Indicators
| TMUS | LOWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -13.87% | -72.42% |
Max Drawdown (1Y)Largest decline over 1 year | -34.02% | -9.59% | -24.43% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -13.87% | -23.26% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.13% | — | — |
Current DrawdownCurrent decline from peak | -26.67% | -0.72% | -25.95% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -1.50% | -24.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.82% | 2.41% | +17.41% |
Volatility
TMUS vs. LOWV - Volatility Comparison
T-Mobile US, Inc. (TMUS) has a higher volatility of 10.23% compared to AB US Low Volatility Equity ETF (LOWV) at 2.24%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than LOWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | LOWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.23% | 2.24% | +7.99% |
Volatility (6M)Calculated over the trailing 6-month period | 20.95% | 7.97% | +12.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.25% | 10.39% | +15.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.30% | 11.88% | +12.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.17% | 11.88% | +14.29% |
Dividends
TMUS vs. LOWV - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.01%, more than LOWV's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
LOWV AB US Low Volatility Equity ETF | 0.87% | 0.85% | 0.92% | 0.77% |
TMUS T-Mobile US, Inc. | 2.01% | 1.80% | 1.28% | 0.41% |
Frequently Asked Questions
TMUS and LOWV have a correlation of -0.14, 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 LOWV (2.24%). In terms of maximum drawdown, TMUS dropped -86.29% vs LOWV's -13.87%.
LOWV currently has the higher Sharpe Ratio (0.81 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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