TMUS vs. QTUM
TMUS (T-Mobile US, Inc.) is a stock, while QTUM (Defiance Quantum ETF) is Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index. Over the past 5 years, TMUS returned 5.42%/yr vs 25.08%/yr for QTUM. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
TMUS vs. QTUM - 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 QTUM's 33.62% 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%
QTUM
- 1D
- 3.36%
- 1M
- -5.82%
- 6M
- 25.52%
- YTD
- 33.62%
- 1Y
- 63.01%
- 3Y*
- 42.90%
- 5Y*
- 25.08%
- 10Y*
- —
- ALL TIME*
- 26.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $54.81M | $58.16M | $111.60M | |
| $1.05B | $914.17M | $987.88M |
TMUS vs. QTUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -11.89% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | -3.28% |
QTUM Defiance Quantum ETF | 33.62% | 36.65% | 50.54% | 39.86% | -28.80% | 35.18% | 42.05% | 47.99% | -19.44% |
Correlation
The correlation between TMUS and QTUM is -0.35, 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. | -0.35 |
Correlation (3Y) Balances recent behavior with more history. | -0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018 | 0.24 |
The correlation between TMUS and QTUM shifts across timeframes, from -0.35 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TMUS vs. QTUM — Risk / Return Rank
TMUS
QTUM
TMUS vs. QTUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Defiance Quantum ETF (QTUM). 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 | QTUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.60 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.32 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 2.94 | -3.65 |
| Martin ratioReturn relative to average drawdown | -1.16 | 10.67 | -11.83 |
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Drawdowns
TMUS vs. QTUM - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than QTUM's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for TMUS and QTUM.
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Drawdown Indicators
| TMUS | QTUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -38.45% | -47.84% |
Max Drawdown (1Y)Largest decline over 1 year | -34.02% | -21.51% | -12.51% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | -25.39% | -11.74% |
Max Drawdown (5Y)Largest decline over 5 years | -37.13% | -38.45% | +1.32% |
Max Drawdown (10Y)Largest decline over 10 years | -37.13% | — | — |
Current DrawdownCurrent decline from peak | -33.62% | -13.35% | -20.27% |
Average DrawdownAverage peak-to-trough decline | -26.00% | -8.27% | -17.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.66% | 5.92% | +14.74% |
Volatility
TMUS vs. QTUM - Volatility Comparison
T-Mobile US, Inc. (TMUS) has a higher volatility of 15.94% compared to Defiance Quantum ETF (QTUM) at 11.63%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | QTUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.94% | 11.63% | +4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 24.72% | 26.50% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.82% | 31.77% | -2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.08% | 27.74% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.52% | 27.70% | -1.18% |
Dividends
TMUS vs. QTUM - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.22%, more than QTUM's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 0.81% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% |
TMUS T-Mobile US, Inc. | 2.22% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TMUS and QTUM have a correlation of -0.35, 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 QTUM (11.63%). In terms of maximum drawdown, TMUS dropped -86.29% vs QTUM's -38.45%.
QTUM currently has the higher Sharpe Ratio (2.00 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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