TMUS vs. SGLN.L
TMUS (T-Mobile US, Inc.) is a stock, while SGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, TMUS returned 16.66%/yr vs 12.43%/yr for SGLN.L. At a 0.02 correlation, their price movements are largely independent.
Performance
TMUS vs. SGLN.L - Performance Comparison
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Different Trading Currencies
TMUS is traded in USD, while SGLN.L is traded in GBp. To make them comparable, the SGLN.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, TMUS achieves a -5.91% return, which is significantly lower than SGLN.L's -2.28% return. Over the past 10 years, TMUS has outperformed SGLN.L with an annualized return of 16.66%, while SGLN.L has yielded a comparatively lower 12.43% annualized return.
TMUS
- 1D
- 1.77%
- 1M
- 2.65%
- YTD
- -5.91%
- 6M
- -2.11%
- 1Y
- -15.50%
- 3Y*
- 15.04%
- 5Y*
- 6.35%
- 10Y*
- 16.66%
SGLN.L
- 1D
- 2.73%
- 1M
- -9.60%
- YTD
- -2.28%
- 6M
- -1.68%
- 1Y
- 23.26%
- 3Y*
- 29.22%
- 5Y*
- 17.40%
- 10Y*
- 12.43%
TMUS vs. SGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -5.91% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
SGLN.L iShares Physical Gold ETC | -2.28% | 65.25% | 26.06% | 12.89% | -0.12% | -3.71% | 23.60% | 19.23% | -1.55% | 11.36% |
Correlation
The correlation between TMUS and SGLN.L is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | 0.02 |
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Return for Risk
TMUS vs. SGLN.L — Risk / Return Rank
TMUS
SGLN.L
TMUS vs. SGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and iShares Physical Gold ETC (SGLN.L). 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 | SGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.19 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.04 | -1.57 |
| Martin ratioReturn relative to average drawdown | -0.88 | 3.17 | -4.06 |
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Drawdowns
TMUS vs. SGLN.L - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than SGLN.L's maximum drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for TMUS and SGLN.L.
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Drawdown Indicators
| TMUS | SGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -56.74% | -29.55% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -22.81% | -7.56% |
Max Drawdown (3Y)Largest decline over 3 years | -33.65% | -22.81% | -10.84% |
Max Drawdown (5Y)Largest decline over 5 years | -33.65% | -22.81% | -10.84% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -22.81% | -10.84% |
Current DrawdownCurrent decline from peak | -29.12% | -20.70% | -8.42% |
Average DrawdownAverage peak-to-trough decline | -25.96% | -33.01% | +7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.87% | 7.51% | +10.36% |
Volatility
TMUS vs. SGLN.L - Volatility Comparison
T-Mobile US, Inc. (TMUS) has a higher volatility of 7.72% compared to iShares Physical Gold ETC (SGLN.L) at 7.17%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than SGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | SGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 7.17% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 19.08% | 21.74% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.99% | 24.90% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.90% | 22.72% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.08% | 18.82% | +7.26% |
Dividends
TMUS vs. SGLN.L - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.08%, while SGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
SGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% |
TMUS T-Mobile US, Inc. | 2.08% | 1.80% | 1.28% | 0.41% |
Frequently Asked Questions
TMUS and SGLN.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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