TMUS vs. SHY
TMUS (T-Mobile US, Inc.) is a stock, while SHY (iShares 1-3 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE US Treasury 1-3 Year Index. Over the past 10 years, TMUS returned 16.10%/yr vs 1.63%/yr for SHY. At a correlation of -0.09, they often move in opposite directions.
Performance
TMUS vs. SHY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TMUS achieves a -11.22% return, which is significantly lower than SHY's 0.34% return. Over the past 10 years, TMUS has outperformed SHY with an annualized return of 16.10%, while SHY has yielded a comparatively lower 1.63% annualized return.
TMUS
- 1D
- 0.19%
- 1M
- -7.35%
- YTD
- -11.22%
- 6M
- -11.83%
- 1Y
- -26.06%
- 3Y*
- 12.41%
- 5Y*
- 4.85%
- 10Y*
- 16.10%
SHY
- 1D
- 0.05%
- 1M
- -0.19%
- YTD
- 0.34%
- 6M
- 0.74%
- 1Y
- 3.33%
- 3Y*
- 4.04%
- 5Y*
- 1.70%
- 10Y*
- 1.63%
TMUS vs. SHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -11.22% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
SHY iShares 1-3 Year Treasury Bond ETF | 0.34% | 4.95% | 3.92% | 4.16% | -3.88% | -0.71% | 3.03% | 3.38% | 1.46% | 0.26% |
Correlation
The correlation between TMUS and SHY is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2007 | -0.09 |
The correlation between TMUS and SHY shifts across timeframes, from -0.09 (all time) to 0.09 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TMUS vs. SHY — Risk / Return Rank
TMUS
SHY
TMUS vs. SHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and iShares 1-3 Year Treasury Bond ETF (SHY). 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.
| TMUS | SHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.56 | ||
| Sortino ratioReturn per unit of downside risk | -5.60 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.51 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 3.76 | -4.62 |
| Martin ratioReturn relative to average drawdown | -1.49 | 15.12 | -16.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TMUS | SHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.05 | 2.51 | -3.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.86 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 1.04 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 1.28 | -1.08 |
Drawdowns
TMUS vs. SHY - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than SHY's maximum drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for TMUS and SHY.
Loading charts...
Drawdown Indicators
| TMUS | SHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -5.71% | -80.58% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -0.89% | -29.48% |
Max Drawdown (3Y)Largest decline over 3 years | -33.65% | -0.97% | -32.68% |
Max Drawdown (5Y)Largest decline over 5 years | -33.65% | -5.71% | -27.94% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -5.71% | -27.94% |
Current DrawdownCurrent decline from peak | -33.12% | -0.39% | -32.73% |
Average DrawdownAverage peak-to-trough decline | -25.96% | -0.52% | -25.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.64% | 0.22% | +17.42% |
Volatility
TMUS vs. SHY - Volatility Comparison
T-Mobile US, Inc. (TMUS) has a higher volatility of 6.91% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.38%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TMUS | SHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 0.38% | +6.53% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 0.95% | +18.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.04% | 1.33% | +23.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.86% | 1.99% | +21.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.08% | 1.57% | +24.51% |
Dividends
TMUS vs. SHY - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.21%, less than SHY's 3.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHY iShares 1-3 Year Treasury Bond ETF | 3.69% | 3.81% | 3.92% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% |
TMUS T-Mobile US, Inc. | 2.21% | 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 SHY have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (6.91%) compared to SHY (0.38%). In terms of maximum drawdown, TMUS dropped -86.29% vs SHY's -5.71%.
SHY currently has the higher Sharpe Ratio (2.51 vs -1.05), 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.
Find the right allocation for TMUS and SHY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer