TMUS vs. SOXX
TMUS (T-Mobile US, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, TMUS returned 16.73%/yr vs 36.08%/yr for SOXX. At a 0.32 correlation, their price movements are largely independent.
Performance
TMUS vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -8.16% return, which is significantly lower than SOXX's 100.58% return. Over the past 10 years, TMUS has underperformed SOXX with an annualized return of 16.73%, while SOXX has yielded a comparatively higher 36.08% annualized return.
TMUS
- 1D
- 2.50%
- 1M
- -3.08%
- YTD
- -8.16%
- 6M
- -5.67%
- 1Y
- -17.15%
- 3Y*
- 13.27%
- 5Y*
- 5.80%
- 10Y*
- 16.73%
SOXX
- 1D
- -7.88%
- 1M
- 12.35%
- YTD
- 100.58%
- 6M
- 98.07%
- 1Y
- 167.63%
- 3Y*
- 56.18%
- 5Y*
- 33.69%
- 10Y*
- 36.08%
TMUS vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -8.16% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
SOXX iShares Semiconductor ETF | 100.58% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between TMUS and SOXX is -0.31, 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 | -0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.32 |
The correlation between TMUS and SOXX shifts across timeframes, from -0.31 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TMUS vs. SOXX — Risk / Return Rank
TMUS
SOXX
TMUS vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and iShares Semiconductor ETF (SOXX). 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 | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.97 | ||
| Sortino ratioReturn per unit of downside risk | -5.05 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.60 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 10.70 | -11.27 |
| Martin ratioReturn relative to average drawdown | -0.94 | 38.46 | -39.40 |
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Drawdowns
TMUS vs. SOXX - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for TMUS and SOXX.
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Drawdown Indicators
| TMUS | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -70.21% | -16.08% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -15.77% | -14.60% |
Max Drawdown (3Y)Largest decline over 3 years | -33.65% | -41.36% | +7.71% |
Max Drawdown (5Y)Largest decline over 5 years | -33.65% | -45.75% | +12.10% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -45.75% | +12.10% |
Current DrawdownCurrent decline from peak | -30.82% | -7.88% | -22.94% |
Average DrawdownAverage peak-to-trough decline | -25.96% | -19.94% | -6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.37% | 4.38% | +13.99% |
Volatility
TMUS vs. SOXX - Volatility Comparison
The current volatility for T-Mobile US, Inc. (TMUS) is 7.58%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.75%. This indicates that TMUS experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 22.75% | -15.17% |
Volatility (6M)Calculated over the trailing 6-month period | 19.43% | 33.44% | -14.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.91% | 39.42% | -14.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 37.21% | -13.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.03% | 34.00% | -7.97% |
Dividends
TMUS vs. SOXX - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.13%, more than SOXX's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 0.24% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
TMUS T-Mobile US, Inc. | 2.13% | 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 SOXX have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (22.75%) compared to TMUS (7.58%). In terms of maximum drawdown, TMUS dropped -86.29% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.28 vs -0.69), 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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