TMUS vs. SPTE
TMUS (T-Mobile US, Inc.) is a stock, while SPTE (SP Funds S&P Global Technology ETF) is Technology Equities fund tracking the S&P Global 1200 Shariah Information Technology Capped Index. Over the past year, TMUS returned -14.10% vs 45.79% for SPTE. At a correlation of -0.14, they often move in opposite directions.
Performance
TMUS vs. SPTE - Performance Comparison
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Returns By Period
In the year-to-date period, TMUS achieves a -4.04% return, which is significantly lower than SPTE's 29.96% return.
TMUS
- 1D
- 2.79%
- 1M
- 4.61%
- 6M
- 2.19%
- YTD
- -4.04%
- 1Y
- -14.10%
- 3Y*
- 13.48%
- 5Y*
- 6.18%
- 10Y*
- 16.35%
SPTE
- 1D
- -1.95%
- 1M
- -3.98%
- 6M
- 24.98%
- YTD
- 29.96%
- 1Y
- 45.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TMUS vs. SPTE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TMUS T-Mobile US, Inc. | -4.04% | -6.58% | 39.70% | 6.57% |
SPTE SP Funds S&P Global Technology ETF | 29.96% | 26.37% | 33.28% | 5.52% |
Correlation
The correlation between TMUS and SPTE is -0.35, 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 | -0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2023 | -0.14 |
Over the past year, the inverse relationship between TMUS and SPTE has strengthened: their correlation has moved from -0.14 to -0.35, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
TMUS vs. SPTE — Risk / Return Rank
TMUS
SPTE
TMUS vs. SPTE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and SP Funds S&P Global Technology ETF (SPTE). 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 | SPTE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.30 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 3.33 | -3.75 |
| Martin ratioReturn relative to average drawdown | -0.72 | 10.49 | -11.20 |
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Drawdowns
TMUS vs. SPTE - Drawdown Comparison
The maximum TMUS drawdown since its inception was -86.29%, which is greater than SPTE's maximum drawdown of -25.55%. Use the drawdown chart below to compare losses from any high point for TMUS and SPTE.
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Drawdown Indicators
| TMUS | SPTE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.29% | -25.55% | -60.74% |
Max Drawdown (1Y)Largest decline over 1 year | -34.02% | -13.80% | -20.22% |
Max Drawdown (3Y)Largest decline over 3 years | -37.13% | — | — |
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 | -27.72% | -9.46% | -18.26% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -4.16% | -21.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.71% | 4.38% | +15.33% |
Volatility
TMUS vs. SPTE - Volatility Comparison
T-Mobile US, Inc. (TMUS) and SP Funds S&P Global Technology ETF (SPTE) have volatilities of 10.65% and 10.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMUS | SPTE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 10.74% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 20.93% | 22.43% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.18% | 25.85% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.33% | 26.80% | -2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 26.80% | -0.64% |
Dividends
TMUS vs. SPTE - Dividend Comparison
TMUS's dividend yield for the trailing twelve months is around 2.04%, more than SPTE's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
SPTE SP Funds S&P Global Technology ETF | 0.74% | 0.96% | 0.48% | 0.00% |
TMUS T-Mobile US, Inc. | 2.04% | 1.80% | 1.28% | 0.41% |
Frequently Asked Questions
TMUS and SPTE 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.
SPTE has higher volatility (10.74%) compared to TMUS (10.65%). In terms of maximum drawdown, TMUS dropped -86.29% vs SPTE's -25.55%.
SPTE currently has the higher Sharpe Ratio (1.78 vs -0.54), 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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