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USD=X vs. TMUS
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. TMUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and T-Mobile US, Inc. (TMUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. TMUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

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Return for Risk

USD=X vs. TMUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TMUS
TMUS Risk / Return Rank: 2020
Overall Rank
TMUS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 1515
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1717
Omega Ratio Rank
TMUS Calmar Ratio Rank: 2525
Calmar Ratio Rank
TMUS Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USD=X vs. TMUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and T-Mobile US, Inc. (TMUS). 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.


USD=XTMUSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.91

Calmar ratioReturn relative to maximum drawdown

-0.52

Martin ratioReturn relative to average drawdown

-0.88

USD=X vs. TMUS - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. TMUS - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for USD=X and TMUS.


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Drawdown Indicators


USD=XTMUSDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-86.29%

+86.29%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-30.37%

+30.37%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-33.65%

+33.65%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-33.65%

+33.65%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-33.65%

+33.65%

Current Drawdown

Current decline from peak

0.00%

-29.12%

+29.12%

Average Drawdown

Average peak-to-trough decline

0.00%

-25.96%

+25.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

17.87%

-17.87%

Volatility

USD=X vs. TMUS - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while T-Mobile US, Inc. (TMUS) has a volatility of 7.72%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than TMUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XTMUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

7.72%

-7.72%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

19.08%

-19.08%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

24.99%

-24.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

23.90%

-23.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

26.08%

-26.08%

Frequently Asked Questions


TMUS has higher volatility (7.72%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs TMUS's -86.29%.

Portfolio Optimizer

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