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Performance
^TYX Performance Chart
Treasury Yield 30 Years (^TYX) is up 2.1% since the beginning of the year. ^TYX is currently trading at $5 per share. Investors who bought $1,000 worth of ^TYX shares 5 years ago would now be looking at an investment worth $2,358.
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Returns By Period
Treasury Yield 30 Years (^TYX) has returned 2.07% so far this year and 1.71% over the past 12 months. Over the last ten years, ^TYX has returned 7.35% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
Treasury Yield 30 Years
- 1D
- 0.80%
- 1M
- -2.45%
- YTD
- 2.07%
- 6M
- 2.26%
- 1Y
- 1.71%
- 3Y*
- 8.94%
- 5Y*
- 18.72%
- 10Y*
- 7.35%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
^TYX Monthly Returns History
Based on dividend-adjusted daily data since Feb 15, 1977, ^TYX's average daily return is +0.01%, while the average monthly return is +0.08%. At this rate, an investment would double in approximately 72.2 years.
Historically, 49% of months were positive and 51% were negative. The best month was Jan 2009 with a return of +33.9%, while the worst month was Dec 2008 at -22.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.
On a daily basis, ^TYX closed higher 47% of trading days. The best single day was Mar 10, 2020 with a return of +30.1%, while the worst single day was Mar 9, 2020 at -22.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.66% | -4.91% | 5.57% | 1.96% | 0.12% | -1.06% | 2.07% | ||||||
| 2025 | 0.56% | -6.17% | 2.15% | 1.47% | 5.30% | -3.04% | 2.24% | 0.63% | -3.76% | -1.31% | -0.11% | 3.75% | 1.13% |
| 2024 | 4.88% | 3.80% | -0.59% | 10.14% | -2.88% | -3.22% | -2.95% | -3.96% | -1.48% | 8.20% | -2.39% | 9.62% | 19.08% |
| 2023 | -7.90% | 7.38% | -6.16% | -0.30% | 4.84% | -0.03% | 4.25% | 4.60% | 12.06% | 6.60% | -10.14% | -10.95% | 1.11% |
| 2022 | 10.13% | 4.00% | 12.19% | 20.38% | 3.73% | 2.03% | -4.65% | 9.45% | 15.67% | 11.66% | -9.09% | 4.00% | 108.66% |
| 2021 | 12.88% | 17.44% | 11.14% | -5.11% | -1.65% | -8.75% | -8.14% | 1.58% | 8.56% | -7.17% | -7.98% | 6.60% | 15.74% |
Benchmark Metrics
Treasury Yield 30 Years has an annualized alpha of -0.21%, beta of 0.17, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since February 15, 1977.
- This index tended to rise when S&P 500 Index fell (downside capture of -4.65%), but participation in market rallies was also limited (-5.00%) - a profile typical of counter-cyclical assets.
- Beta of 0.17 may look defensive, but with R2 of 0.02 this index is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R2 of 0.02 means this index moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -0.21%
- Beta
- 0.17
- R²
- 0.02
- Upside Capture
- -5.00%
- Downside Capture
- -4.65%
Return for Risk
Risk / Return Rank
^TYX ranks 14 for risk / return — in the bottom 14% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) and compare them to S&P 500 Index.
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.
| ^TYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.32 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 2.46 | -2.28 |
| Martin ratioReturn relative to average drawdown | 0.38 | 10.92 | -10.53 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Treasury Yield 30 Years. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Treasury Yield 30 Years was 93.84%, occurring on Mar 9, 2020. The portfolio has not yet recovered.
The current Treasury Yield 30 Years drawdown is 67.52%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -93.84%Mar 2020 | 38y 4mo | — | 44y 8moOct 1981 - now |
1980 bear market1980 | -26.15%Jun 1980 | 3mo 17d | 6mo 1d | 9mo 18dFeb 1980 - Dec 1980 |
1981 correction1981 | -11.39%Jan 1981 | 24d | 1mo 9d | 2mo 3dDec 1980 - Feb 1981 |
1981 correction1981 | -10.77%Jun 1981 | 1mo 11d | 1mo 18d | 2mo 29dMay 1981 - Aug 1981 |
1981 pullback1981 | -7.88%Mar 1981 | 29d | 19d | 1mo 18dFeb 1981 - Apr 1981 |
Drawdown Indicators
| ^TYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.84% | -56.78% | -37.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -9.10% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | -18.90% | -3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -22.85% | -25.43% | +2.58% |
Max Drawdown (10Y)Largest decline over 10 years | -72.86% | -33.92% | -38.94% |
Current DrawdownCurrent decline from peak | -67.52% | -3.21% | -64.31% |
Average DrawdownAverage peak-to-trough decline | -56.71% | -10.71% | -46.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 2.04% | +2.42% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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