^N225 vs. TLT
Compare and contrast key facts about Nikkei 225 (^N225) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^N225 or TLT.
Correlation
The correlation between ^N225 and TLT is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^N225 vs. TLT - Performance Comparison
Key characteristics
^N225:
0.69
TLT:
-0.40
^N225:
1.04
TLT:
-0.46
^N225:
1.17
TLT:
0.95
^N225:
0.69
TLT:
-0.13
^N225:
2.48
TLT:
-0.84
^N225:
7.14%
TLT:
6.66%
^N225:
25.92%
TLT:
14.22%
^N225:
-81.87%
TLT:
-48.35%
^N225:
-8.22%
TLT:
-41.51%
Returns By Period
In the year-to-date period, ^N225 achieves a 15.81% return, which is significantly higher than TLT's -6.12% return. Over the past 10 years, ^N225 has outperformed TLT with an annualized return of 8.33%, while TLT has yielded a comparatively lower -0.91% annualized return.
^N225
15.81%
0.89%
0.32%
15.08%
10.48%
8.33%
TLT
-6.12%
-0.47%
-3.48%
-6.13%
-5.83%
-0.91%
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Risk-Adjusted Performance
^N225 vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nikkei 225 (^N225) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
Drawdowns
^N225 vs. TLT - Drawdown Comparison
The maximum ^N225 drawdown since its inception was -81.87%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for ^N225 and TLT. For additional features, visit the drawdowns tool.
Volatility
^N225 vs. TLT - Volatility Comparison
Nikkei 225 (^N225) has a higher volatility of 5.65% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 4.16%. This indicates that ^N225's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.