^TNX vs. ^TYX
Compare and contrast key facts about Treasury Yield 10 Years (^TNX) and Treasury Yield 30 Years (^TYX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TNX or ^TYX.
Correlation
The correlation between ^TNX and ^TYX is 0.16, 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
^TNX vs. ^TYX - Performance Comparison
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Key characteristics
^TNX:
0.09
^TYX:
0.45
^TNX:
0.19
^TYX:
0.71
^TNX:
1.02
^TYX:
1.08
^TNX:
0.01
^TYX:
0.15
^TNX:
0.05
^TYX:
0.97
^TNX:
10.61%
^TYX:
7.81%
^TNX:
22.06%
^TYX:
19.07%
^TNX:
-93.78%
^TYX:
-88.52%
^TNX:
-43.56%
^TYX:
-39.72%
Returns By Period
In the year-to-date period, ^TNX achieves a -0.98% return, which is significantly lower than ^TYX's 2.76% return. Over the past 10 years, ^TNX has outperformed ^TYX with an annualized return of 7.38%, while ^TYX has yielded a comparatively lower 4.88% annualized return.
^TNX
-0.98%
4.74%
2.49%
3.95%
48.12%
7.38%
^TYX
2.76%
2.97%
7.31%
8.90%
29.44%
4.88%
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Risk-Adjusted Performance
^TNX vs. ^TYX — Risk-Adjusted Performance Rank
^TNX
^TYX
^TNX vs. ^TYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 10 Years (^TNX) and Treasury Yield 30 Years (^TYX). 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.
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Drawdowns
^TNX vs. ^TYX - Drawdown Comparison
The maximum ^TNX drawdown since its inception was -93.78%, which is greater than ^TYX's maximum drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for ^TNX and ^TYX. For additional features, visit the drawdowns tool.
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Volatility
^TNX vs. ^TYX - Volatility Comparison
Treasury Yield 10 Years (^TNX) has a higher volatility of 5.62% compared to Treasury Yield 30 Years (^TYX) at 4.72%. This indicates that ^TNX's price experiences larger fluctuations and is considered to be riskier than ^TYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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