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^TNX vs. ^TYX
Performance
Return for Risk
Drawdowns
Volatility

Performance

^TNX vs. ^TYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Treasury Yield 10 Years (^TNX) and Treasury Yield 30 Years (^TYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^TNX achieves a 7.54% return, which is significantly higher than ^TYX's 2.85% return. Over the past 10 years, ^TNX has outperformed ^TYX with an annualized return of 10.02%, while ^TYX has yielded a comparatively lower 6.94% annualized return.


^TNX

1D
-0.31%
1M
2.78%
YTD
7.54%
6M
8.17%
1Y
1.89%
3Y*
6.63%
5Y*
23.47%
10Y*
10.02%

^TYX

1D
-0.24%
1M
0.71%
YTD
2.85%
6M
3.88%
1Y
1.92%
3Y*
8.57%
5Y*
17.33%
10Y*
6.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^TNX vs. ^TYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^TNX
Treasury Yield 10 Years
7.54%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%11.68%-1.68%
^TYX
Treasury Yield 30 Years
2.85%1.13%19.08%1.11%108.66%15.74%-31.10%-20.89%10.26%-10.58%

Correlation

The correlation between ^TNX and ^TYX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 4, 1993

0.94

The correlation between ^TNX and ^TYX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

^TNX vs. ^TYX — Risk / Return Rank

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

^TNX
^TNX Risk / Return Rank: 1919
Overall Rank
^TNX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1919
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1818
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2020
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1919
Martin Ratio Rank

^TYX
^TYX Risk / Return Rank: 1818
Overall Rank
^TYX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
^TYX Sortino Ratio Rank: 1717
Sortino Ratio Rank
^TYX Omega Ratio Rank: 1717
Omega Ratio Rank
^TYX Calmar Ratio Rank: 1919
Calmar Ratio Rank
^TYX Martin Ratio Rank: 1919
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.

^TNX vs. ^TYX - Risk-Adjusted Trends 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.


^TNX^TYXDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.04

1.03

0.00

Calmar ratioReturn relative to maximum drawdown

0.21

0.19

+0.02

Martin ratioReturn relative to average drawdown

0.37

0.41

-0.04

^TNX vs. ^TYX - Sharpe Ratio Comparison

The current ^TNX Sharpe Ratio is 0.17, which is comparable to the ^TYX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of ^TNX and ^TYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


^TNX^TYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.15

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.67

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.20

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

-0.02

0.00

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.


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Drawdown Indicators


^TNX^TYXDifference

Max Drawdown

Largest peak-to-trough decline

-93.78%

-88.52%

-5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-9.55%

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-27.41%

-22.85%

-4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-27.41%

-25.46%

-1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-84.57%

-72.86%

-11.71%

Current Drawdown

Current decline from peak

-44.20%

-38.99%

-5.21%

Average Drawdown

Average peak-to-trough decline

-51.34%

-45.96%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.97%

4.45%

+2.52%

Volatility

^TNX vs. ^TYX - Volatility Comparison

Treasury Yield 10 Years (^TNX) has a higher volatility of 5.04% compared to Treasury Yield 30 Years (^TYX) at 3.58%. 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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Volatility by Period


^TNX^TYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

3.58%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

7.99%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

12.15%

+3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.43%

25.06%

+7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.98%

33.11%

+14.87%

Frequently Asked Questions


With a correlation of 0.92, ^TNX and ^TYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

^TNX has higher volatility (5.04%) compared to ^TYX (3.58%). In terms of maximum drawdown, ^TNX dropped -93.78% vs ^TYX's -88.52%.

^TNX currently has the higher Sharpe Ratio (0.17 vs 0.15), 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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