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^TNX vs. TMV
Performance
Return for Risk
Drawdowns
Volatility

Performance

^TNX vs. TMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cboe 10-Year Treasury Note Yield Index (^TNX) and Direxion Daily 20-Year Treasury Bear 3X (TMV). 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 7.93% return, which is significantly higher than TMV's 1.44% return. Over the past 10 years, ^TNX has outperformed TMV with an annualized return of 11.02%, while TMV has yielded a comparatively lower -0.46% annualized return.


^TNX

1D
0.94%
1M
-1.43%
YTD
7.93%
6M
7.77%
1Y
4.00%
3Y*
6.31%
5Y*
24.75%
10Y*
11.02%

TMV

1D
-1.17%
1M
-6.25%
YTD
1.44%
6M
2.97%
1Y
-1.80%
3Y*
12.91%
5Y*
20.39%
10Y*
-0.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^TNX vs. TMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^TNX
Cboe 10-Year Treasury Note Yield Index
7.93%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%11.68%-1.68%
TMV
Direxion Daily 20-Year Treasury Bear 3X
1.44%-3.75%39.76%-9.69%150.18%0.83%-54.13%-34.22%3.99%-26.48%

Correlation

The correlation between ^TNX and TMV is 0.88, 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

0.88

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

0.90

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

0.88

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

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2009

0.89

The correlation between ^TNX and TMV has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

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Return for Risk

^TNX vs. TMV — Risk / Return Rank

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

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

TMV
TMV Risk / Return Rank: 88
Overall Rank
TMV Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMV Sortino Ratio Rank: 88
Sortino Ratio Rank
TMV Omega Ratio Rank: 88
Omega Ratio Rank
TMV Calmar Ratio Rank: 88
Calmar Ratio Rank
TMV Martin Ratio Rank: 88
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. TMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cboe 10-Year Treasury Note Yield Index (^TNX) and Direxion Daily 20-Year Treasury Bear 3X (TMV). 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.


^TNXTMVDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.05

1.01

+0.04

Calmar ratioReturn relative to maximum drawdown

0.34

-0.08

+0.42

Martin ratioReturn relative to average drawdown

0.61

-0.16

+0.78

^TNX vs. TMV - Sharpe Ratio Comparison

The current ^TNX Sharpe Ratio is 0.27, which is higher than the TMV Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of ^TNX and TMV, 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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Drawdowns

^TNX vs. TMV - Drawdown Comparison

The maximum ^TNX drawdown since its inception was -96.85%, roughly equal to the maximum TMV drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for ^TNX and TMV.


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Drawdown Indicators


^TNXTMVDifference

Max Drawdown

Largest peak-to-trough decline

-96.85%

-98.96%

+2.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-21.62%

+9.68%

Max Drawdown (3Y)

Largest decline over 3 years

-27.41%

-48.49%

+21.08%

Max Drawdown (5Y)

Largest decline over 5 years

-27.41%

-48.49%

+21.08%

Max Drawdown (10Y)

Largest decline over 10 years

-84.57%

-82.31%

-2.26%

Current Drawdown

Current decline from peak

-71.64%

-96.06%

+24.42%

Average Drawdown

Average peak-to-trough decline

-55.01%

-86.61%

+31.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.58%

11.09%

-4.51%

Volatility

^TNX vs. TMV - Volatility Comparison

The current volatility for Cboe 10-Year Treasury Note Yield Index (^TNX) is 3.57%, while Direxion Daily 20-Year Treasury Bear 3X (TMV) has a volatility of 6.55%. This indicates that ^TNX experiences smaller price fluctuations and is considered to be less risky than TMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^TNXTMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

6.55%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

19.56%

-8.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

28.25%

-13.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.21%

47.05%

-14.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.88%

44.38%

+3.50%

Frequently Asked Questions


^TNX and TMV have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMV has higher volatility (6.55%) compared to ^TNX (3.57%). In terms of maximum drawdown, ^TNX dropped -96.85% vs TMV's -98.96%.

^TNX currently has the higher Sharpe Ratio (0.27 vs -0.06), 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.

Portfolio Optimizer

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