^TYX vs. ^TNX
Compare and contrast key facts about Treasury Yield 30 Years (^TYX) and Treasury Yield 10 Years (^TNX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TYX or ^TNX.
Correlation
The correlation between ^TYX and ^TNX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^TYX vs. ^TNX - Performance Comparison
Key characteristics
^TYX:
-0.43
^TNX:
-0.39
^TYX:
-0.50
^TNX:
-0.43
^TYX:
0.95
^TNX:
0.95
^TYX:
-0.15
^TNX:
-0.15
^TYX:
-0.90
^TNX:
-0.76
^TYX:
8.68%
^TNX:
11.14%
^TYX:
18.58%
^TNX:
21.56%
^TYX:
-88.52%
^TNX:
-93.78%
^TYX:
-46.22%
^TNX:
-50.33%
Returns By Period
In the year-to-date period, ^TYX achieves a -8.32% return, which is significantly higher than ^TNX's -12.86% return. Over the past 10 years, ^TYX has underperformed ^TNX with an annualized return of 5.52%, while ^TNX has yielded a comparatively higher 7.75% annualized return.
^TYX
-8.32%
-3.71%
2.84%
-1.88%
28.66%
5.52%
^TNX
-12.86%
-6.57%
0.10%
-7.52%
46.81%
7.75%
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Risk-Adjusted Performance
^TYX vs. ^TNX — Risk-Adjusted Performance Rank
^TYX
^TNX
^TYX vs. ^TNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) and Treasury Yield 10 Years (^TNX). 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
^TYX vs. ^TNX - Drawdown Comparison
The maximum ^TYX drawdown since its inception was -88.52%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for ^TYX and ^TNX. For additional features, visit the drawdowns tool.
Volatility
^TYX vs. ^TNX - Volatility Comparison
The current volatility for Treasury Yield 30 Years (^TYX) is 5.25%, while Treasury Yield 10 Years (^TNX) has a volatility of 6.67%. This indicates that ^TYX experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.