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^TYX vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

^TYX vs. ^TNX - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.59%
6.72%
^TYX
^TNX

Key characteristics

Sharpe Ratio

^TYX:

0.65

^TNX:

0.64

Sortino Ratio

^TYX:

1.08

^TNX:

1.08

Omega Ratio

^TYX:

1.12

^TNX:

1.12

Calmar Ratio

^TYX:

0.24

^TNX:

0.17

Martin Ratio

^TYX:

1.51

^TNX:

1.29

Ulcer Index

^TYX:

8.13%

^TNX:

10.43%

Daily Std Dev

^TYX:

18.91%

^TNX:

21.57%

Max Drawdown

^TYX:

-88.52%

^TNX:

-96.85%

Current Drawdown

^TYX:

-41.14%

^TNX:

-71.12%

Returns By Period

In the year-to-date period, ^TYX achieves a 0.33% return, which is significantly higher than ^TNX's 0.02% return. Over the past 10 years, ^TYX has underperformed ^TNX with an annualized return of 7.03%, while ^TNX has yielded a comparatively higher 9.33% annualized return.


^TYX

YTD

0.33%

1M

1.82%

6M

7.40%

1Y

11.26%

5Y*

16.77%

10Y*

7.03%

^TNX

YTD

0.02%

1M

1.11%

6M

7.90%

1Y

11.72%

5Y*

20.55%

10Y*

9.33%

*Annualized

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Risk-Adjusted Performance

^TYX vs. ^TNX — Risk-Adjusted Performance Rank

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

^TYX
The Risk-Adjusted Performance Rank of ^TYX is 3030
Overall Rank
The Sharpe Ratio Rank of ^TYX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TYX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ^TYX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of ^TYX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ^TYX is 2626
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 2828
Overall Rank
The Sharpe Ratio Rank of ^TNX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^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.


Sharpe ratio
The chart of Sharpe ratio for ^TYX, currently valued at 0.74, compared to the broader market-0.500.000.501.001.502.002.500.740.64
The chart of Sortino ratio for ^TYX, currently valued at 1.21, compared to the broader market0.001.002.003.001.211.08
The chart of Omega ratio for ^TYX, currently valued at 1.13, compared to the broader market1.001.201.401.601.131.12
The chart of Calmar ratio for ^TYX, currently valued at 0.26, compared to the broader market0.001.002.003.004.000.260.24
The chart of Martin ratio for ^TYX, currently valued at 1.67, compared to the broader market0.005.0010.0015.0020.001.671.29
^TYX
^TNX

The current ^TYX Sharpe Ratio is 0.65, which is comparable to the ^TNX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ^TYX and ^TNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.74
0.64
^TYX
^TNX

Drawdowns

^TYX vs. ^TNX - Drawdown Comparison

The maximum ^TYX drawdown since its inception was -88.52%, smaller than the maximum ^TNX drawdown of -96.85%. Use the drawdown chart below to compare losses from any high point for ^TYX and ^TNX. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%AugustSeptemberOctoberNovemberDecember2025
-41.14%
-42.99%
^TYX
^TNX

Volatility

^TYX vs. ^TNX - Volatility Comparison

The current volatility for Treasury Yield 30 Years (^TYX) is 3.51%, while Treasury Yield 10 Years (^TNX) has a volatility of 4.53%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
3.51%
4.53%
^TYX
^TNX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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