^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:
0.39
^TNX:
0.16
^TYX:
0.70
^TNX:
0.39
^TYX:
1.08
^TNX:
1.04
^TYX:
0.14
^TNX:
0.06
^TYX:
0.88
^TNX:
0.32
^TYX:
8.20%
^TNX:
10.45%
^TYX:
18.44%
^TNX:
21.12%
^TYX:
-88.52%
^TNX:
-93.78%
^TYX:
-42.77%
^TNX:
-44.91%
Returns By Period
In the year-to-date period, ^TYX achieves a -2.44% return, which is significantly higher than ^TNX's -3.35% return. Over the past 10 years, ^TYX has underperformed ^TNX with an annualized return of 5.89%, while ^TNX has yielded a comparatively higher 8.35% annualized return.
^TYX
-2.44%
-3.01%
13.82%
4.64%
19.06%
5.89%
^TNX
-3.35%
-3.89%
16.10%
2.15%
24.68%
8.35%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 5.10%, while Treasury Yield 10 Years (^TNX) has a volatility of 5.79%. 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.