^TYX vs. ES=F
Compare and contrast key facts about Treasury Yield 30 Years (^TYX) and S&P 500 E-Mini Futures (ES=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TYX or ES=F.
Correlation
The correlation between ^TYX and ES=F is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^TYX vs. ES=F - Performance Comparison
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Key characteristics
^TYX:
0.43
ES=F:
0.62
^TYX:
0.54
ES=F:
1.00
^TYX:
1.06
ES=F:
1.15
^TYX:
0.10
ES=F:
0.66
^TYX:
0.67
ES=F:
2.46
^TYX:
7.81%
ES=F:
4.93%
^TYX:
19.00%
ES=F:
19.36%
^TYX:
-88.52%
ES=F:
-57.11%
^TYX:
-39.96%
ES=F:
-3.04%
Returns By Period
In the year-to-date period, ^TYX achieves a 2.36% return, which is significantly higher than ES=F's 0.67% return. Over the past 10 years, ^TYX has underperformed ES=F with an annualized return of 4.77%, while ES=F has yielded a comparatively higher 10.48% annualized return.
^TYX
2.36%
3.20%
6.48%
8.43%
29.32%
4.77%
ES=F
0.67%
12.62%
1.34%
12.32%
15.50%
10.48%
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Risk-Adjusted Performance
^TYX vs. ES=F — Risk-Adjusted Performance Rank
^TYX
ES=F
^TYX vs. ES=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) and S&P 500 E-Mini Futures (ES=F). 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.
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Drawdowns
^TYX vs. ES=F - Drawdown Comparison
The maximum ^TYX drawdown since its inception was -88.52%, which is greater than ES=F's maximum drawdown of -57.11%. Use the drawdown chart below to compare losses from any high point for ^TYX and ES=F. For additional features, visit the drawdowns tool.
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Volatility
^TYX vs. ES=F - Volatility Comparison
The current volatility for Treasury Yield 30 Years (^TYX) is 4.59%, while S&P 500 E-Mini Futures (ES=F) has a volatility of 5.03%. This indicates that ^TYX experiences smaller price fluctuations and is considered to be less risky than ES=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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