^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 0.21, 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
Key characteristics
^TYX:
-0.43
ES=F:
-0.17
^TYX:
-0.50
ES=F:
-0.11
^TYX:
0.95
ES=F:
0.98
^TYX:
-0.15
ES=F:
-0.15
^TYX:
-0.90
ES=F:
-0.75
^TYX:
8.68%
ES=F:
3.44%
^TYX:
18.58%
ES=F:
15.35%
^TYX:
-88.52%
ES=F:
-57.11%
^TYX:
-46.22%
ES=F:
-17.08%
Returns By Period
In the year-to-date period, ^TYX achieves a -8.32% return, which is significantly higher than ES=F's -13.91% return. Over the past 10 years, ^TYX has underperformed ES=F with an annualized return of 5.52%, while ES=F has yielded a comparatively higher 8.76% annualized return.
^TYX
-8.32%
-3.71%
2.84%
-1.88%
28.66%
5.52%
ES=F
-13.91%
-12.66%
-11.89%
-1.67%
13.91%
8.76%
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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.
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.
Volatility
^TYX vs. ES=F - Volatility Comparison
The current volatility for Treasury Yield 30 Years (^TYX) is 4.66%, while S&P 500 E-Mini Futures (ES=F) has a volatility of 9.05%. 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.