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^TYX vs. ES=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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

The chart below illustrates the hypothetical performance of a $10,000 investment in Treasury Yield 30 Years (^TYX) and S&P 500 E-Mini Futures (ES=F). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^TYX:

0.43

ES=F:

0.62

Sortino Ratio

^TYX:

0.54

ES=F:

1.00

Omega Ratio

^TYX:

1.06

ES=F:

1.15

Calmar Ratio

^TYX:

0.10

ES=F:

0.66

Martin Ratio

^TYX:

0.67

ES=F:

2.46

Ulcer Index

^TYX:

7.81%

ES=F:

4.93%

Daily Std Dev

^TYX:

19.00%

ES=F:

19.36%

Max Drawdown

^TYX:

-88.52%

ES=F:

-57.11%

Current Drawdown

^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

YTD

2.36%

1M

3.20%

6M

6.48%

1Y

8.43%

5Y*

29.32%

10Y*

4.77%

ES=F

YTD

0.67%

1M

12.62%

6M

1.34%

1Y

12.32%

5Y*

15.50%

10Y*

10.48%

*Annualized

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Risk-Adjusted Performance

^TYX vs. ES=F — 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 3434
Overall Rank
The Sharpe Ratio Rank of ^TYX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TYX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ^TYX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ^TYX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ^TYX is 3030
Martin Ratio Rank

ES=F
The Risk-Adjusted Performance Rank of ES=F is 7878
Overall Rank
The Sharpe Ratio Rank of ES=F is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ES=F is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ES=F is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ES=F is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ES=F is 7878
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. 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.


The current ^TYX Sharpe Ratio is 0.43, which is lower than the ES=F Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ^TYX and ES=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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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