^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:
0.39
ES=F:
1.13
^TYX:
0.70
ES=F:
1.60
^TYX:
1.08
ES=F:
1.22
^TYX:
0.14
ES=F:
1.66
^TYX:
0.88
ES=F:
6.23
^TYX:
8.20%
ES=F:
2.33%
^TYX:
18.44%
ES=F:
12.87%
^TYX:
-88.52%
ES=F:
-57.11%
^TYX:
-42.77%
ES=F:
-2.16%
Returns By Period
In the year-to-date period, ^TYX achieves a -2.44% return, which is significantly lower than ES=F's 1.58% return. Over the past 10 years, ^TYX has underperformed ES=F with an annualized return of 5.89%, while ES=F has yielded a comparatively higher 10.24% annualized return.
^TYX
-2.44%
-3.01%
13.82%
4.64%
19.06%
5.89%
ES=F
1.58%
-1.48%
6.67%
18.28%
11.30%
10.24%
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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
Treasury Yield 30 Years (^TYX) has a higher volatility of 4.87% compared to S&P 500 E-Mini Futures (ES=F) at 3.45%. This indicates that ^TYX's price experiences larger fluctuations and is considered to be riskier than ES=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.