^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:
0.95
ES=F:
1.55
^TYX:
1.52
ES=F:
2.13
^TYX:
1.16
ES=F:
1.30
^TYX:
0.35
ES=F:
2.20
^TYX:
2.24
ES=F:
8.88
^TYX:
8.14%
ES=F:
2.17%
^TYX:
19.32%
ES=F:
11.89%
^TYX:
-88.52%
ES=F:
-57.11%
^TYX:
-42.20%
ES=F:
-4.24%
Returns By Period
In the year-to-date period, ^TYX achieves a 17.34% return, which is significantly lower than ES=F's 21.35% return. Over the past 10 years, ^TYX has underperformed ES=F with an annualized return of 5.03%, while ES=F has yielded a comparatively higher 10.09% annualized return.
^TYX
17.34%
2.70%
7.23%
16.85%
14.71%
5.03%
ES=F
21.35%
-1.64%
6.73%
21.75%
11.35%
10.09%
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Risk-Adjusted Performance
^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 5.78% compared to S&P 500 E-Mini Futures (ES=F) at 3.55%. 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.