^TYX vs. GC=F

Last updated Apr 3, 2026

Compare and contrast key facts about Treasury Yield 30 Years (^TYX) and Gold (GC=F).

Performance

^TYX vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Treasury Yield 30 Years (^TYX) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

^TYX vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^TYX Treasury Yield 30 Years	1.03%	1.13%	19.08%	1.11%	108.66%	15.74%	-31.10%	-20.89%	10.26%	-10.58%
GC=F Gold	8.72%	64.52%	27.48%	13.34%	-0.43%	-3.47%	24.59%	18.87%	-2.14%	13.59%

Returns By Period

In the year-to-date period, ^TYX achieves a 1.03% return, which is significantly lower than GC=F's 8.72% return. Over the past 10 years, ^TYX has underperformed GC=F with an annualized return of 6.48%, while GC=F has yielded a comparatively higher 14.46% annualized return.

^TYX

• 1D: -0.20%
• 1M: 4.00%
• YTD: 1.03%
• 6M: 4.15%
• 1Y: 7.40%
• 3Y*: 10.30%
• 5Y*: 15.88%
• 10Y*: 6.48%

GC=F

• 1D: -1.68%
• 1M: -7.92%
• YTD: 8.72%
• 6M: 22.48%
• 1Y: 49.77%
• 3Y*: 33.33%
• 5Y*: 22.19%
• 10Y*: 14.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^TYX vs. GC=F — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^TYX

^TYX Risk / Return Rank: 26
^TYX Sharpe Ratio Rank: 31
^TYX Sortino Ratio Rank: 30
^TYX Omega Ratio Rank: 27
^TYX Calmar Ratio Rank: 21
^TYX Martin Ratio Rank: 21

GC=F

GC=F Risk / Return Rank: 82
GC=F Sharpe Ratio Rank: 83
GC=F Sortino Ratio Rank: 89
GC=F Omega Ratio Rank: 77
GC=F Calmar Ratio Rank: 69
GC=F Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^TYX vs. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) and Gold (GC=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.

	^TYX	GC=F	Difference
Sharpe ratio Return per unit of total volatility	0.50	1.72	-1.22
Sortino ratio Return per unit of downside risk	0.84	2.13	-1.29
Omega ratio Gain probability vs. loss probability	1.10	1.32	-0.23
Calmar ratio Return relative to maximum drawdown	0.22	2.64	-2.42
Martin ratio Return relative to average drawdown	0.42	9.67	-9.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^TYX vs. GC=F - Sharpe Ratio Comparison

The current ^TYX Sharpe Ratio is 0.50, which is lower than the GC=F Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of ^TYX and GC=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.

Sharpe Ratios by Period

	^TYX	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	1.72	-1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	1.23	-0.62
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.88	-0.69
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.64	-0.66

Correlation

The correlation between ^TYX and GC=F is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Drawdowns

^TYX vs. GC=F - Drawdown Comparison

The maximum ^TYX drawdown since its inception was -88.52%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for ^TYX and GC=F.

Drawdown Indicators

	^TYX	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-88.52%	-44.36%	-44.16%
Max Drawdown (1Y) Largest decline over 1 year	-10.83%	-17.73%	+6.90%
Max Drawdown (5Y) Largest decline over 5 years	-30.52%	-20.43%	-10.09%
Max Drawdown (10Y) Largest decline over 10 years	-72.86%	-20.87%	-51.99%
Current Drawdown Current decline from peak	-40.07%	-11.58%	-28.49%
Average Drawdown Average peak-to-trough decline	-46.00%	-13.03%	-32.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.65%	4.83%	+0.82%

Volatility

^TYX vs. GC=F - Volatility Comparison

The current volatility for Treasury Yield 30 Years (^TYX) is 4.22%, while Gold (GC=F) has a volatility of 11.34%. This indicates that ^TYX experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^TYX	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	11.34%	-7.12%
Volatility (6M) Calculated over the trailing 6-month period	8.18%	24.65%	-16.47%
Volatility (1Y) Calculated over the trailing 1-year period	14.37%	27.83%	-13.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.35%	17.97%	+7.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.22%	16.37%	+16.85%