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AKBTY vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

AKBTY vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Akbank Turk Anonim Sirketi (AKBTY) and Cboe 10-Year Treasury Note Yield Index (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AKBTY achieves a -7.23% return, which is significantly lower than ^TNX's 9.08% return. Over the past 10 years, AKBTY has underperformed ^TNX with an annualized return of -1.45%, while ^TNX has yielded a comparatively higher 11.29% annualized return.


AKBTY

1D
-0.68%
1M
-11.01%
6M
-11.61%
YTD
-7.23%
1Y
-9.06%
3Y*
23.38%
5Y*
23.80%
10Y*
-1.45%

^TNX

1D
-0.61%
1M
1.75%
6M
7.33%
YTD
9.08%
1Y
1.75%
3Y*
6.22%
5Y*
28.42%
10Y*
11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AKBTY vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AKBTY
Akbank Turk Anonim Sirketi
-7.23%-11.64%57.71%34.15%101.22%-43.80%-29.89%24.48%-50.43%20.56%
^TNX
Cboe 10-Year Treasury Note Yield Index
9.08%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%11.68%-1.68%

Correlation

The correlation between AKBTY and ^TNX is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.05

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Return for Risk

AKBTY vs. ^TNX — Risk / Return Rank

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

AKBTY
AKBTY Risk / Return Rank: 3838
Overall Rank
AKBTY Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AKBTY Sortino Ratio Rank: 4141
Sortino Ratio Rank
AKBTY Omega Ratio Rank: 4040
Omega Ratio Rank
AKBTY Calmar Ratio Rank: 3636
Calmar Ratio Rank
AKBTY Martin Ratio Rank: 3636
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 77
Overall Rank
^TNX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 77
Sortino Ratio Rank
^TNX Omega Ratio Rank: 66
Omega Ratio Rank
^TNX Calmar Ratio Rank: 88
Calmar Ratio Rank
^TNX Martin Ratio Rank: 77
Martin Ratio Rank
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.

AKBTY vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Akbank Turk Anonim Sirketi (AKBTY) and Cboe 10-Year Treasury Note Yield Index (^TNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AKBTY^TNXDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.03

1.03

0.00

Calmar ratioReturn relative to maximum drawdown

-0.27

0.16

-0.44

Martin ratioReturn relative to average drawdown

-0.50

0.31

-0.81

AKBTY vs. ^TNX - Sharpe Ratio Comparison

The current AKBTY Sharpe Ratio is -0.14, which is lower than the ^TNX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of AKBTY and ^TNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AKBTY vs. ^TNX - Drawdown Comparison

The maximum AKBTY drawdown since its inception was -82.01%, smaller than the maximum ^TNX drawdown of -96.85%. Use the drawdown chart below to compare losses from any high point for AKBTY and ^TNX.


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Drawdown Indicators


AKBTY^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-82.01%

-96.85%

+14.84%

Max Drawdown (1Y)

Largest decline over 1 year

-33.24%

-10.81%

-22.43%

Max Drawdown (3Y)

Largest decline over 3 years

-40.42%

-27.41%

-13.01%

Max Drawdown (5Y)

Largest decline over 5 years

-40.42%

-27.41%

-13.01%

Max Drawdown (10Y)

Largest decline over 10 years

-82.01%

-84.57%

+2.56%

Current Drawdown

Current decline from peak

-29.33%

-71.33%

+42.00%

Average Drawdown

Average peak-to-trough decline

-42.78%

-55.03%

+12.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.17%

6.22%

+11.95%

Volatility

AKBTY vs. ^TNX - Volatility Comparison

Akbank Turk Anonim Sirketi (AKBTY) has a higher volatility of 15.19% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 3.93%. This indicates that AKBTY's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AKBTY^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.19%

3.93%

+11.26%

Volatility (6M)

Calculated over the trailing 6-month period

50.91%

11.01%

+39.90%

Volatility (1Y)

Calculated over the trailing 1-year period

66.67%

14.96%

+51.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.31%

31.69%

+33.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.58%

47.65%

+9.93%

Frequently Asked Questions


AKBTY and ^TNX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AKBTY has higher volatility (15.19%) compared to ^TNX (3.93%). In terms of maximum drawdown, AKBTY dropped -82.01% vs ^TNX's -96.85%.

^TNX currently has the higher Sharpe Ratio (0.12 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AKBTY and ^TNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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