AKBTY vs. ^TNX
Compare and contrast key facts about Akbank Turk Anonim Sirketi (AKBTY) and Treasury Yield 10 Years (^TNX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AKBTY or ^TNX.
Key characteristics
AKBTY | ^TNX | |
---|---|---|
YTD Return | 22.35% | 11.38% |
1Y Return | 51.10% | -7.00% |
3Y Return (Ann) | 41.75% | 44.55% |
5Y Return (Ann) | 8.10% | 17.42% |
10Y Return (Ann) | -4.02% | 6.22% |
Sharpe Ratio | 0.81 | -0.20 |
Sortino Ratio | 1.43 | -0.14 |
Omega Ratio | 1.16 | 0.99 |
Calmar Ratio | 0.58 | -0.09 |
Martin Ratio | 3.40 | -0.40 |
Ulcer Index | 13.31% | 11.87% |
Daily Std Dev | 56.18% | 23.41% |
Max Drawdown | -90.78% | -93.78% |
Current Drawdown | -65.23% | -46.33% |
Correlation
The correlation between AKBTY and ^TNX is 0.10, 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
AKBTY vs. ^TNX - Performance Comparison
In the year-to-date period, AKBTY achieves a 22.35% return, which is significantly higher than ^TNX's 11.38% return. Over the past 10 years, AKBTY has underperformed ^TNX with an annualized return of -4.02%, while ^TNX has yielded a comparatively higher 6.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AKBTY vs. ^TNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Akbank Turk Anonim Sirketi (AKBTY) and Treasury Yield 10 Years (^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.
Drawdowns
AKBTY vs. ^TNX - Drawdown Comparison
The maximum AKBTY drawdown since its inception was -90.78%, roughly equal to the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for AKBTY and ^TNX. For additional features, visit the drawdowns tool.
Volatility
AKBTY vs. ^TNX - Volatility Comparison
Akbank Turk Anonim Sirketi (AKBTY) has a higher volatility of 21.17% compared to Treasury Yield 10 Years (^TNX) at 6.18%. 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.