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BNB-USD vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

BNB-USD vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Binance Coin (BNB-USD) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

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BNB-USD vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNB-USD
Binance Coin
-32.39%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%333.78%
^TNX
Treasury Yield 10 Years
3.60%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%11.68%3.17%

Returns By Period

In the year-to-date period, BNB-USD achieves a -32.39% return, which is significantly lower than ^TNX's 3.60% return.


BNB-USD

1D
-4.37%
1M
-7.89%
YTD
-32.39%
6M
-46.47%
1Y
-1.14%
3Y*
23.69%
5Y*
12.73%
10Y*

^TNX

1D
-0.14%
1M
6.34%
YTD
3.60%
6M
5.50%
1Y
2.79%
3Y*
7.93%
5Y*
20.77%
10Y*
9.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BNB-USD vs. ^TNX — Risk / Return Rank

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

BNB-USD
BNB-USD Risk / Return Rank: 7777
Overall Rank
BNB-USD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 7979
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 7979
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 7676
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 7575
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 2020
Overall Rank
^TNX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1919
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1818
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2323
Calmar Ratio Rank
^TNX Martin Ratio Rank: 2222
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.

BNB-USD vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Binance Coin (BNB-USD) 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.


BNB-USD^TNXDifference

Sharpe ratio

Return per unit of total volatility

-0.02

0.16

-0.18

Sortino ratio

Return per unit of downside risk

0.34

0.36

-0.02

Omega ratio

Gain probability vs. loss probability

1.04

1.04

0.00

Calmar ratio

Return relative to maximum drawdown

-0.60

0.27

-0.87

Martin ratio

Return relative to average drawdown

-1.03

0.45

-1.48

BNB-USD vs. ^TNX - Sharpe Ratio Comparison

The current BNB-USD Sharpe Ratio is -0.02, which is lower than the ^TNX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of BNB-USD and ^TNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BNB-USD^TNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.16

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.63

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

-0.02

+1.02

Correlation

The correlation between BNB-USD and ^TNX is -0.01. 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

BNB-USD vs. ^TNX - Drawdown Comparison

The maximum BNB-USD drawdown since its inception was -79.74%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for BNB-USD and ^TNX.


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Drawdown Indicators


BNB-USD^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-79.74%

-93.78%

+14.04%

Max Drawdown (1Y)

Largest decline over 1 year

-55.35%

-13.99%

-41.36%

Max Drawdown (5Y)

Largest decline over 5 years

-70.85%

-31.74%

-39.11%

Max Drawdown (10Y)

Largest decline over 10 years

-84.57%

Current Drawdown

Current decline from peak

-55.34%

-46.24%

-9.10%

Average Drawdown

Average peak-to-trough decline

-38.39%

-51.38%

+12.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.07%

8.40%

+23.67%

Volatility

BNB-USD vs. ^TNX - Volatility Comparison

Binance Coin (BNB-USD) has a higher volatility of 10.84% compared to Treasury Yield 10 Years (^TNX) at 5.90%. This indicates that BNB-USD'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


BNB-USD^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

5.90%

+4.94%

Volatility (6M)

Calculated over the trailing 6-month period

43.22%

10.53%

+32.69%

Volatility (1Y)

Calculated over the trailing 1-year period

43.56%

17.76%

+25.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.56%

32.94%

+24.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.79%

48.17%

+32.62%