BNB-USD vs. TLT
Compare and contrast key facts about Binance Coin (BNB-USD) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BNB-USD or TLT.
Performance
BNB-USD vs. TLT - Performance Comparison
Returns By Period
In the year-to-date period, BNB-USD achieves a 98.08% return, which is significantly higher than TLT's -5.85% return.
BNB-USD
98.08%
3.00%
6.48%
154.93%
98.15%
N/A
TLT
-5.85%
-5.17%
0.53%
4.54%
-5.85%
-0.34%
Key characteristics
| BNB-USD | TLT | |
|---|---|---|
| Sharpe Ratio | 0.70 | 0.40 |
| Sortino Ratio | 1.36 | 0.65 |
| Omega Ratio | 1.14 | 1.07 |
| Calmar Ratio | 0.43 | 0.13 |
| Martin Ratio | 2.35 | 0.95 |
| Ulcer Index | 17.44% | 6.17% |
| Daily Std Dev | 48.45% | 14.79% |
| Max Drawdown | -80.10% | -48.35% |
| Current Drawdown | -12.89% | -41.33% |
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Correlation
The correlation between BNB-USD and TLT is 0.00, 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.
Risk-Adjusted Performance
BNB-USD vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Binance Coin (BNB-USD) and iShares 20+ Year Treasury Bond ETF (TLT). 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
BNB-USD vs. TLT - Drawdown Comparison
The maximum BNB-USD drawdown since its inception was -80.10%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for BNB-USD and TLT. For additional features, visit the drawdowns tool.
Volatility
BNB-USD vs. TLT - Volatility Comparison
Binance Coin (BNB-USD) has a higher volatility of 12.85% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 5.10%. This indicates that BNB-USD's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.