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BNB-USD vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BNB-USD and ^TNX is 0.13, 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

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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Key characteristics

Sharpe Ratio

BNB-USD:

0.23

^TNX:

0.10

Sortino Ratio

BNB-USD:

1.50

^TNX:

0.12

Omega Ratio

BNB-USD:

1.16

^TNX:

1.01

Calmar Ratio

BNB-USD:

0.55

^TNX:

-0.01

Martin Ratio

BNB-USD:

3.51

^TNX:

-0.05

Ulcer Index

BNB-USD:

13.02%

^TNX:

10.62%

Daily Std Dev

BNB-USD:

43.53%

^TNX:

22.10%

Max Drawdown

BNB-USD:

-80.10%

^TNX:

-93.78%

Current Drawdown

BNB-USD:

-13.20%

^TNX:

-44.47%

Returns By Period

In the year-to-date period, BNB-USD achieves a -7.09% return, which is significantly lower than ^TNX's -2.58% return.


BNB-USD

YTD

-7.09%

1M

11.75%

6M

5.24%

1Y

14.42%

5Y*

109.13%

10Y*

N/A

^TNX

YTD

-2.58%

1M

4.11%

6M

0.61%

1Y

1.78%

5Y*

47.59%

10Y*

7.04%

*Annualized

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Risk-Adjusted Performance

BNB-USD vs. ^TNX — Risk-Adjusted Performance Rank

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

BNB-USD
The Risk-Adjusted Performance Rank of BNB-USD is 7171
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 6464
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 6565
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7878
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 2424
Overall Rank
The Sharpe Ratio Rank of ^TNX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BNB-USD vs. ^TNX - Risk-Adjusted Performance 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.


The current BNB-USD Sharpe Ratio is 0.23, which is higher than the ^TNX Sharpe Ratio of 0.10. 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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Drawdowns

BNB-USD vs. ^TNX - Drawdown Comparison

The maximum BNB-USD drawdown since its inception was -80.10%, 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. For additional features, visit the drawdowns tool.


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Volatility

BNB-USD vs. ^TNX - Volatility Comparison

Binance Coin (BNB-USD) has a higher volatility of 9.70% compared to Treasury Yield 10 Years (^TNX) at 5.80%. 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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