PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BNB-USD vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


BNB-USD^TNX
YTD Return86.02%14.33%
1Y Return87.81%21.16%
3Y Return (Ann)4.59%39.23%
5Y Return (Ann)81.62%13.08%
Sharpe Ratio5.670.93
Daily Std Dev44.27%25.16%
Max Drawdown-80.10%-93.78%
Current Drawdown-13.99%-44.91%

Correlation

-0.50.00.51.0-0.0

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.

Performance

BNB-USD vs. ^TNX - Performance Comparison

In the year-to-date period, BNB-USD achieves a 86.02% return, which is significantly higher than ^TNX's 14.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%December2024FebruaryMarchAprilMay
29,093.64%
89.62%
BNB-USD
^TNX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Binance Coin

Treasury Yield 10 Years

Risk-Adjusted Performance

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.


BNB-USD
Sharpe ratio
The chart of Sharpe ratio for BNB-USD, currently valued at 5.67, compared to the broader market0.005.0010.0015.005.67
Sortino ratio
The chart of Sortino ratio for BNB-USD, currently valued at 4.97, compared to the broader market0.001.002.003.004.005.004.97
Omega ratio
The chart of Omega ratio for BNB-USD, currently valued at 1.56, compared to the broader market1.001.101.201.301.401.501.601.56
Calmar ratio
The chart of Calmar ratio for BNB-USD, currently valued at 3.12, compared to the broader market5.0010.0015.003.12
Martin ratio
The chart of Martin ratio for BNB-USD, currently valued at 54.11, compared to the broader market0.0020.0040.0060.0080.00100.0054.11
^TNX
Sharpe ratio
The chart of Sharpe ratio for ^TNX, currently valued at 0.22, compared to the broader market0.005.0010.0015.000.22
Sortino ratio
The chart of Sortino ratio for ^TNX, currently valued at 0.51, compared to the broader market0.001.002.003.004.005.000.51
Omega ratio
The chart of Omega ratio for ^TNX, currently valued at 1.06, compared to the broader market1.001.101.201.301.401.501.601.06
Calmar ratio
The chart of Calmar ratio for ^TNX, currently valued at 0.04, compared to the broader market5.0010.0015.000.04
Martin ratio
The chart of Martin ratio for ^TNX, currently valued at 0.41, compared to the broader market0.0020.0040.0060.0080.00100.000.41

BNB-USD vs. ^TNX - Sharpe Ratio Comparison

The current BNB-USD Sharpe Ratio is 5.67, which is higher than the ^TNX Sharpe Ratio of 0.93. The chart below compares the 12-month rolling Sharpe Ratio of BNB-USD and ^TNX.


Rolling 12-month Sharpe Ratio-2.000.002.004.006.00December2024FebruaryMarchAprilMay
5.67
0.22
BNB-USD
^TNX

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%December2024FebruaryMarchAprilMay
-13.99%
-11.39%
BNB-USD
^TNX

Volatility

BNB-USD vs. ^TNX - Volatility Comparison

Binance Coin (BNB-USD) has a higher volatility of 11.81% compared to Treasury Yield 10 Years (^TNX) at 5.11%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
11.81%
5.11%
BNB-USD
^TNX