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CTBB vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CTBB and ^TNX is 0.27, 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

CTBB vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Qwest Corp. NT (CTBB) 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

CTBB:

3.06

^TNX:

-0.14

Sortino Ratio

CTBB:

4.27

^TNX:

-0.02

Omega Ratio

CTBB:

1.64

^TNX:

1.00

Calmar Ratio

CTBB:

2.19

^TNX:

-0.05

Martin Ratio

CTBB:

21.43

^TNX:

-0.26

Ulcer Index

CTBB:

5.18%

^TNX:

10.70%

Daily Std Dev

CTBB:

36.12%

^TNX:

22.14%

Max Drawdown

CTBB:

-58.89%

^TNX:

-93.78%

Current Drawdown

CTBB:

-0.64%

^TNX:

-44.96%

Returns By Period

In the year-to-date period, CTBB achieves a 9.30% return, which is significantly higher than ^TNX's -3.43% return.


CTBB

YTD

9.30%

1M

8.66%

6M

8.61%

1Y

94.37%

3Y*

2.13%

5Y*

4.55%

10Y*

N/A

^TNX

YTD

-3.43%

1M

4.37%

6M

5.70%

1Y

-2.17%

3Y*

15.80%

5Y*

46.79%

10Y*

6.90%

*Annualized

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Qwest Corp. NT

Treasury Yield 10 Years

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CTBB vs. ^TNX — Risk-Adjusted Performance Rank

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

CTBB
The Risk-Adjusted Performance Rank of CTBB is 9797
Overall Rank
The Sharpe Ratio Rank of CTBB is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of CTBB is 9898
Sortino Ratio Rank
The Omega Ratio Rank of CTBB is 9898
Omega Ratio Rank
The Calmar Ratio Rank of CTBB is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CTBB is 9999
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 1919
Overall Rank
The Sharpe Ratio Rank of ^TNX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 1919
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.

CTBB vs. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Qwest Corp. NT (CTBB) 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 CTBB Sharpe Ratio is 3.06, which is higher than the ^TNX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of CTBB 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

CTBB vs. ^TNX - Drawdown Comparison

The maximum CTBB drawdown since its inception was -58.89%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for CTBB and ^TNX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CTBB vs. ^TNX - Volatility Comparison

The current volatility for Qwest Corp. NT (CTBB) is 4.68%, while Treasury Yield 10 Years (^TNX) has a volatility of 5.87%. This indicates that CTBB experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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