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DIA vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

DIA vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) and Cboe 10-Year Treasury Note Yield Index (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIA achieves a 7.27% return, which is significantly lower than ^TNX's 7.78% return. Over the past 10 years, DIA has outperformed ^TNX with an annualized return of 13.40%, while ^TNX has yielded a comparatively lower 10.79% annualized return.


DIA

1D
0.73%
1M
2.50%
YTD
7.27%
6M
6.43%
1Y
23.20%
3Y*
16.29%
5Y*
10.14%
10Y*
13.40%

^TNX

1D
0.54%
1M
0.58%
YTD
7.78%
6M
6.99%
1Y
1.42%
3Y*
5.34%
5Y*
25.14%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIA vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
7.27%14.71%14.82%16.02%-7.02%20.83%9.59%24.70%-3.74%28.08%
^TNX
Cboe 10-Year Treasury Note Yield Index
7.78%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%11.68%-1.68%

Correlation

The correlation between DIA and ^TNX is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.27

Correlation (3Y)
Calculated over the trailing 3-year period

-0.17

Correlation (5Y)
Calculated over the trailing 5-year period

-0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 20, 1998

0.24

The correlation between DIA and ^TNX shifts across timeframes, from -0.27 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DIA vs. ^TNX — Risk / Return Rank

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

DIA
DIA Risk / Return Rank: 5555
Overall Rank
DIA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DIA Sortino Ratio Rank: 6060
Sortino Ratio Rank
DIA Omega Ratio Rank: 5555
Omega Ratio Rank
DIA Calmar Ratio Rank: 4949
Calmar Ratio Rank
DIA Martin Ratio Rank: 5555
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 2020
Overall Rank
^TNX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1919
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1919
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2020
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1818
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.

DIA vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) and Cboe 10-Year Treasury Note Yield Index (^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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DIA^TNXDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.30

1.04

+0.25

Calmar ratioReturn relative to maximum drawdown

2.16

0.25

+1.91

Martin ratioReturn relative to average drawdown

8.35

0.45

+7.89

DIA vs. ^TNX - Sharpe Ratio Comparison

The current DIA Sharpe Ratio is 1.69, which is higher than the ^TNX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of DIA and ^TNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DIA vs. ^TNX - Drawdown Comparison

The maximum DIA drawdown since its inception was -51.87%, smaller than the maximum ^TNX drawdown of -96.85%. Use the drawdown chart below to compare losses from any high point for DIA and ^TNX.


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Drawdown Indicators


DIA^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-51.87%

-96.85%

+44.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

-11.94%

+2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-27.41%

+11.46%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

-27.41%

+6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

-84.57%

+47.87%

Current Drawdown

Current decline from peak

-0.70%

-71.67%

+70.97%

Average Drawdown

Average peak-to-trough decline

-7.14%

-55.00%

+47.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

6.59%

-4.06%

Volatility

DIA vs. ^TNX - Volatility Comparison

The current volatility for State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) is 4.32%, while Cboe 10-Year Treasury Note Yield Index (^TNX) has a volatility of 5.04%. This indicates that DIA 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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Volatility by Period


DIA^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

5.04%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

10.72%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

12.52%

15.22%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

32.36%

-17.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

47.97%

-30.41%

Frequently Asked Questions


DIA and ^TNX have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^TNX has higher volatility (5.04%) compared to DIA (4.32%). In terms of maximum drawdown, DIA dropped -51.87% vs ^TNX's -96.85%.

DIA currently has the higher Sharpe Ratio (1.69 vs 0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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