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DXYN vs. TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DXYN and TLT is -0.27. 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

DXYN vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Dixie Group, Inc. (DXYN) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DXYN:

0.04

TLT:

0.01

Sortino Ratio

DXYN:

1.07

TLT:

0.09

Omega Ratio

DXYN:

1.13

TLT:

1.01

Calmar Ratio

DXYN:

0.14

TLT:

-0.00

Martin Ratio

DXYN:

0.43

TLT:

-0.01

Ulcer Index

DXYN:

31.56%

TLT:

7.81%

Daily Std Dev

DXYN:

113.49%

TLT:

14.43%

Max Drawdown

DXYN:

-97.93%

TLT:

-48.35%

Current Drawdown

DXYN:

-96.39%

TLT:

-42.09%

Returns By Period

In the year-to-date period, DXYN achieves a 7.32% return, which is significantly higher than TLT's 1.08% return. Over the past 10 years, DXYN has underperformed TLT with an annualized return of -22.99%, while TLT has yielded a comparatively higher -0.54% annualized return.


DXYN

YTD

7.32%

1M

70.61%

6M

16.58%

1Y

-9.16%

5Y*

-0.58%

10Y*

-22.99%

TLT

YTD

1.08%

1M

1.10%

6M

-3.86%

1Y

0.64%

5Y*

-9.36%

10Y*

-0.54%

*Annualized

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Risk-Adjusted Performance

DXYN vs. TLT — Risk-Adjusted Performance Rank

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

DXYN
The Risk-Adjusted Performance Rank of DXYN is 6161
Overall Rank
The Sharpe Ratio Rank of DXYN is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of DXYN is 6868
Sortino Ratio Rank
The Omega Ratio Rank of DXYN is 6565
Omega Ratio Rank
The Calmar Ratio Rank of DXYN is 5858
Calmar Ratio Rank
The Martin Ratio Rank of DXYN is 5757
Martin Ratio Rank

TLT
The Risk-Adjusted Performance Rank of TLT is 1818
Overall Rank
The Sharpe Ratio Rank of TLT is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of TLT is 1717
Sortino Ratio Rank
The Omega Ratio Rank of TLT is 1717
Omega Ratio Rank
The Calmar Ratio Rank of TLT is 1919
Calmar Ratio Rank
The Martin Ratio Rank of TLT 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.

DXYN vs. TLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Dixie Group, Inc. (DXYN) 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.


The current DXYN Sharpe Ratio is 0.04, which is higher than the TLT Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of DXYN and TLT, 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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Dividends

DXYN vs. TLT - Dividend Comparison

DXYN has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.35%.


TTM20242023202220212020201920182017201620152014
DXYN
The Dixie Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.35%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%

Drawdowns

DXYN vs. TLT - Drawdown Comparison

The maximum DXYN drawdown since its inception was -97.93%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for DXYN and TLT. For additional features, visit the drawdowns tool.


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Volatility

DXYN vs. TLT - Volatility Comparison

The Dixie Group, Inc. (DXYN) has a higher volatility of 43.09% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 4.67%. This indicates that DXYN'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.


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