EIF.TO vs. ^TNX
Compare and contrast key facts about Exchange Income Corporation (EIF.TO) and Treasury Yield 10 Years (^TNX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EIF.TO or ^TNX.
Key characteristics
| EIF.TO | ^TNX | |
|---|---|---|
| YTD Return | 5.47% | 20.77% |
| 1Y Return | -4.95% | 32.34% |
| 3Y Return (Ann) | 12.16% | 42.38% |
| 5Y Return (Ann) | 12.36% | 13.28% |
| 10Y Return (Ann) | 16.61% | 5.67% |
| Sharpe Ratio | -0.19 | 1.38 |
| Daily Std Dev | 21.03% | 26.10% |
| Max Drawdown | -68.18% | -93.78% |
| Current Drawdown | -10.69% | -41.80% |
Correlation
The correlation between EIF.TO 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
EIF.TO vs. ^TNX - Performance Comparison
In the year-to-date period, EIF.TO achieves a 5.47% return, which is significantly lower than ^TNX's 20.77% return. Over the past 10 years, EIF.TO has outperformed ^TNX with an annualized return of 16.61%, while ^TNX has yielded a comparatively lower 5.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EIF.TO vs. ^TNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exchange Income Corporation (EIF.TO) 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.
Drawdowns
EIF.TO vs. ^TNX - Drawdown Comparison
The maximum EIF.TO drawdown since its inception was -68.18%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for EIF.TO and ^TNX. For additional features, visit the drawdowns tool.
Volatility
EIF.TO vs. ^TNX - Volatility Comparison
The current volatility for Exchange Income Corporation (EIF.TO) is 6.18%, while Treasury Yield 10 Years (^TNX) has a volatility of 7.17%. This indicates that EIF.TO 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.