ES=F vs. ^TYX
Compare and contrast key facts about S&P 500 E-Mini Futures (ES=F) and Treasury Yield 30 Years (^TYX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ES=F or ^TYX.
Correlation
The correlation between ES=F and ^TYX is 0.21, 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
ES=F vs. ^TYX - Performance Comparison
Key characteristics
ES=F:
1.59
^TYX:
1.04
ES=F:
2.18
^TYX:
1.65
ES=F:
1.31
^TYX:
1.18
ES=F:
2.25
^TYX:
0.39
ES=F:
9.09
^TYX:
2.47
ES=F:
2.16%
^TYX:
8.14%
ES=F:
11.88%
^TYX:
19.33%
ES=F:
-57.11%
^TYX:
-88.52%
ES=F:
-3.90%
^TYX:
-41.90%
Returns By Period
In the year-to-date period, ES=F achieves a 21.79% return, which is significantly higher than ^TYX's 17.94% return. Over the past 10 years, ES=F has outperformed ^TYX with an annualized return of 10.16%, while ^TYX has yielded a comparatively lower 5.46% annualized return.
ES=F
21.79%
-1.30%
7.02%
23.40%
11.42%
10.16%
^TYX
17.94%
3.83%
7.92%
18.35%
14.84%
5.46%
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Risk-Adjusted Performance
ES=F vs. ^TYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 E-Mini Futures (ES=F) and Treasury Yield 30 Years (^TYX). 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
ES=F vs. ^TYX - Drawdown Comparison
The maximum ES=F drawdown since its inception was -57.11%, smaller than the maximum ^TYX drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for ES=F and ^TYX. For additional features, visit the drawdowns tool.
Volatility
ES=F vs. ^TYX - Volatility Comparison
The current volatility for S&P 500 E-Mini Futures (ES=F) is 3.53%, while Treasury Yield 30 Years (^TYX) has a volatility of 5.74%. This indicates that ES=F experiences smaller price fluctuations and is considered to be less risky than ^TYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.