PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ES=F vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ES=F and ^TNX is 0.24, 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.


-0.50.00.51.00.2

Performance

ES=F vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 E-Mini Futures (ES=F) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.12%
5.57%
ES=F
^TNX

Key characteristics

Sharpe Ratio

ES=F:

1.59

^TNX:

0.61

Sortino Ratio

ES=F:

2.18

^TNX:

1.06

Omega Ratio

ES=F:

1.31

^TNX:

1.12

Calmar Ratio

ES=F:

2.25

^TNX:

0.25

Martin Ratio

ES=F:

9.09

^TNX:

1.33

Ulcer Index

ES=F:

2.16%

^TNX:

10.31%

Daily Std Dev

ES=F:

11.88%

^TNX:

22.23%

Max Drawdown

ES=F:

-57.11%

^TNX:

-93.78%

Current Drawdown

ES=F:

-3.90%

^TNX:

-43.99%

Returns By Period

In the year-to-date period, ES=F achieves a 21.79% return, which is significantly higher than ^TNX's 16.24% return. Over the past 10 years, ES=F has outperformed ^TNX with an annualized return of 10.16%, while ^TNX has yielded a comparatively lower 7.62% annualized return.


ES=F

YTD

21.79%

1M

-1.30%

6M

7.02%

1Y

23.40%

5Y*

11.42%

10Y*

10.16%

^TNX

YTD

16.24%

1M

2.63%

6M

5.64%

1Y

15.91%

5Y*

18.66%

10Y*

7.62%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ES=F vs. ^TNX - 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 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.


Sharpe ratio
The chart of Sharpe ratio for ES=F, currently valued at 1.59, compared to the broader market0.000.501.001.501.590.36
The chart of Sortino ratio for ES=F, currently valued at 2.18, compared to the broader market0.000.501.001.502.002.502.180.69
The chart of Omega ratio for ES=F, currently valued at 1.31, compared to the broader market1.001.101.201.301.311.08
The chart of Calmar ratio for ES=F, currently valued at 2.25, compared to the broader market0.001.002.003.002.250.16
The chart of Martin ratio for ES=F, currently valued at 9.09, compared to the broader market0.002.004.006.008.0010.009.090.72
ES=F
^TNX

The current ES=F Sharpe Ratio is 1.59, which is higher than the ^TNX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of ES=F 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.59
0.36
ES=F
^TNX

Drawdowns

ES=F vs. ^TNX - Drawdown Comparison

The maximum ES=F drawdown since its inception was -57.11%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for ES=F and ^TNX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.90%
-33.73%
ES=F
^TNX

Volatility

ES=F vs. ^TNX - Volatility Comparison

The current volatility for S&P 500 E-Mini Futures (ES=F) is 3.53%, while Treasury Yield 10 Years (^TNX) has a volatility of 5.77%. This indicates that ES=F 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.53%
5.77%
ES=F
^TNX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab