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ES=F vs. ^TYX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.2

Performance

ES=F vs. ^TYX - 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 30 Years (^TYX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%AugustSeptemberOctoberNovemberDecember2025
559.22%
-27.07%
ES=F
^TYX

Key characteristics

Sharpe Ratio

ES=F:

1.56

^TYX:

0.54

Sortino Ratio

ES=F:

2.15

^TYX:

0.94

Omega Ratio

ES=F:

1.30

^TYX:

1.10

Calmar Ratio

ES=F:

2.24

^TYX:

0.20

Martin Ratio

ES=F:

8.45

^TYX:

1.27

Ulcer Index

ES=F:

2.31%

^TYX:

8.13%

Daily Std Dev

ES=F:

12.38%

^TYX:

18.94%

Max Drawdown

ES=F:

-57.11%

^TYX:

-88.52%

Current Drawdown

ES=F:

-1.96%

^TYX:

-40.62%

Returns By Period

In the year-to-date period, ES=F achieves a 1.65% return, which is significantly higher than ^TYX's 1.23% return. Over the past 10 years, ES=F has outperformed ^TYX with an annualized return of 10.69%, while ^TYX has yielded a comparatively lower 6.92% annualized return.


ES=F

YTD

1.65%

1M

1.68%

6M

8.64%

1Y

23.90%

5Y*

11.44%

10Y*

10.69%

^TYX

YTD

1.23%

1M

2.22%

6M

8.88%

1Y

11.30%

5Y*

15.80%

10Y*

6.92%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ES=F vs. ^TYX — Risk-Adjusted Performance Rank

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

ES=F
The Risk-Adjusted Performance Rank of ES=F is 8181
Overall Rank
The Sharpe Ratio Rank of ES=F is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ES=F is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ES=F is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ES=F is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ES=F is 8383
Martin Ratio Rank

^TYX
The Risk-Adjusted Performance Rank of ^TYX is 2626
Overall Rank
The Sharpe Ratio Rank of ^TYX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TYX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ^TYX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ^TYX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ^TYX is 2525
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.

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.


Sharpe ratio
The chart of Sharpe ratio for ES=F, currently valued at 1.56, compared to the broader market0.000.501.001.502.001.560.53
The chart of Sortino ratio for ES=F, currently valued at 2.15, compared to the broader market0.501.001.502.002.502.150.91
The chart of Omega ratio for ES=F, currently valued at 1.30, compared to the broader market1.101.201.301.401.301.10
The chart of Calmar ratio for ES=F, currently valued at 2.24, compared to the broader market0.001.002.003.004.002.240.23
The chart of Martin ratio for ES=F, currently valued at 8.45, compared to the broader market0.002.004.006.008.0010.008.451.17
ES=F
^TYX

The current ES=F Sharpe Ratio is 1.56, which is higher than the ^TYX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ES=F and ^TYX, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.56
0.53
ES=F
^TYX

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.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.96%
-28.14%
ES=F
^TYX

Volatility

ES=F vs. ^TYX - Volatility Comparison

S&P 500 E-Mini Futures (ES=F) and Treasury Yield 30 Years (^TYX) have volatilities of 3.73% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.73%
3.64%
ES=F
^TYX
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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.

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