Correlation
The correlation between ES=F and ^TYX is 0.22, 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.
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.
Performance
ES=F vs. ^TYX - Performance Comparison
Loading data...
Key characteristics
ES=F:
0.63
^TYX:
0.35
ES=F:
0.96
^TYX:
0.85
ES=F:
1.14
^TYX:
1.09
ES=F:
0.63
^TYX:
0.18
ES=F:
2.33
^TYX:
1.41
ES=F:
4.99%
^TYX:
6.64%
ES=F:
19.43%
^TYX:
19.26%
ES=F:
-57.11%
^TYX:
-88.52%
ES=F:
-2.78%
^TYX:
-39.02%
Returns By Period
In the year-to-date period, ES=F achieves a 0.94% return, which is significantly lower than ^TYX's 3.95% return. Over the past 10 years, ES=F has outperformed ^TYX with an annualized return of 11.02%, while ^TYX has yielded a comparatively lower 5.74% annualized return.
ES=F
0.94%
7.90%
-0.39%
12.53%
12.87%
14.52%
11.02%
^TYX
3.95%
5.99%
12.38%
6.85%
18.74%
28.74%
5.74%
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. ^TYX — Risk-Adjusted Performance Rank
ES=F
^TYX
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.
Loading data...
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.
Loading data...
Volatility
ES=F vs. ^TYX - Volatility Comparison
The current volatility for S&P 500 E-Mini Futures (ES=F) is 4.09%, while Treasury Yield 30 Years (^TYX) has a volatility of 4.54%. 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.
Loading data...