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KEL.TO vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between KEL.TO and ^TNX is 0.15, 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

KEL.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kelt Exploration Ltd. (KEL.TO) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
4.87%
17.66%
KEL.TO
^TNX

Key characteristics

Sharpe Ratio

KEL.TO:

0.60

^TNX:

0.31

Sortino Ratio

KEL.TO:

1.09

^TNX:

0.60

Omega Ratio

KEL.TO:

1.12

^TNX:

1.07

Calmar Ratio

KEL.TO:

0.31

^TNX:

0.12

Martin Ratio

KEL.TO:

2.64

^TNX:

0.62

Ulcer Index

KEL.TO:

7.60%

^TNX:

10.42%

Daily Std Dev

KEL.TO:

33.45%

^TNX:

21.11%

Max Drawdown

KEL.TO:

-94.84%

^TNX:

-93.78%

Current Drawdown

KEL.TO:

-56.03%

^TNX:

-43.36%

Returns By Period

In the year-to-date period, KEL.TO achieves a -2.85% return, which is significantly lower than ^TNX's -0.63% return. Over the past 10 years, KEL.TO has underperformed ^TNX with an annualized return of -1.73%, while ^TNX has yielded a comparatively higher 7.89% annualized return.


KEL.TO

YTD

-2.85%

1M

-8.95%

6M

11.07%

1Y

24.68%

5Y*

13.03%

10Y*

-1.73%

^TNX

YTD

-0.63%

1M

-1.41%

6M

20.28%

1Y

6.29%

5Y*

25.44%

10Y*

7.89%

*Annualized

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Risk-Adjusted Performance

KEL.TO vs. ^TNX — Risk-Adjusted Performance Rank

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

KEL.TO
The Risk-Adjusted Performance Rank of KEL.TO is 6262
Overall Rank
The Sharpe Ratio Rank of KEL.TO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of KEL.TO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of KEL.TO is 5656
Omega Ratio Rank
The Calmar Ratio Rank of KEL.TO is 6060
Calmar Ratio Rank
The Martin Ratio Rank of KEL.TO is 7070
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 2020
Overall Rank
The Sharpe Ratio Rank of ^TNX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2020
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.

KEL.TO vs. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kelt Exploration Ltd. (KEL.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.


Sharpe ratio
The chart of Sharpe ratio for KEL.TO, currently valued at 0.37, compared to the broader market-2.000.002.000.370.27
The chart of Sortino ratio for KEL.TO, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.006.000.770.55
The chart of Omega ratio for KEL.TO, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.06
The chart of Calmar ratio for KEL.TO, currently valued at 0.17, compared to the broader market0.002.004.006.000.170.21
The chart of Martin ratio for KEL.TO, currently valued at 1.58, compared to the broader market0.0010.0020.0030.001.580.54
KEL.TO
^TNX

The current KEL.TO Sharpe Ratio is 0.60, which is higher than the ^TNX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of KEL.TO 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.37
0.27
KEL.TO
^TNX

Drawdowns

KEL.TO vs. ^TNX - Drawdown Comparison

The maximum KEL.TO drawdown since its inception was -94.84%, roughly equal to the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for KEL.TO and ^TNX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-67.06%
-8.90%
KEL.TO
^TNX

Volatility

KEL.TO vs. ^TNX - Volatility Comparison

Kelt Exploration Ltd. (KEL.TO) has a higher volatility of 8.10% compared to Treasury Yield 10 Years (^TNX) at 5.68%. This indicates that KEL.TO's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
8.10%
5.68%
KEL.TO
^TNX
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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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