PortfoliosLab logoPortfoliosLab logo
KEY.TO vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

KEY.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Keyera Corp. (KEY.TO) and Cboe 10-Year Treasury Note Yield Index (^TNX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

KEY.TO is traded in CAD, while ^TNX is traded in USD. To make them comparable, the ^TNX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, KEY.TO achieves a 31.99% return, which is significantly higher than ^TNX's 11.50% return. Over the past 10 years, KEY.TO has underperformed ^TNX with an annualized return of 9.84%, while ^TNX has yielded a comparatively higher 12.92% annualized return.


KEY.TO

1D
-0.82%
1M
0.52%
YTD
31.99%
6M
31.99%
1Y
33.58%
3Y*
29.43%
5Y*
17.67%
10Y*
9.84%

^TNX

1D
2.39%
1M
2.96%
YTD
11.50%
6M
11.50%
1Y
9.91%
3Y*
7.90%
5Y*
28.99%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KEY.TO vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KEY.TO
Keyera Corp.
31.99%5.09%44.62%15.15%10.48%34.75%-27.27%39.64%-23.29%-8.60%
^TNX
Cboe 10-Year Treasury Note Yield Index
11.50%-13.12%28.30%-2.71%172.80%64.80%-53.35%-31.50%21.07%-8.33%

Correlation

The correlation between KEY.TO and ^TNX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2006

0.09

Compare stocks, funds, or ETFs

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


Return for Risk

KEY.TO vs. ^TNX — Risk / Return Rank

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

KEY.TO
KEY.TO Risk / Return Rank: 8181
Overall Rank
KEY.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
KEY.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
KEY.TO Omega Ratio Rank: 7979
Omega Ratio Rank
KEY.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
KEY.TO Martin Ratio Rank: 8383
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 2020
Overall Rank
^TNX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1919
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1919
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2121
Calmar Ratio Rank
^TNX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KEY.TO vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keyera Corp. (KEY.TO) and Cboe 10-Year Treasury Note Yield Index (^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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KEY.TO^TNXDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.27

1.11

+0.16

Calmar ratioReturn relative to maximum drawdown

2.46

0.84

+1.62

Martin ratioReturn relative to average drawdown

6.88

1.70

+5.18

KEY.TO vs. ^TNX - Sharpe Ratio Comparison

The current KEY.TO Sharpe Ratio is 1.53, which is higher than the ^TNX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of KEY.TO and ^TNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

KEY.TO vs. ^TNX - Drawdown Comparison

The maximum KEY.TO drawdown since its inception was -72.62%, smaller than the maximum ^TNX drawdown of -89.94%. Use the drawdown chart below to compare losses from any high point for KEY.TO and ^TNX.


Loading charts...

Drawdown Indicators


KEY.TO^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-72.62%

-89.94%

+17.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.72%

-11.93%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-16.34%

-28.13%

+11.79%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-28.13%

+8.03%

Max Drawdown (10Y)

Largest decline over 10 years

-71.31%

-83.97%

+12.66%

Current Drawdown

Current decline from peak

-2.73%

-8.19%

+5.46%

Average Drawdown

Average peak-to-trough decline

-10.87%

-44.72%

+33.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

5.87%

-0.90%

Volatility

KEY.TO vs. ^TNX - Volatility Comparison

Keyera Corp. (KEY.TO) has a higher volatility of 5.44% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 4.74%. This indicates that KEY.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.


Loading charts...

Volatility by Period


KEY.TO^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

4.74%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

18.39%

11.80%

+6.59%

Volatility (1Y)

Calculated over the trailing 1-year period

22.08%

15.70%

+6.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.99%

32.76%

-11.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.12%

48.52%

-18.40%

Frequently Asked Questions


KEY.TO and ^TNX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for KEY.TO and ^TNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer