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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 Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

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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 31.50% return, which is significantly higher than ^TNX's 9.25% return. Over the past 10 years, KEY.TO has outperformed ^TNX with an annualized return of 11.67%, while ^TNX has yielded a comparatively lower 10.95% annualized return.


KEY.TO

1D
0.60%
1M
16.64%
YTD
31.50%
6M
30.02%
1Y
43.15%
3Y*
30.32%
5Y*
20.14%
10Y*
11.67%

^TNX

1D
0.00%
1M
3.77%
YTD
9.25%
6M
8.84%
1Y
4.53%
3Y*
7.92%
5Y*
27.08%
10Y*
10.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KEY.TO vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KEY.TO
Keyera Corp.
31.50%5.61%47.74%18.18%13.34%38.37%-25.07%42.73%-23.29%-8.60%
^TNX
Treasury Yield 10 Years
9.02%-13.14%28.45%-2.53%174.83%63.40%-53.02%-32.07%21.16%-7.94%

Correlation

The correlation between KEY.TO and ^TNX is 0.05, 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

0.05

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

0.00

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

0.02

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2009

0.06

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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: 8585
Overall Rank
KEY.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
KEY.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
KEY.TO Omega Ratio Rank: 8484
Omega Ratio Rank
KEY.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
KEY.TO Martin Ratio Rank: 8585
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1919
Overall Rank
^TNX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1919
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1818
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2020
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1919
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 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.


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

+1.67

Sortino ratioReturn per unit of downside risk

+1.99

Omega ratioGain probability vs. loss probability

1.35

1.06

+0.29

Calmar ratioReturn relative to maximum drawdown

3.16

0.36

+2.79

Martin ratioReturn relative to average drawdown

8.77

0.73

+8.04

KEY.TO vs. ^TNX - Sharpe Ratio Comparison

The current KEY.TO Sharpe Ratio is 1.94, which is higher than the ^TNX Sharpe Ratio of 0.27. 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.


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Sharpe Ratios by Period


KEY.TO^TNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.27

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.82

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.23

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.05

+0.62

Drawdowns

KEY.TO vs. ^TNX - Drawdown Comparison

The maximum KEY.TO drawdown since its inception was -72.36%, smaller than the maximum ^TNX drawdown of -83.97%. Use the drawdown chart below to compare losses from any high point for KEY.TO and ^TNX.


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Drawdown Indicators


KEY.TO^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-72.36%

-83.97%

+11.61%

Max Drawdown (1Y)

Largest decline over 1 year

-13.72%

-12.47%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-28.10%

+11.85%

Max Drawdown (5Y)

Largest decline over 5 years

-19.61%

-28.10%

+8.49%

Max Drawdown (10Y)

Largest decline over 10 years

-70.75%

-83.93%

+13.18%

Current Drawdown

Current decline from peak

-2.92%

-9.63%

+6.71%

Average Drawdown

Average peak-to-trough decline

-10.83%

-32.51%

+21.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

6.24%

-1.31%

Volatility

KEY.TO vs. ^TNX - Volatility Comparison

Keyera Corp. (KEY.TO) has a higher volatility of 8.00% compared to Treasury Yield 10 Years (^TNX) at 5.21%. 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.


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Volatility by Period


KEY.TO^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

5.21%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

18.42%

11.59%

+6.83%

Volatility (1Y)

Calculated over the trailing 1-year period

22.45%

17.01%

+5.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

33.36%

-12.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.17%

48.25%

-18.08%

Frequently Asked Questions


KEY.TO and ^TNX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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