KEY.TO vs. ^TNX
Compare and contrast key facts about Keyera Corp. (KEY.TO) and Treasury Yield 10 Years (^TNX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KEY.TO or ^TNX.
Key characteristics
| KEY.TO | ^TNX | |
|---|---|---|
| YTD Return | 39.55% | 11.46% |
| 1Y Return | 37.96% | -5.46% |
| 3Y Return (Ann) | 19.14% | 44.02% |
| 5Y Return (Ann) | 13.40% | 18.97% |
| 10Y Return (Ann) | 4.57% | 6.45% |
| Sharpe Ratio | 2.66 | -0.33 |
| Sortino Ratio | 3.80 | -0.33 |
| Omega Ratio | 1.48 | 0.96 |
| Calmar Ratio | 5.71 | -0.14 |
| Martin Ratio | 15.95 | -0.64 |
| Ulcer Index | 2.41% | 12.03% |
| Daily Std Dev | 14.45% | 23.36% |
| Max Drawdown | -73.59% | -93.78% |
| Current Drawdown | -3.05% | -46.29% |
Correlation
The correlation between KEY.TO and ^TNX is 0.11, 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.
Performance
KEY.TO vs. ^TNX - Performance Comparison
In the year-to-date period, KEY.TO achieves a 39.55% return, which is significantly higher than ^TNX's 11.46% return. Over the past 10 years, KEY.TO has underperformed ^TNX with an annualized return of 4.57%, while ^TNX has yielded a comparatively higher 6.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
KEY.TO vs. ^TNX - Risk-Adjusted Performance 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.
Drawdowns
KEY.TO vs. ^TNX - Drawdown Comparison
The maximum KEY.TO drawdown since its inception was -73.59%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for KEY.TO and ^TNX. For additional features, visit the drawdowns tool.
Volatility
KEY.TO vs. ^TNX - Volatility Comparison
The current volatility for Keyera Corp. (KEY.TO) is 2.80%, while Treasury Yield 10 Years (^TNX) has a volatility of 4.86%. This indicates that KEY.TO experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.