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KNT.TO vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

KNT.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in K92 Mining Inc. (KNT.TO) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

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KNT.TO vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KNT.TO
K92 Mining Inc.
9.08%161.41%33.33%-15.12%6.68%-5.52%164.24%242.86%55.56%-44.33%
^TNX
Treasury Yield 10 Years
5.06%-13.14%28.45%-2.53%174.83%63.40%-53.02%-32.07%21.16%-7.94%
Different Trading Currencies

KNT.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, KNT.TO achieves a 9.08% return, which is significantly higher than ^TNX's 5.06% return. Over the past 10 years, KNT.TO has outperformed ^TNX with an annualized return of 45.06%, while ^TNX has yielded a comparatively lower 9.92% annualized return.


KNT.TO

1D
4.83%
1M
-25.38%
YTD
9.08%
6M
40.78%
1Y
103.70%
3Y*
47.71%
5Y*
29.60%
10Y*
45.06%

^TNX

1D
0.05%
1M
8.43%
YTD
5.06%
6M
4.89%
1Y
0.97%
3Y*
8.32%
5Y*
23.30%
10Y*
9.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

KNT.TO vs. ^TNX — Risk / Return Rank

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

KNT.TO
KNT.TO Risk / Return Rank: 8787
Overall Rank
KNT.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
KNT.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
KNT.TO Omega Ratio Rank: 8686
Omega Ratio Rank
KNT.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
KNT.TO Martin Ratio Rank: 8888
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 2222
Overall Rank
^TNX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 2323
Sortino Ratio Rank
^TNX Omega Ratio Rank: 2222
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1919
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1818
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.

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

This table presents a comparison of risk-adjusted performance metrics for K92 Mining Inc. (KNT.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.


KNT.TO^TNXDifference

Sharpe ratio

Return per unit of total volatility

2.19

0.05

+2.14

Sortino ratio

Return per unit of downside risk

2.44

0.21

+2.23

Omega ratio

Gain probability vs. loss probability

1.35

1.02

+0.33

Calmar ratio

Return relative to maximum drawdown

2.59

-0.12

+2.71

Martin ratio

Return relative to average drawdown

9.94

-0.20

+10.14

KNT.TO vs. ^TNX - Sharpe Ratio Comparison

The current KNT.TO Sharpe Ratio is 2.19, which is higher than the ^TNX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of KNT.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.


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Sharpe Ratios by Period


KNT.TO^TNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

0.05

+2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.69

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.21

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.07

+0.37

Correlation

The correlation between KNT.TO and ^TNX is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Drawdowns

KNT.TO vs. ^TNX - Drawdown Comparison

The maximum KNT.TO drawdown since its inception was -82.00%, roughly equal to the maximum ^TNX drawdown of -84.33%. Use the drawdown chart below to compare losses from any high point for KNT.TO and ^TNX.


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Drawdown Indicators


KNT.TO^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-82.00%

-93.78%

+11.78%

Max Drawdown (1Y)

Largest decline over 1 year

-38.35%

-13.99%

-24.36%

Max Drawdown (5Y)

Largest decline over 5 years

-54.53%

-31.74%

-22.79%

Max Drawdown (10Y)

Largest decline over 10 years

-80.47%

-84.57%

+4.10%

Current Drawdown

Current decline from peak

-25.38%

-46.17%

+20.79%

Average Drawdown

Average peak-to-trough decline

-36.52%

-51.38%

+14.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.00%

8.39%

+1.61%

Volatility

KNT.TO vs. ^TNX - Volatility Comparison

K92 Mining Inc. (KNT.TO) has a higher volatility of 19.82% compared to Treasury Yield 10 Years (^TNX) at 6.30%. This indicates that KNT.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


KNT.TO^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.82%

6.30%

+13.52%

Volatility (6M)

Calculated over the trailing 6-month period

40.64%

11.34%

+29.30%

Volatility (1Y)

Calculated over the trailing 1-year period

47.74%

19.20%

+28.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.53%

33.89%

+14.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.96%

48.45%

+13.51%