MSCI vs. ^TYX
Compare and contrast key facts about MSCI Inc. (MSCI) and Treasury Yield 30 Years (^TYX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSCI or ^TYX.
Correlation
The correlation between MSCI and ^TYX is 0.27, 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
MSCI vs. ^TYX - Performance Comparison
Key characteristics
MSCI:
0.84
^TYX:
0.15
MSCI:
1.29
^TYX:
0.36
MSCI:
1.18
^TYX:
1.04
MSCI:
0.73
^TYX:
0.06
MSCI:
3.26
^TYX:
0.37
MSCI:
6.60%
^TYX:
7.76%
MSCI:
25.26%
^TYX:
19.03%
MSCI:
-69.06%
^TYX:
-88.52%
MSCI:
-17.87%
^TYX:
-41.93%
Returns By Period
In the year-to-date period, MSCI achieves a -10.49% return, which is significantly lower than ^TYX's -1.00% return. Over the past 10 years, MSCI has outperformed ^TYX with an annualized return of 25.67%, while ^TYX has yielded a comparatively lower 5.44% annualized return.
MSCI
-10.49%
-4.14%
-8.54%
13.39%
12.02%
25.67%
^TYX
-1.00%
2.27%
5.31%
-0.90%
30.81%
5.44%
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Risk-Adjusted Performance
MSCI vs. ^TYX — Risk-Adjusted Performance Rank
MSCI
^TYX
MSCI vs. ^TYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MSCI Inc. (MSCI) and Treasury Yield 30 Years (^TYX). 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
MSCI vs. ^TYX - Drawdown Comparison
The maximum MSCI drawdown since its inception was -69.06%, smaller than the maximum ^TYX drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for MSCI and ^TYX. For additional features, visit the drawdowns tool.
Volatility
MSCI vs. ^TYX - Volatility Comparison
MSCI Inc. (MSCI) has a higher volatility of 14.22% compared to Treasury Yield 30 Years (^TYX) at 8.04%. This indicates that MSCI's price experiences larger fluctuations and is considered to be riskier than ^TYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.