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MSCI vs. ^TYX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.3

Performance

MSCI vs. ^TYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MSCI Inc. (MSCI) and Treasury Yield 30 Years (^TYX). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
2,183.57%
5.09%
MSCI
^TYX

Key characteristics

Sharpe Ratio

MSCI:

0.15

^TYX:

0.14

Sortino Ratio

MSCI:

0.38

^TYX:

0.34

Omega Ratio

MSCI:

1.06

^TYX:

1.04

Calmar Ratio

MSCI:

0.13

^TYX:

0.05

Martin Ratio

MSCI:

0.65

^TYX:

0.34

Ulcer Index

MSCI:

6.52%

^TYX:

7.76%

Daily Std Dev

MSCI:

25.58%

^TYX:

19.06%

Max Drawdown

MSCI:

-69.06%

^TYX:

-88.52%

Current Drawdown

MSCI:

-18.60%

^TYX:

-41.60%

Returns By Period

In the year-to-date period, MSCI achieves a -11.29% return, which is significantly lower than ^TYX's -0.44% return. Over the past 10 years, MSCI has outperformed ^TYX with an annualized return of 25.18%, while ^TYX has yielded a comparatively lower 6.04% annualized return.


MSCI

YTD

-11.29%

1M

-7.66%

6M

-9.58%

1Y

15.56%

5Y*

11.41%

10Y*

25.18%

^TYX

YTD

-0.44%

1M

2.34%

6M

6.72%

1Y

-0.40%

5Y*

31.55%

10Y*

6.04%

*Annualized

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Risk-Adjusted Performance

MSCI vs. ^TYX — Risk-Adjusted Performance Rank

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

MSCI
The Risk-Adjusted Performance Rank of MSCI is 5656
Overall Rank
The Sharpe Ratio Rank of MSCI is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of MSCI is 4949
Sortino Ratio Rank
The Omega Ratio Rank of MSCI is 5050
Omega Ratio Rank
The Calmar Ratio Rank of MSCI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of MSCI is 6161
Martin Ratio Rank

^TYX
The Risk-Adjusted Performance Rank of ^TYX is 3636
Overall Rank
The Sharpe Ratio Rank of ^TYX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TYX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ^TYX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ^TYX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ^TYX is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for MSCI, currently valued at 0.52, compared to the broader market-2.00-1.000.001.002.003.00
MSCI: 0.52
^TYX: 0.14
The chart of Sortino ratio for MSCI, currently valued at 0.87, compared to the broader market-6.00-4.00-2.000.002.004.00
MSCI: 0.87
^TYX: 0.34
The chart of Omega ratio for MSCI, currently valued at 1.12, compared to the broader market0.501.001.502.00
MSCI: 1.12
^TYX: 1.04
The chart of Calmar ratio for MSCI, currently valued at 0.45, compared to the broader market0.001.002.003.004.005.00
MSCI: 0.45
^TYX: 0.12
The chart of Martin ratio for MSCI, currently valued at 1.94, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MSCI: 1.94
^TYX: 0.34

The current MSCI Sharpe Ratio is 0.15, which is comparable to the ^TYX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of MSCI and ^TYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.52
0.14
MSCI
^TYX

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.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-18.60%
-6.62%
MSCI
^TYX

Volatility

MSCI vs. ^TYX - Volatility Comparison

MSCI Inc. (MSCI) has a higher volatility of 14.17% compared to Treasury Yield 30 Years (^TYX) at 8.07%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.17%
8.07%
MSCI
^TYX