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:
0.15
^TYX:
0.14
MSCI:
0.38
^TYX:
0.34
MSCI:
1.06
^TYX:
1.04
MSCI:
0.13
^TYX:
0.05
MSCI:
0.65
^TYX:
0.34
MSCI:
6.52%
^TYX:
7.76%
MSCI:
25.58%
^TYX:
19.06%
MSCI:
-69.06%
^TYX:
-88.52%
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
-11.29%
-7.66%
-9.58%
15.56%
11.41%
25.18%
^TYX
-0.44%
2.34%
6.72%
-0.40%
31.55%
6.04%
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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 14.17% 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.