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NKSH vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

NKSH vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Bankshares, Inc. (NKSH) and Cboe 10-Year Treasury Note Yield Index (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NKSH achieves a 23.69% return, which is significantly higher than ^TNX's 13.98% return. Over the past 10 years, NKSH has underperformed ^TNX with an annualized return of 6.27%, while ^TNX has yielded a comparatively higher 11.93% annualized return.


NKSH

1D
2.22%
1M
11.08%
6M
13.91%
YTD
23.69%
1Y
57.02%
3Y*
16.98%
5Y*
7.91%
10Y*
6.27%
ALL TIME*
9.16%

^TNX

1D
1.76%
1M
5.80%
6M
11.88%
YTD
13.98%
1Y
12.44%
3Y*
5.41%
5Y*
30.81%
10Y*
11.93%
ALL TIME*
-0.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$1.20M$1.14M$1.19M

NKSH vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NKSH
National Bankshares, Inc.
23.69%23.27%-6.75%-13.15%17.24%19.01%-27.13%27.40%-17.71%7.54%
^TNX
Cboe 10-Year Treasury Note Yield Index
13.98%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%11.68%-1.68%

Correlation

The correlation between NKSH and ^TNX is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.18

Correlation (3Y)
Balances recent behavior with more history.

-0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.03

Correlation (10Y)
Provides a long-term view across more market conditions.

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 1, 1999

0.12

The correlation between NKSH and ^TNX shifts across timeframes, from -0.18 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NKSH vs. ^TNX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NKSH
NKSH Risk / Return Rank: 9090
Overall Rank
NKSH Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
NKSH Sortino Ratio Rank: 9090
Sortino Ratio Rank
NKSH Omega Ratio Rank: 8787
Omega Ratio Rank
NKSH Calmar Ratio Rank: 9191
Calmar Ratio Rank
NKSH Martin Ratio Rank: 9090
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 2525
Overall Rank
^TNX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 2323
Sortino Ratio Rank
^TNX Omega Ratio Rank: 2323
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2626
Calmar Ratio Rank
^TNX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NKSH vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Bankshares, Inc. (NKSH) and Cboe 10-Year Treasury Note Yield Index (^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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NKSH^TNXDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+1.80

Omega ratioGain probability vs. loss probability

1.33

1.11

+0.22

Calmar ratioReturn relative to maximum drawdown

3.83

0.99

+2.84

Martin ratioReturn relative to average drawdown

9.76

2.04

+7.72

NKSH vs. ^TNX - Sharpe Ratio Comparison

The current NKSH Sharpe Ratio is 1.92, which is higher than the ^TNX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of NKSH and ^TNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NKSH vs. ^TNX - Drawdown Comparison

The maximum NKSH drawdown since its inception was -48.76%, smaller than the maximum ^TNX drawdown of -96.85%. Use the drawdown chart below to compare losses from any high point for NKSH and ^TNX.


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Drawdown Indicators


NKSH^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-48.76%

-96.85%

+48.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-8.94%

-5.05%

Max Drawdown (3Y)

Largest decline over 3 years

-30.95%

-27.41%

-3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-46.03%

-27.41%

-18.62%

Max Drawdown (10Y)

Largest decline over 10 years

-48.76%

-84.57%

+35.81%

Current Drawdown

Current decline from peak

0.00%

-70.04%

+70.04%

Average Drawdown

Average peak-to-trough decline

-14.09%

-55.04%

+40.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

4.64%

+0.84%

Volatility

NKSH vs. ^TNX - Volatility Comparison

National Bankshares, Inc. (NKSH) has a higher volatility of 8.70% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 3.64%. This indicates that NKSH'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


NKSH^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.70%

3.64%

+5.06%

Volatility (6M)

Calculated over the trailing 6-month period

17.93%

11.05%

+6.88%

Volatility (1Y)

Calculated over the trailing 1-year period

27.96%

14.89%

+13.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.09%

31.23%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.58%

47.62%

-10.04%

Frequently Asked Questions


NKSH and ^TNX have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NKSH has higher volatility (8.70%) compared to ^TNX (3.64%). In terms of maximum drawdown, NKSH dropped -48.76% vs ^TNX's -96.85%.

NKSH currently has the higher Sharpe Ratio (1.92 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NKSH and ^TNX

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