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NKSH vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NKSH and ^TNX is 0.13, 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.


-0.50.00.51.00.1

Performance

NKSH vs. ^TNX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
2.82%
13.84%
NKSH
^TNX

Key characteristics

Sharpe Ratio

NKSH:

0.03

^TNX:

0.46

Sortino Ratio

NKSH:

0.35

^TNX:

0.82

Omega Ratio

NKSH:

1.04

^TNX:

1.09

Calmar Ratio

NKSH:

0.04

^TNX:

0.18

Martin Ratio

NKSH:

0.10

^TNX:

0.93

Ulcer Index

NKSH:

11.80%

^TNX:

10.39%

Daily Std Dev

NKSH:

44.01%

^TNX:

21.11%

Max Drawdown

NKSH:

-48.76%

^TNX:

-93.78%

Current Drawdown

NKSH:

-27.15%

^TNX:

-44.07%

Returns By Period

In the year-to-date period, NKSH achieves a -1.22% return, which is significantly higher than ^TNX's -1.88% return. Over the past 10 years, NKSH has underperformed ^TNX with an annualized return of 3.86%, while ^TNX has yielded a comparatively higher 8.49% annualized return.


NKSH

YTD

-1.22%

1M

3.58%

6M

2.82%

1Y

1.80%

5Y*

-1.88%

10Y*

3.86%

^TNX

YTD

-1.88%

1M

-4.39%

6M

13.83%

1Y

7.60%

5Y*

23.31%

10Y*

8.49%

*Annualized

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Risk-Adjusted Performance

NKSH vs. ^TNX — Risk-Adjusted Performance Rank

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

NKSH
The Risk-Adjusted Performance Rank of NKSH is 4444
Overall Rank
The Sharpe Ratio Rank of NKSH is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of NKSH is 4141
Sortino Ratio Rank
The Omega Ratio Rank of NKSH is 4040
Omega Ratio Rank
The Calmar Ratio Rank of NKSH is 4747
Calmar Ratio Rank
The Martin Ratio Rank of NKSH is 4646
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 2424
Overall Rank
The Sharpe Ratio Rank of ^TNX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2222
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.

NKSH vs. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Bankshares, Inc. (NKSH) 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.


Sharpe ratio
The chart of Sharpe ratio for NKSH, currently valued at 0.03, compared to the broader market-2.000.002.004.000.030.46
The chart of Sortino ratio for NKSH, currently valued at 0.35, compared to the broader market-4.00-2.000.002.004.000.350.82
The chart of Omega ratio for NKSH, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.09
The chart of Calmar ratio for NKSH, currently valued at 0.04, compared to the broader market0.002.004.006.000.040.21
The chart of Martin ratio for NKSH, currently valued at 0.10, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.000.100.93
NKSH
^TNX

The current NKSH Sharpe Ratio is 0.03, which is lower than the ^TNX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of NKSH 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.03
0.46
NKSH
^TNX

Drawdowns

NKSH vs. ^TNX - Drawdown Comparison

The maximum NKSH drawdown since its inception was -48.76%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for NKSH and ^TNX. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%SeptemberOctoberNovemberDecember2025February
-27.15%
-33.83%
NKSH
^TNX

Volatility

NKSH vs. ^TNX - Volatility Comparison

National Bankshares, Inc. (NKSH) has a higher volatility of 12.36% compared to Treasury Yield 10 Years (^TNX) at 5.33%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
12.36%
5.33%
NKSH
^TNX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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