PEY.TO vs. ^TNX

Last updated Apr 2, 2026

Compare and contrast key facts about Peyto Exploration & Development Corp. (PEY.TO) and Treasury Yield 10 Years (^TNX).

Performance

PEY.TO vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Peyto Exploration & Development Corp. (PEY.TO) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

PEY.TO vs. ^TNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PEY.TO Peyto Exploration & Development Corp.	15.02%	42.86%	65.90%	4.56%	65.64%	271.38%	11.70%	-32.55%	-49.52%	-51.87%
^TNX Treasury Yield 10 Years	5.06%	-13.14%	28.45%	-2.53%	174.83%	63.40%	-53.02%	-32.07%	21.16%	-7.94%

Different Trading Currencies

PEY.TO is traded in CAD, while ^TNX is traded in USD. To make them comparable, the ^TNX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PEY.TO achieves a 15.02% return, which is significantly higher than ^TNX's 5.06% return. Over the past 10 years, PEY.TO has outperformed ^TNX with an annualized return of 14.97%, while ^TNX has yielded a comparatively lower 9.92% annualized return.

PEY.TO

• 1D: -5.11%
• 1M: -1.69%
• YTD: 15.02%
• 6M: 43.68%
• 1Y: 49.30%
• 3Y*: 46.20%
• 5Y*: 55.22%
• 10Y*: 14.97%

^TNX

• 1D: 0.05%
• 1M: 8.43%
• YTD: 5.06%
• 6M: 4.89%
• 1Y: 0.97%
• 3Y*: 8.32%
• 5Y*: 23.30%
• 10Y*: 9.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PEY.TO vs. ^TNX — Risk / Return Rank

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

PEY.TO

PEY.TO Risk / Return Rank: 84
PEY.TO Sharpe Ratio Rank: 86
PEY.TO Sortino Ratio Rank: 82
PEY.TO Omega Ratio Rank: 79
PEY.TO Calmar Ratio Rank: 84
PEY.TO Martin Ratio Rank: 88

^TNX

^TNX Risk / Return Rank: 22
^TNX Sharpe Ratio Rank: 26
^TNX Sortino Ratio Rank: 23
^TNX Omega Ratio Rank: 22
^TNX Calmar Ratio Rank: 19
^TNX Martin Ratio Rank: 18

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PEY.TO vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Peyto Exploration & Development Corp. (PEY.TO) 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.

	PEY.TO	^TNX	Difference
Sharpe ratio Return per unit of total volatility	1.69	0.05	+1.64
Sortino ratio Return per unit of downside risk	2.28	0.21	+2.07
Omega ratio Gain probability vs. loss probability	1.29	1.02	+0.26
Calmar ratio Return relative to maximum drawdown	2.91	-0.12	+3.02
Martin ratio Return relative to average drawdown	9.46	-0.20	+9.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PEY.TO vs. ^TNX - Sharpe Ratio Comparison

The current PEY.TO Sharpe Ratio is 1.69, which is higher than the ^TNX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of PEY.TO 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.

Sharpe Ratios by Period

	PEY.TO	^TNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	0.05	+1.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.44	0.69	+0.75
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.21	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	0.07	-0.07

Correlation

The correlation between PEY.TO and ^TNX is 0.10, 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.

Drawdowns

PEY.TO vs. ^TNX - Drawdown Comparison

The maximum PEY.TO drawdown since its inception was -100.00%, which is greater than ^TNX's maximum drawdown of -84.33%. Use the drawdown chart below to compare losses from any high point for PEY.TO and ^TNX.

Drawdown Indicators

	PEY.TO	^TNX	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-93.78%	-6.22%
Max Drawdown (1Y) Largest decline over 1 year	-17.43%	-13.99%	-3.44%
Max Drawdown (5Y) Largest decline over 5 years	-39.53%	-31.74%	-7.79%
Max Drawdown (10Y) Largest decline over 10 years	-95.75%	-84.57%	-11.18%
Current Drawdown Current decline from peak	-99.95%	-46.17%	-53.78%
Average Drawdown Average peak-to-trough decline	-99.95%	-51.38%	-48.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.36%	8.39%	-3.03%

Volatility

PEY.TO vs. ^TNX - Volatility Comparison

Peyto Exploration & Development Corp. (PEY.TO) has a higher volatility of 10.68% compared to Treasury Yield 10 Years (^TNX) at 6.30%. This indicates that PEY.TO'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.

Volatility by Period

	PEY.TO	^TNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.68%	6.30%	+4.38%
Volatility (6M) Calculated over the trailing 6-month period	21.67%	11.34%	+10.33%
Volatility (1Y) Calculated over the trailing 1-year period	29.30%	19.20%	+10.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.31%	33.89%	+4.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.62%	48.45%	-4.83%