PEY.TO vs. ^TNX
Compare and contrast key facts about Peyto Exploration & Development Corp. (PEY.TO) and Treasury Yield 10 Years (^TNX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEY.TO or ^TNX.
Key characteristics
| PEY.TO | ^TNX | |
|---|---|---|
| YTD Return | 30.14% | -4.68% |
| 1Y Return | 28.66% | -15.58% |
| 3Y Return (Ann) | 25.82% | 39.25% |
| 5Y Return (Ann) | 39.49% | 16.06% |
| 10Y Return (Ann) | -3.27% | 3.61% |
| Sharpe Ratio | 0.99 | -0.60 |
| Daily Std Dev | 25.69% | 24.37% |
| Max Drawdown | -100.00% | -93.78% |
| Current Drawdown | -99.99% | -54.07% |
Correlation
The correlation between PEY.TO 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.
Performance
PEY.TO vs. ^TNX - Performance Comparison
In the year-to-date period, PEY.TO achieves a 30.14% return, which is significantly higher than ^TNX's -4.68% return. Over the past 10 years, PEY.TO has underperformed ^TNX with an annualized return of -3.27%, while ^TNX has yielded a comparatively higher 3.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PEY.TO vs. ^TNX - Risk-Adjusted Performance 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.
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 -93.78%. Use the drawdown chart below to compare losses from any high point for PEY.TO and ^TNX. For additional features, visit the drawdowns tool.
Volatility
PEY.TO vs. ^TNX - Volatility Comparison
Peyto Exploration & Development Corp. (PEY.TO) has a higher volatility of 6.09% compared to Treasury Yield 10 Years (^TNX) at 5.07%. 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.