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 | 36.53% | 15.13% |
| 1Y Return | 25.40% | 0.23% |
| 3Y Return (Ann) | 19.49% | 41.37% |
| 5Y Return (Ann) | 46.94% | 19.49% |
| 10Y Return (Ann) | -2.82% | 6.75% |
| Sharpe Ratio | 1.03 | -0.17 |
| Sortino Ratio | 1.57 | -0.08 |
| Omega Ratio | 1.19 | 0.99 |
| Calmar Ratio | 0.25 | -0.07 |
| Martin Ratio | 4.72 | -0.35 |
| Ulcer Index | 5.30% | 11.31% |
| Daily Std Dev | 24.32% | 23.47% |
| Max Drawdown | -100.00% | -93.78% |
| Current Drawdown | -99.99% | -44.52% |
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 36.53% return, which is significantly higher than ^TNX's 15.13% return. Over the past 10 years, PEY.TO has underperformed ^TNX with an annualized return of -2.82%, while ^TNX has yielded a comparatively higher 6.75% 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
The current volatility for Peyto Exploration & Development Corp. (PEY.TO) is 5.05%, while Treasury Yield 10 Years (^TNX) has a volatility of 6.35%. This indicates that PEY.TO experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.