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PLNUSD=X vs. TLT
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PLNUSD=X and TLT is 0.00, 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.


-0.50.00.51.00.0

Performance

PLNUSD=X vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PLN/USD (PLNUSD=X) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.96%
-8.13%
PLNUSD=X
TLT

Key characteristics

Sharpe Ratio

PLNUSD=X:

-0.14

TLT:

-0.04

Sortino Ratio

PLNUSD=X:

-0.13

TLT:

0.04

Omega Ratio

PLNUSD=X:

0.98

TLT:

1.00

Calmar Ratio

PLNUSD=X:

-0.02

TLT:

-0.01

Martin Ratio

PLNUSD=X:

-0.24

TLT:

-0.09

Ulcer Index

PLNUSD=X:

4.79%

TLT:

6.82%

Daily Std Dev

PLNUSD=X:

8.15%

TLT:

13.76%

Max Drawdown

PLNUSD=X:

-65.59%

TLT:

-48.35%

Current Drawdown

PLNUSD=X:

-56.56%

TLT:

-41.71%

Returns By Period

In the year-to-date period, PLNUSD=X achieves a 4.26% return, which is significantly higher than TLT's 1.75% return. Over the past 10 years, PLNUSD=X has outperformed TLT with an annualized return of -0.60%, while TLT has yielded a comparatively lower -1.15% annualized return.


PLNUSD=X

YTD

4.26%

1M

2.86%

6M

-2.85%

1Y

0.68%

5Y*

-0.04%

10Y*

-0.60%

TLT

YTD

1.75%

1M

1.01%

6M

-7.53%

1Y

0.03%

5Y*

-7.42%

10Y*

-1.15%

*Annualized

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Risk-Adjusted Performance

PLNUSD=X vs. TLT — Risk-Adjusted Performance Rank

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

PLNUSD=X
The Risk-Adjusted Performance Rank of PLNUSD=X is 4242
Overall Rank
The Sharpe Ratio Rank of PLNUSD=X is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of PLNUSD=X is 4040
Sortino Ratio Rank
The Omega Ratio Rank of PLNUSD=X is 4040
Omega Ratio Rank
The Calmar Ratio Rank of PLNUSD=X is 4646
Calmar Ratio Rank
The Martin Ratio Rank of PLNUSD=X is 4242
Martin Ratio Rank

TLT
The Risk-Adjusted Performance Rank of TLT is 77
Overall Rank
The Sharpe Ratio Rank of TLT is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of TLT is 66
Sortino Ratio Rank
The Omega Ratio Rank of TLT is 66
Omega Ratio Rank
The Calmar Ratio Rank of TLT is 77
Calmar Ratio Rank
The Martin Ratio Rank of TLT is 77
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.

PLNUSD=X vs. TLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PLN/USD (PLNUSD=X) and iShares 20+ Year Treasury Bond ETF (TLT). 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 PLNUSD=X, currently valued at -0.14, compared to the broader market0.002.004.006.008.00-0.14-0.01
The chart of Sortino ratio for PLNUSD=X, currently valued at -0.13, compared to the broader market0.0010.0020.0030.00-0.130.08
The chart of Omega ratio for PLNUSD=X, currently valued at 0.98, compared to the broader market2.004.006.008.000.981.01
The chart of Calmar ratio for PLNUSD=X, currently valued at -0.02, compared to the broader market0.0020.0040.0060.00-0.02-0.00
The chart of Martin ratio for PLNUSD=X, currently valued at -0.24, compared to the broader market0.00100.00200.00300.00400.00500.00-0.24-0.01
PLNUSD=X
TLT

The current PLNUSD=X Sharpe Ratio is -0.14, which is lower than the TLT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of PLNUSD=X and TLT, 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-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.14
-0.01
PLNUSD=X
TLT

Drawdowns

PLNUSD=X vs. TLT - Drawdown Comparison

The maximum PLNUSD=X drawdown since its inception was -65.59%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for PLNUSD=X and TLT. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%SeptemberOctoberNovemberDecember2025February
-49.01%
-41.71%
PLNUSD=X
TLT

Volatility

PLNUSD=X vs. TLT - Volatility Comparison

The current volatility for PLN/USD (PLNUSD=X) is 2.94%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.45%. This indicates that PLNUSD=X experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.94%
3.45%
PLNUSD=X
TLT
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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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