RSI.TO vs. ^TNX
Compare and contrast key facts about Rogers Sugar Inc. (RSI.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: RSI.TO or ^TNX.
Key characteristics
RSI.TO | ^TNX | |
---|---|---|
YTD Return | 11.33% | 12.67% |
1Y Return | 3.37% | 21.64% |
3Y Return (Ann) | 7.81% | 38.67% |
5Y Return (Ann) | 6.96% | 12.77% |
10Y Return (Ann) | 9.75% | 5.58% |
Sharpe Ratio | 0.18 | 0.96 |
Daily Std Dev | 19.30% | 25.17% |
Max Drawdown | -42.94% | -93.78% |
Current Drawdown | -1.33% | -45.71% |
Correlation
The correlation between RSI.TO and ^TNX is 0.09, 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
RSI.TO vs. ^TNX - Performance Comparison
In the year-to-date period, RSI.TO achieves a 11.33% return, which is significantly lower than ^TNX's 12.67% return. Over the past 10 years, RSI.TO has outperformed ^TNX with an annualized return of 9.75%, while ^TNX has yielded a comparatively lower 5.58% 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
RSI.TO vs. ^TNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rogers Sugar Inc. (RSI.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
RSI.TO vs. ^TNX - Drawdown Comparison
The maximum RSI.TO drawdown since its inception was -42.94%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for RSI.TO and ^TNX. For additional features, visit the drawdowns tool.
Volatility
RSI.TO vs. ^TNX - Volatility Comparison
Rogers Sugar Inc. (RSI.TO) has a higher volatility of 10.17% compared to Treasury Yield 10 Years (^TNX) at 4.95%. This indicates that RSI.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.