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TBB vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

TBB vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. 5.35% GLB NTS 66 (TBB) and Cboe 10-Year Treasury Note Yield Index (^TNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBB achieves a -4.45% return, which is significantly lower than ^TNX's 9.75% return.


TBB

1D
-0.10%
1M
0.10%
6M
-5.88%
YTD
-4.45%
1Y
-5.52%
3Y*
1.00%
5Y*
0.53%
10Y*

^TNX

1D
0.66%
1M
1.83%
6M
9.54%
YTD
9.75%
1Y
3.30%
3Y*
4.71%
5Y*
27.50%
10Y*
11.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBB vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBB
AT&T Inc. 5.35% GLB NTS 66
-4.45%-3.34%10.14%14.65%-12.18%-0.72%7.21%26.60%-9.95%3.45%
^TNX
Cboe 10-Year Treasury Note Yield Index
9.75%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%11.68%2.65%

Correlation

The correlation between TBB and ^TNX is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.29

Correlation (3Y)
Calculated over the trailing 3-year period

-0.36

Correlation (5Y)
Calculated over the trailing 5-year period

-0.30

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

-0.19

The correlation between TBB and ^TNX shifts across timeframes, from -0.36 (3 years) to -0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TBB vs. ^TNX — Risk / Return Rank

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

TBB
TBB Risk / Return Rank: 2020
Overall Rank
TBB Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TBB Sortino Ratio Rank: 1515
Sortino Ratio Rank
TBB Omega Ratio Rank: 1616
Omega Ratio Rank
TBB Calmar Ratio Rank: 2828
Calmar Ratio Rank
TBB Martin Ratio Rank: 2424
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1919
Overall Rank
^TNX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1818
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1717
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2020
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1919
Martin Ratio Rank
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.

TBB vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. 5.35% GLB NTS 66 (TBB) and Cboe 10-Year Treasury Note Yield Index (^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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TBB^TNXDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

0.90

1.07

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.49

0.43

-0.92

Martin ratioReturn relative to average drawdown

-0.97

0.78

-1.74

TBB vs. ^TNX - Sharpe Ratio Comparison

The current TBB Sharpe Ratio is -0.67, which is lower than the ^TNX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of TBB and ^TNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TBB vs. ^TNX - Drawdown Comparison

The maximum TBB drawdown since its inception was -16.09%, smaller than the maximum ^TNX drawdown of -96.85%. Use the drawdown chart below to compare losses from any high point for TBB and ^TNX.


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Drawdown Indicators


TBB^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-16.09%

-96.85%

+80.76%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-11.94%

+0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

-27.41%

+15.94%

Max Drawdown (5Y)

Largest decline over 5 years

-15.68%

-27.41%

+11.73%

Max Drawdown (10Y)

Largest decline over 10 years

-84.57%

Current Drawdown

Current decline from peak

-10.38%

-71.16%

+60.78%

Average Drawdown

Average peak-to-trough decline

-3.37%

-55.02%

+51.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

6.64%

-0.88%

Volatility

TBB vs. ^TNX - Volatility Comparison

The current volatility for AT&T Inc. 5.35% GLB NTS 66 (TBB) is 2.19%, while Cboe 10-Year Treasury Note Yield Index (^TNX) has a volatility of 4.22%. This indicates that TBB 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.


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Volatility by Period


TBB^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

4.22%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

5.02%

11.02%

-6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

8.36%

15.08%

-6.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.14%

31.86%

-20.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.92%

47.73%

-36.81%

Frequently Asked Questions


TBB and ^TNX have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^TNX has higher volatility (4.22%) compared to TBB (2.19%). In terms of maximum drawdown, TBB dropped -16.09% vs ^TNX's -96.85%.

^TNX currently has the higher Sharpe Ratio (0.34 vs -0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TBB and ^TNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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