PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TBX vs. ^TYX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TBX and ^TYX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

TBX vs. ^TYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 7-10 Year Treasury (TBX) and Treasury Yield 30 Years (^TYX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
6.58%
15.27%
TBX
^TYX

Key characteristics

Sharpe Ratio

TBX:

0.83

^TYX:

0.48

Sortino Ratio

TBX:

1.25

^TYX:

0.84

Omega Ratio

TBX:

1.14

^TYX:

1.09

Calmar Ratio

TBX:

0.23

^TYX:

0.17

Martin Ratio

TBX:

2.03

^TYX:

1.09

Ulcer Index

TBX:

2.77%

^TYX:

8.19%

Daily Std Dev

TBX:

6.78%

^TYX:

18.39%

Max Drawdown

TBX:

-41.03%

^TYX:

-88.52%

Current Drawdown

TBX:

-18.57%

^TYX:

-41.60%

Returns By Period

In the year-to-date period, TBX achieves a 0.07% return, which is significantly higher than ^TYX's -0.44% return. Over the past 10 years, TBX has underperformed ^TYX with an annualized return of 0.97%, while ^TYX has yielded a comparatively higher 5.57% annualized return.


TBX

YTD

0.07%

1M

-0.72%

6M

7.12%

1Y

5.27%

5Y*

4.85%

10Y*

0.97%

^TYX

YTD

-0.44%

1M

-1.65%

6M

17.63%

1Y

7.10%

5Y*

19.57%

10Y*

5.57%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TBX vs. ^TYX — Risk-Adjusted Performance Rank

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

TBX
The Risk-Adjusted Performance Rank of TBX is 2525
Overall Rank
The Sharpe Ratio Rank of TBX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of TBX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of TBX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of TBX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of TBX is 2323
Martin Ratio Rank

^TYX
The Risk-Adjusted Performance Rank of ^TYX is 2929
Overall Rank
The Sharpe Ratio Rank of ^TYX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TYX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of ^TYX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ^TYX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ^TYX is 2929
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.

TBX vs. ^TYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 7-10 Year Treasury (TBX) and Treasury Yield 30 Years (^TYX). 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 TBX, currently valued at 0.80, compared to the broader market0.002.004.000.800.48
The chart of Sortino ratio for TBX, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.0010.0012.001.220.84
The chart of Omega ratio for TBX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.09
The chart of Calmar ratio for TBX, currently valued at 0.22, compared to the broader market0.005.0010.0015.000.220.39
The chart of Martin ratio for TBX, currently valued at 1.93, compared to the broader market0.0020.0040.0060.0080.00100.001.931.09
TBX
^TYX

The current TBX Sharpe Ratio is 0.83, which is higher than the ^TYX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of TBX and ^TYX, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.80
0.48
TBX
^TYX

Drawdowns

TBX vs. ^TYX - Drawdown Comparison

The maximum TBX drawdown since its inception was -41.03%, smaller than the maximum ^TYX drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for TBX and ^TYX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-18.57%
-6.62%
TBX
^TYX

Volatility

TBX vs. ^TYX - Volatility Comparison

The current volatility for ProShares Short 7-10 Year Treasury (TBX) is 1.49%, while Treasury Yield 30 Years (^TYX) has a volatility of 5.06%. This indicates that TBX experiences smaller price fluctuations and is considered to be less risky than ^TYX 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%6.00%7.00%SeptemberOctoberNovemberDecember2025February
1.49%
5.06%
TBX
^TYX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab