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TVC vs. ^N225
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TVC and ^N225 is 0.07, 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

TVC vs. ^N225 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tennessee Valley Authority PARRS D 2028 (TVC) and Nikkei 225 (^N225). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%December2025FebruaryMarchAprilMay
203.82%
135.69%
TVC
^N225

Key characteristics

Sharpe Ratio

TVC:

1.26

^N225:

-0.05

Sortino Ratio

TVC:

1.82

^N225:

0.19

Omega Ratio

TVC:

1.24

^N225:

1.03

Calmar Ratio

TVC:

0.55

^N225:

-0.01

Martin Ratio

TVC:

5.75

^N225:

-0.03

Ulcer Index

TVC:

1.49%

^N225:

9.84%

Daily Std Dev

TVC:

7.32%

^N225:

29.86%

Max Drawdown

TVC:

-25.14%

^N225:

-81.87%

Current Drawdown

TVC:

-7.86%

^N225:

-11.18%

Returns By Period

In the year-to-date period, TVC achieves a 5.08% return, which is significantly higher than ^N225's -5.99% return. Over the past 10 years, TVC has underperformed ^N225 with an annualized return of 2.26%, while ^N225 has yielded a comparatively higher 6.80% annualized return.


TVC

YTD

5.08%

1M

-0.25%

6M

3.49%

1Y

9.14%

5Y*

1.02%

10Y*

2.26%

^N225

YTD

-5.99%

1M

18.25%

6M

-5.06%

1Y

-1.50%

5Y*

13.52%

10Y*

6.80%

*Annualized

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Risk-Adjusted Performance

TVC vs. ^N225 — Risk-Adjusted Performance Rank

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

TVC
The Risk-Adjusted Performance Rank of TVC is 8383
Overall Rank
The Sharpe Ratio Rank of TVC is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of TVC is 8383
Sortino Ratio Rank
The Omega Ratio Rank of TVC is 8181
Omega Ratio Rank
The Calmar Ratio Rank of TVC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of TVC is 8989
Martin Ratio Rank

^N225
The Risk-Adjusted Performance Rank of ^N225 is 2828
Overall Rank
The Sharpe Ratio Rank of ^N225 is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ^N225 is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ^N225 is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ^N225 is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ^N225 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.

TVC vs. ^N225 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tennessee Valley Authority PARRS D 2028 (TVC) and Nikkei 225 (^N225). 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.


The current TVC Sharpe Ratio is 1.26, which is higher than the ^N225 Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of TVC and ^N225, 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-0.500.000.501.001.50December2025FebruaryMarchAprilMay
1.23
0.19
TVC
^N225

Drawdowns

TVC vs. ^N225 - Drawdown Comparison

The maximum TVC drawdown since its inception was -25.14%, smaller than the maximum ^N225 drawdown of -81.87%. Use the drawdown chart below to compare losses from any high point for TVC and ^N225. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%December2025FebruaryMarchAprilMay
-7.86%
-10.08%
TVC
^N225

Volatility

TVC vs. ^N225 - Volatility Comparison

The current volatility for Tennessee Valley Authority PARRS D 2028 (TVC) is 1.24%, while Nikkei 225 (^N225) has a volatility of 3.76%. This indicates that TVC experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
1.24%
3.76%
TVC
^N225