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USD=X vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

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USD=X vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
^TNX
Treasury Yield 10 Years
3.60%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%11.68%-1.68%

Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

^TNX

1D
-0.14%
1M
6.34%
YTD
3.60%
6M
5.50%
1Y
2.79%
3Y*
7.93%
5Y*
20.77%
10Y*
9.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

USD=X vs. ^TNX — Risk / Return Rank

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

USD=X

^TNX
^TNX Risk / Return Rank: 2020
Overall Rank
^TNX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1919
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1818
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2323
Calmar Ratio Rank
^TNX Martin Ratio Rank: 2222
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.

USD=X vs. ^TNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. ^TNX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=X^TNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

Drawdowns

USD=X vs. ^TNX - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for USD=X and ^TNX.


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Drawdown Indicators


USD=X^TNXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-93.78%

+93.78%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-13.99%

+13.99%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-31.74%

+31.74%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-84.57%

+84.57%

Current Drawdown

Current decline from peak

0.00%

-46.24%

+46.24%

Average Drawdown

Average peak-to-trough decline

0.00%

-51.38%

+51.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

8.40%

-8.40%

Volatility

USD=X vs. ^TNX - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Treasury Yield 10 Years (^TNX) has a volatility of 5.90%. This indicates that USD=X 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


USD=X^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.90%

-5.90%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

10.53%

-10.53%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

17.76%

-17.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

32.94%

-32.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

48.17%

-48.17%