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^DXY vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DXY and ^TNX is 0.11, 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.


-0.50.00.51.00.1

Performance

^DXY vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Dollar Currency Index (^DXY) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
5.53%
19.01%
^DXY
^TNX

Key characteristics

Sharpe Ratio

^DXY:

0.50

^TNX:

0.31

Sortino Ratio

^DXY:

0.75

^TNX:

0.60

Omega Ratio

^DXY:

1.09

^TNX:

1.07

Calmar Ratio

^DXY:

0.08

^TNX:

0.12

Martin Ratio

^DXY:

1.30

^TNX:

0.62

Ulcer Index

^DXY:

2.29%

^TNX:

10.42%

Daily Std Dev

^DXY:

5.83%

^TNX:

21.11%

Max Drawdown

^DXY:

-56.70%

^TNX:

-93.78%

Current Drawdown

^DXY:

-35.01%

^TNX:

-43.36%

Returns By Period

In the year-to-date period, ^DXY achieves a -1.32% return, which is significantly lower than ^TNX's -0.63% return. Over the past 10 years, ^DXY has underperformed ^TNX with an annualized return of 1.15%, while ^TNX has yielded a comparatively higher 7.89% annualized return.


^DXY

YTD

-1.32%

1M

-2.10%

6M

5.53%

1Y

2.65%

5Y*

1.25%

10Y*

1.15%

^TNX

YTD

-0.63%

1M

-1.41%

6M

19.02%

1Y

5.80%

5Y*

24.51%

10Y*

7.89%

*Annualized

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Risk-Adjusted Performance

^DXY vs. ^TNX — Risk-Adjusted Performance Rank

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

^DXY
The Risk-Adjusted Performance Rank of ^DXY is 2828
Overall Rank
The Sharpe Ratio Rank of ^DXY is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DXY is 3131
Sortino Ratio Rank
The Omega Ratio Rank of ^DXY is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ^DXY is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ^DXY is 3333
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 2121
Overall Rank
The Sharpe Ratio Rank of ^TNX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2020
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.

^DXY vs. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Dollar Currency Index (^DXY) 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.


Sharpe ratio
The chart of Sharpe ratio for ^DXY, currently valued at 0.50, compared to the broader market-0.500.000.501.001.502.002.500.500.30
The chart of Sortino ratio for ^DXY, currently valued at 0.75, compared to the broader market0.001.002.003.000.750.59
The chart of Omega ratio for ^DXY, currently valued at 1.09, compared to the broader market1.001.201.401.601.091.07
The chart of Calmar ratio for ^DXY, currently valued at 0.17, compared to the broader market0.001.002.003.004.000.170.12
The chart of Martin ratio for ^DXY, currently valued at 1.30, compared to the broader market0.005.0010.0015.0020.001.300.60
^DXY
^TNX

The current ^DXY Sharpe Ratio is 0.50, which is higher than the ^TNX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ^DXY and ^TNX, 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
0.50
0.30
^DXY
^TNX

Drawdowns

^DXY vs. ^TNX - Drawdown Comparison

The maximum ^DXY drawdown since its inception was -56.70%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for ^DXY and ^TNX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-11.45%
-43.36%
^DXY
^TNX

Volatility

^DXY vs. ^TNX - Volatility Comparison

The current volatility for US Dollar Currency Index (^DXY) is 2.20%, while Treasury Yield 10 Years (^TNX) has a volatility of 5.68%. This indicates that ^DXY 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.


2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
2.20%
5.68%
^DXY
^TNX
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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.

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