^FVX vs. ES=F
Compare and contrast key facts about Treasury Yield 5 Years (^FVX) and S&P 500 E-Mini Futures (ES=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FVX or ES=F.
Correlation
The correlation between ^FVX and ES=F is 0.24, 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
^FVX vs. ES=F - Performance Comparison
Key characteristics
^FVX:
0.57
ES=F:
1.59
^FVX:
1.01
ES=F:
2.18
^FVX:
1.12
ES=F:
1.31
^FVX:
0.24
ES=F:
2.25
^FVX:
1.08
ES=F:
9.09
^FVX:
12.87%
ES=F:
2.16%
^FVX:
23.96%
ES=F:
11.88%
^FVX:
-97.53%
ES=F:
-57.11%
^FVX:
-44.53%
ES=F:
-3.90%
Returns By Period
In the year-to-date period, ^FVX achieves a 14.06% return, which is significantly lower than ES=F's 21.79% return. Both investments have delivered pretty close results over the past 10 years, with ^FVX having a 10.20% annualized return and ES=F not far behind at 10.16%.
^FVX
14.06%
3.16%
2.67%
13.06%
20.39%
10.20%
ES=F
21.79%
-1.30%
7.02%
23.40%
11.42%
10.16%
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Risk-Adjusted Performance
^FVX vs. ES=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and S&P 500 E-Mini Futures (ES=F). 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.
Drawdowns
^FVX vs. ES=F - Drawdown Comparison
The maximum ^FVX drawdown since its inception was -97.53%, which is greater than ES=F's maximum drawdown of -57.11%. Use the drawdown chart below to compare losses from any high point for ^FVX and ES=F. For additional features, visit the drawdowns tool.
Volatility
^FVX vs. ES=F - Volatility Comparison
Treasury Yield 5 Years (^FVX) has a higher volatility of 5.90% compared to S&P 500 E-Mini Futures (ES=F) at 3.53%. This indicates that ^FVX's price experiences larger fluctuations and is considered to be riskier than ES=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.