^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 0.23, 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:
0.07
ES=F:
1.29
^FVX:
0.26
ES=F:
1.81
^FVX:
1.03
ES=F:
1.25
^FVX:
0.03
ES=F:
1.88
^FVX:
0.12
ES=F:
7.06
^FVX:
13.13%
ES=F:
2.33%
^FVX:
22.50%
ES=F:
12.75%
^FVX:
-97.53%
ES=F:
-57.11%
^FVX:
-44.36%
ES=F:
-0.17%
Returns By Period
In the year-to-date period, ^FVX achieves a 0.30% return, which is significantly lower than ES=F's 3.53% return. Both investments have delivered pretty close results over the past 10 years, with ^FVX having a 10.61% annualized return and ES=F not far behind at 10.47%.
^FVX
0.30%
-0.48%
20.72%
3.34%
27.22%
10.61%
ES=F
3.53%
1.27%
8.92%
23.11%
11.69%
10.47%
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Risk-Adjusted Performance
^FVX vs. ES=F — Risk-Adjusted Performance Rank
^FVX
ES=F
^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 5.75% compared to S&P 500 E-Mini Futures (ES=F) at 3.06%. 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.