^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:
-0.63
ES=F:
0.25
^FVX:
-0.77
ES=F:
0.50
^FVX:
0.91
ES=F:
1.07
^FVX:
-0.26
ES=F:
0.25
^FVX:
-1.12
ES=F:
0.99
^FVX:
13.30%
ES=F:
5.12%
^FVX:
23.75%
ES=F:
19.07%
^FVX:
-97.53%
ES=F:
-57.11%
^FVX:
-51.67%
ES=F:
-9.60%
Returns By Period
In the year-to-date period, ^FVX achieves a -12.88% return, which is significantly lower than ES=F's -6.14% return. Both investments have delivered pretty close results over the past 10 years, with ^FVX having a 9.75% annualized return and ES=F not far behind at 9.46%.
^FVX
-12.88%
-4.14%
-7.02%
-17.74%
61.72%
9.75%
ES=F
-6.14%
-0.38%
-4.79%
8.25%
12.47%
9.46%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
The current volatility for Treasury Yield 5 Years (^FVX) is 9.17%, while S&P 500 E-Mini Futures (ES=F) has a volatility of 14.04%. This indicates that ^FVX experiences smaller price fluctuations and is considered to be less risky than ES=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.