^FVX vs. OIL.NS
Compare and contrast key facts about Treasury Yield 5 Years (^FVX) and Oil India Limited (OIL.NS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FVX or OIL.NS.
Key characteristics
| ^FVX | OIL.NS | |
|---|---|---|
| YTD Return | -4.79% | 180.22% |
| 1Y Return | -16.61% | 275.91% |
| 3Y Return (Ann) | 66.77% | 92.76% |
| 5Y Return (Ann) | 20.84% | 56.95% |
| 10Y Return (Ann) | 8.03% | 18.89% |
| Sharpe Ratio | -0.65 | 5.89 |
| Daily Std Dev | 26.07% | 46.33% |
| Max Drawdown | -97.53% | -71.23% |
| Current Drawdown | -53.70% | -7.93% |
Correlation
The correlation between ^FVX and OIL.NS is 0.03, 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. OIL.NS - Performance Comparison
In the year-to-date period, ^FVX achieves a -4.79% return, which is significantly lower than OIL.NS's 180.22% return. Over the past 10 years, ^FVX has underperformed OIL.NS with an annualized return of 8.03%, while OIL.NS has yielded a comparatively higher 18.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^FVX vs. OIL.NS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and Oil India Limited (OIL.NS). 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. OIL.NS - Drawdown Comparison
The maximum ^FVX drawdown since its inception was -97.53%, which is greater than OIL.NS's maximum drawdown of -71.23%. Use the drawdown chart below to compare losses from any high point for ^FVX and OIL.NS. For additional features, visit the drawdowns tool.
Volatility
^FVX vs. OIL.NS - Volatility Comparison
The current volatility for Treasury Yield 5 Years (^FVX) is 6.71%, while Oil India Limited (OIL.NS) has a volatility of 14.39%. This indicates that ^FVX experiences smaller price fluctuations and is considered to be less risky than OIL.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.