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^IDCOT10TR vs. TLH
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^IDCOT10TR and TLH is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

^IDCOT10TR vs. TLH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) and iShares 10-20 Year Treasury Bond ETF (TLH). The values are adjusted to include any dividend payments, if applicable.

65.00%70.00%75.00%80.00%85.00%JulyAugustSeptemberOctoberNovemberDecember
67.84%
65.27%
^IDCOT10TR
TLH

Key characteristics

Sharpe Ratio

^IDCOT10TR:

-0.32

TLH:

-0.33

Sortino Ratio

^IDCOT10TR:

-0.36

TLH:

-0.38

Omega Ratio

^IDCOT10TR:

0.96

TLH:

0.96

Calmar Ratio

^IDCOT10TR:

-0.10

TLH:

-0.10

Martin Ratio

^IDCOT10TR:

-0.75

TLH:

-0.77

Ulcer Index

^IDCOT10TR:

4.96%

TLH:

4.98%

Daily Std Dev

^IDCOT10TR:

11.62%

TLH:

11.57%

Max Drawdown

^IDCOT10TR:

-41.24%

TLH:

-41.14%

Current Drawdown

^IDCOT10TR:

-33.43%

TLH:

-33.41%

Returns By Period

In the year-to-date period, ^IDCOT10TR achieves a -3.51% return, which is significantly higher than TLH's -3.73% return. Over the past 10 years, ^IDCOT10TR has outperformed TLH with an annualized return of -0.38%, while TLH has yielded a comparatively lower -0.46% annualized return.


^IDCOT10TR

YTD

-3.51%

1M

-1.32%

6M

-1.87%

1Y

-3.30%

5Y*

-4.30%

10Y*

-0.38%

TLH

YTD

-3.73%

1M

-1.18%

6M

-1.91%

1Y

-3.14%

5Y*

-4.29%

10Y*

-0.46%

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

^IDCOT10TR vs. TLH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) and iShares 10-20 Year Treasury Bond ETF (TLH). 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 ^IDCOT10TR, currently valued at -0.32, compared to the broader market0.001.002.00-0.32-0.33
The chart of Sortino ratio for ^IDCOT10TR, currently valued at -0.36, compared to the broader market-1.000.001.002.003.00-0.36-0.38
The chart of Omega ratio for ^IDCOT10TR, currently valued at 0.96, compared to the broader market0.901.001.101.201.301.400.960.96
The chart of Calmar ratio for ^IDCOT10TR, currently valued at -0.10, compared to the broader market0.001.002.003.00-0.10-0.10
The chart of Martin ratio for ^IDCOT10TR, currently valued at -0.75, compared to the broader market0.005.0010.0015.0020.00-0.75-0.77
^IDCOT10TR
TLH

The current ^IDCOT10TR Sharpe Ratio is -0.32, which is comparable to the TLH Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of ^IDCOT10TR and TLH, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.32
-0.33
^IDCOT10TR
TLH

Drawdowns

^IDCOT10TR vs. TLH - Drawdown Comparison

The maximum ^IDCOT10TR drawdown since its inception was -41.24%, roughly equal to the maximum TLH drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for ^IDCOT10TR and TLH. For additional features, visit the drawdowns tool.


-34.00%-32.00%-30.00%-28.00%-26.00%JulyAugustSeptemberOctoberNovemberDecember
-33.43%
-33.41%
^IDCOT10TR
TLH

Volatility

^IDCOT10TR vs. TLH - Volatility Comparison

ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) has a higher volatility of 3.69% compared to iShares 10-20 Year Treasury Bond ETF (TLH) at 3.36%. This indicates that ^IDCOT10TR's price experiences larger fluctuations and is considered to be riskier than TLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.69%
3.36%
^IDCOT10TR
TLH
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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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