^N225 vs. TLT
Compare and contrast key facts about Nikkei 225 (^N225) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^N225 or TLT.
Correlation
The correlation between ^N225 and TLT is 0.08, 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
^N225 vs. TLT - Performance Comparison
Key characteristics
^N225:
0.08
TLT:
0.04
^N225:
0.28
TLT:
0.15
^N225:
1.04
TLT:
1.02
^N225:
0.08
TLT:
0.01
^N225:
0.28
TLT:
0.08
^N225:
7.68%
TLT:
6.85%
^N225:
25.96%
TLT:
13.80%
^N225:
-81.87%
TLT:
-48.35%
^N225:
-8.16%
TLT:
-41.00%
Returns By Period
In the year-to-date period, ^N225 achieves a -2.80% return, which is significantly lower than TLT's 2.98% return. Over the past 10 years, ^N225 has outperformed TLT with an annualized return of 7.75%, while TLT has yielded a comparatively lower -1.16% annualized return.
^N225
-2.80%
-2.19%
1.08%
-0.82%
10.91%
7.75%
TLT
2.98%
2.77%
-7.02%
0.75%
-7.19%
-1.16%
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Risk-Adjusted Performance
^N225 vs. TLT — Risk-Adjusted Performance Rank
^N225
TLT
^N225 vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nikkei 225 (^N225) and iShares 20+ Year Treasury Bond ETF (TLT). 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
^N225 vs. TLT - Drawdown Comparison
The maximum ^N225 drawdown since its inception was -81.87%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for ^N225 and TLT. For additional features, visit the drawdowns tool.
Volatility
^N225 vs. TLT - Volatility Comparison
Nikkei 225 (^N225) has a higher volatility of 5.04% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.81%. This indicates that ^N225's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.