^TNX vs. QYLD

In the year-to-date period, ^TNX achieves a -4.37% return, which is significantly higher than QYLD's -6.31% return. Over the past 10 years, ^TNX has underperformed QYLD with an annualized return of 6.85%, while QYLD has yielded a comparatively higher 7.67% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 10 Years (^TNX) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.

The current ^TNX Sharpe Ratio is -0.12, which is lower than the QYLD Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of ^TNX and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^TNX drawdown since its inception was -93.78%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for ^TNX and QYLD. For additional features, visit the drawdowns tool.