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^TNX vs. ^TYX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^TNX and ^TYX is 0.16, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

^TNX vs. ^TYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Treasury Yield 10 Years (^TNX) and Treasury Yield 30 Years (^TYX). The values are adjusted to include any dividend payments, if applicable.

-30.00%-25.00%-20.00%-15.00%NovemberDecember2025FebruaryMarchApril
-21.74%
-21.81%
^TNX
^TYX

Key characteristics

Sharpe Ratio

^TNX:

-0.23

^TYX:

0.14

Sortino Ratio

^TNX:

-0.18

^TYX:

0.34

Omega Ratio

^TNX:

0.98

^TYX:

1.04

Calmar Ratio

^TNX:

-0.09

^TYX:

0.05

Martin Ratio

^TNX:

-0.44

^TYX:

0.34

Ulcer Index

^TNX:

11.33%

^TYX:

7.76%

Daily Std Dev

^TNX:

21.89%

^TYX:

19.06%

Max Drawdown

^TNX:

-93.78%

^TYX:

-88.52%

Current Drawdown

^TNX:

-45.32%

^TYX:

-41.60%

Returns By Period

In the year-to-date period, ^TNX achieves a -4.07% return, which is significantly lower than ^TYX's -0.44% return. Over the past 10 years, ^TNX has outperformed ^TYX with an annualized return of 8.62%, while ^TYX has yielded a comparatively lower 6.04% annualized return.


^TNX

YTD

-4.07%

1M

1.86%

6M

4.45%

1Y

-5.70%

5Y*

49.31%

10Y*

8.62%

^TYX

YTD

-0.44%

1M

2.34%

6M

6.72%

1Y

-0.40%

5Y*

31.55%

10Y*

6.04%

*Annualized

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Risk-Adjusted Performance

^TNX vs. ^TYX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 2121
Overall Rank
The Sharpe Ratio Rank of ^TNX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2121
Martin Ratio Rank

^TYX
The Risk-Adjusted Performance Rank of ^TYX is 3636
Overall Rank
The Sharpe Ratio Rank of ^TYX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TYX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ^TYX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ^TYX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ^TYX is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^TNX vs. ^TYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 10 Years (^TNX) and Treasury Yield 30 Years (^TYX). 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 chart of Sharpe ratio for ^TNX, currently valued at -0.11, compared to the broader market-0.500.000.501.001.50
^TNX: -0.11
^TYX: 0.14
The chart of Sortino ratio for ^TNX, currently valued at 0.00, compared to the broader market-1.000.001.002.00
^TNX: 0.00
^TYX: 0.34
The chart of Omega ratio for ^TNX, currently valued at 1.00, compared to the broader market0.901.001.101.201.30
^TNX: 1.00
^TYX: 1.04
The chart of Calmar ratio for ^TNX, currently valued at -0.04, compared to the broader market-0.500.000.501.00
^TNX: -0.04
^TYX: 0.05
The chart of Martin ratio for ^TNX, currently valued at -0.22, compared to the broader market-2.000.002.004.006.00
^TNX: -0.22
^TYX: 0.34

The current ^TNX Sharpe Ratio is -0.23, which is lower than the ^TYX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of ^TNX and ^TYX, 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 Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.11
0.14
^TNX
^TYX

Drawdowns

^TNX vs. ^TYX - Drawdown Comparison

The maximum ^TNX drawdown since its inception was -93.78%, which is greater than ^TYX's maximum drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for ^TNX and ^TYX. For additional features, visit the drawdowns tool.


-50.00%-48.00%-46.00%-44.00%-42.00%-40.00%-38.00%NovemberDecember2025FebruaryMarchApril
-45.32%
-41.60%
^TNX
^TYX

Volatility

^TNX vs. ^TYX - Volatility Comparison

Treasury Yield 10 Years (^TNX) has a higher volatility of 9.26% compared to Treasury Yield 30 Years (^TYX) at 8.07%. This indicates that ^TNX's price experiences larger fluctuations and is considered to be riskier than ^TYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
9.26%
8.07%
^TNX
^TYX