^TNX vs. ^TYX
Compare and contrast key facts about Treasury Yield 10 Years (^TNX) and Treasury Yield 30 Years (^TYX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TNX or ^TYX.
Correlation
The correlation between ^TNX and ^TYX is 0.94, 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.
Performance
^TNX vs. ^TYX - Performance Comparison
Key characteristics
^TNX:
0.23
^TYX:
0.52
^TNX:
0.48
^TYX:
0.88
^TNX:
1.05
^TYX:
1.10
^TNX:
0.09
^TYX:
0.18
^TNX:
0.46
^TYX:
1.16
^TNX:
10.44%
^TYX:
8.20%
^TNX:
21.08%
^TYX:
18.40%
^TNX:
-93.78%
^TYX:
-88.52%
^TNX:
-43.91%
^TYX:
-41.93%
Returns By Period
In the year-to-date period, ^TNX achieves a -1.60% return, which is significantly lower than ^TYX's -1.00% return. Over the past 10 years, ^TNX has outperformed ^TYX with an annualized return of 8.16%, while ^TYX has yielded a comparatively lower 5.82% annualized return.
^TNX
-1.60%
-1.62%
16.52%
4.05%
25.15%
8.16%
^TYX
-1.00%
-1.33%
14.61%
5.48%
19.42%
5.82%
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Risk-Adjusted Performance
^TNX vs. ^TYX — Risk-Adjusted Performance Rank
^TNX
^TYX
^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.
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.
Volatility
^TNX vs. ^TYX - Volatility Comparison
Treasury Yield 10 Years (^TNX) has a higher volatility of 5.64% compared to Treasury Yield 30 Years (^TYX) at 5.08%. 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.