^TYX vs. ES=F
Compare and contrast key facts about Treasury Yield 30 Years (^TYX) and S&P 500 E-Mini Futures (ES=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TYX or ES=F.
Correlation
The correlation between ^TYX and ES=F is 0.22, 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
^TYX vs. ES=F - Performance Comparison
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Key characteristics
^TYX:
0.35
ES=F:
0.64
^TYX:
0.74
ES=F:
0.92
^TYX:
1.08
ES=F:
1.13
^TYX:
0.15
ES=F:
0.59
^TYX:
1.01
ES=F:
2.22
^TYX:
7.81%
ES=F:
4.92%
^TYX:
19.06%
ES=F:
19.38%
^TYX:
-88.52%
ES=F:
-57.11%
^TYX:
-39.42%
ES=F:
-4.14%
Returns By Period
In the year-to-date period, ^TYX achieves a 3.28% return, which is significantly higher than ES=F's -0.47% return. Over the past 10 years, ^TYX has underperformed ES=F with an annualized return of 5.26%, while ES=F has yielded a comparatively higher 10.39% annualized return.
^TYX
3.28%
1.35%
8.00%
6.92%
30.05%
5.26%
ES=F
-0.47%
9.58%
-1.75%
12.63%
15.26%
10.39%
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Risk-Adjusted Performance
^TYX vs. ES=F — Risk-Adjusted Performance Rank
^TYX
ES=F
^TYX vs. ES=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) and S&P 500 E-Mini Futures (ES=F). 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.
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Drawdowns
^TYX vs. ES=F - Drawdown Comparison
The maximum ^TYX drawdown since its inception was -88.52%, which is greater than ES=F's maximum drawdown of -57.11%. Use the drawdown chart below to compare losses from any high point for ^TYX and ES=F. For additional features, visit the drawdowns tool.
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Volatility
^TYX vs. ES=F - Volatility Comparison
The current volatility for Treasury Yield 30 Years (^TYX) is 4.67%, while S&P 500 E-Mini Futures (ES=F) has a volatility of 5.81%. This indicates that ^TYX experiences smaller price fluctuations and is considered to be less risky than ES=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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