^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 0.21, 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
Key characteristics
^TYX:
-0.30
ES=F:
0.19
^TYX:
-0.31
ES=F:
0.34
^TYX:
0.97
ES=F:
1.05
^TYX:
-0.10
ES=F:
0.22
^TYX:
-0.62
ES=F:
0.82
^TYX:
8.65%
ES=F:
3.36%
^TYX:
18.46%
ES=F:
14.35%
^TYX:
-88.52%
ES=F:
-57.11%
^TYX:
-45.03%
ES=F:
-12.53%
Returns By Period
In the year-to-date period, ^TYX achieves a -6.29% return, which is significantly higher than ES=F's -9.19% return. Over the past 10 years, ^TYX has underperformed ES=F with an annualized return of 5.60%, while ES=F has yielded a comparatively higher 9.27% annualized return.
^TYX
-6.29%
-0.71%
7.30%
-0.53%
29.24%
5.60%
ES=F
-9.19%
-6.89%
-6.24%
2.35%
15.01%
9.27%
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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.
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.
Volatility
^TYX vs. ES=F - Volatility Comparison
The current volatility for Treasury Yield 30 Years (^TYX) is 4.18%, while S&P 500 E-Mini Futures (ES=F) has a volatility of 6.99%. 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.