^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
Key characteristics
^TYX:
0.15
ES=F:
0.24
^TYX:
0.36
ES=F:
0.48
^TYX:
1.04
ES=F:
1.07
^TYX:
0.06
ES=F:
0.24
^TYX:
0.37
ES=F:
0.96
^TYX:
7.76%
ES=F:
5.00%
^TYX:
19.03%
ES=F:
19.09%
^TYX:
-88.52%
ES=F:
-57.11%
^TYX:
-41.93%
ES=F:
-9.95%
Returns By Period
In the year-to-date period, ^TYX achieves a -1.00% return, which is significantly higher than ES=F's -6.50% return. Over the past 10 years, ^TYX has underperformed ES=F with an annualized return of 5.76%, while ES=F has yielded a comparatively higher 9.37% annualized return.
^TYX
-1.00%
1.17%
5.31%
-1.70%
31.38%
5.76%
ES=F
-6.50%
-3.64%
-5.07%
9.20%
12.90%
9.37%
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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 7.37%, while S&P 500 E-Mini Futures (ES=F) has a volatility of 14.95%. 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.