^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:
0.65
ES=F:
1.78
^TYX:
1.08
ES=F:
2.42
^TYX:
1.12
ES=F:
1.35
^TYX:
0.24
ES=F:
2.55
^TYX:
1.51
ES=F:
9.62
^TYX:
8.13%
ES=F:
2.32%
^TYX:
18.91%
ES=F:
12.37%
^TYX:
-88.52%
ES=F:
-57.11%
^TYX:
-41.14%
ES=F:
-0.82%
Returns By Period
In the year-to-date period, ^TYX achieves a 0.33% return, which is significantly lower than ES=F's 2.82% return. Over the past 10 years, ^TYX has underperformed ES=F with an annualized return of 7.03%, while ES=F has yielded a comparatively higher 10.72% annualized return.
^TYX
0.33%
1.82%
7.40%
11.26%
16.77%
7.03%
ES=F
2.82%
1.69%
9.00%
25.04%
11.65%
10.72%
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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
Treasury Yield 30 Years (^TYX) and S&P 500 E-Mini Futures (ES=F) have volatilities of 3.48% and 3.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.