^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:
0.48
ES=F:
1.29
^TYX:
0.84
ES=F:
1.81
^TYX:
1.09
ES=F:
1.25
^TYX:
0.17
ES=F:
1.88
^TYX:
1.09
ES=F:
7.06
^TYX:
8.19%
ES=F:
2.33%
^TYX:
18.39%
ES=F:
12.75%
^TYX:
-88.52%
ES=F:
-57.11%
^TYX:
-41.60%
ES=F:
-0.17%
Returns By Period
In the year-to-date period, ^TYX achieves a -0.44% return, which is significantly lower than ES=F's 3.53% return. Over the past 10 years, ^TYX has underperformed ES=F with an annualized return of 5.57%, while ES=F has yielded a comparatively higher 10.47% annualized return.
^TYX
-0.44%
-1.65%
17.63%
7.10%
19.57%
5.57%
ES=F
3.53%
1.27%
8.92%
23.11%
11.69%
10.47%
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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) has a higher volatility of 4.89% compared to S&P 500 E-Mini Futures (ES=F) at 3.06%. This indicates that ^TYX's price experiences larger fluctuations and is considered to be riskier than ES=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.