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^TYX vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^TYX and GC=F is 0.24, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

^TYX vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Treasury Yield 30 Years (^TYX) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
-17.61%
1,115.85%
^TYX
GC=F

Key characteristics

Sharpe Ratio

^TYX:

0.15

GC=F:

2.27

Sortino Ratio

^TYX:

0.36

GC=F:

2.92

Omega Ratio

^TYX:

1.04

GC=F:

1.41

Calmar Ratio

^TYX:

0.06

GC=F:

4.76

Martin Ratio

^TYX:

0.37

GC=F:

12.08

Ulcer Index

^TYX:

7.76%

GC=F:

3.15%

Daily Std Dev

^TYX:

19.03%

GC=F:

16.53%

Max Drawdown

^TYX:

-88.52%

GC=F:

-44.36%

Current Drawdown

^TYX:

-41.93%

GC=F:

-2.23%

Returns By Period

In the year-to-date period, ^TYX achieves a -1.00% return, which is significantly lower than GC=F's 26.66% return. Over the past 10 years, ^TYX has underperformed GC=F with an annualized return of 5.76%, while GC=F has yielded a comparatively higher 9.39% annualized return.


^TYX

YTD

-1.00%

1M

1.17%

6M

5.31%

1Y

-1.70%

5Y*

31.38%

10Y*

5.76%

GC=F

YTD

26.66%

1M

10.24%

6M

21.50%

1Y

42.94%

5Y*

12.61%

10Y*

9.39%

*Annualized

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Risk-Adjusted Performance

^TYX vs. GC=F — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^TYX
The Risk-Adjusted Performance Rank of ^TYX is 3434
Overall Rank
The Sharpe Ratio Rank of ^TYX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TYX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ^TYX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of ^TYX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of ^TYX is 3434
Martin Ratio Rank

GC=F
The Risk-Adjusted Performance Rank of GC=F is 9494
Overall Rank
The Sharpe Ratio Rank of GC=F is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 9494
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^TYX vs. GC=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) and Gold (GC=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.


The chart of Sharpe ratio for ^TYX, currently valued at 0.19, compared to the broader market-0.500.000.501.001.50
^TYX: 0.19
GC=F: 2.20
The chart of Sortino ratio for ^TYX, currently valued at 0.42, compared to the broader market-1.00-0.500.000.501.001.502.00
^TYX: 0.42
GC=F: 2.84
The chart of Omega ratio for ^TYX, currently valued at 1.05, compared to the broader market0.901.001.101.201.30
^TYX: 1.05
GC=F: 1.40
The chart of Calmar ratio for ^TYX, currently valued at 0.11, compared to the broader market-0.500.000.501.00
^TYX: 0.11
GC=F: 4.61
The chart of Martin ratio for ^TYX, currently valued at 0.46, compared to the broader market0.002.004.006.00
^TYX: 0.46
GC=F: 12.06

The current ^TYX Sharpe Ratio is 0.15, which is lower than the GC=F Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of ^TYX and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.19
2.20
^TYX
GC=F

Drawdowns

^TYX vs. GC=F - Drawdown Comparison

The maximum ^TYX drawdown since its inception was -88.52%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for ^TYX and GC=F. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.53%
-2.23%
^TYX
GC=F

Volatility

^TYX vs. GC=F - Volatility Comparison

The current volatility for Treasury Yield 30 Years (^TYX) is 8.04%, while Gold (GC=F) has a volatility of 8.77%. This indicates that ^TYX experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.04%
8.77%
^TYX
GC=F