^TYX vs. GC=F
Compare and contrast key facts about Treasury Yield 30 Years (^TYX) and Gold (GC=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TYX or GC=F.
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.
Performance
^TYX vs. GC=F - Performance Comparison
Key characteristics
^TYX:
0.15
GC=F:
2.27
^TYX:
0.36
GC=F:
2.92
^TYX:
1.04
GC=F:
1.41
^TYX:
0.06
GC=F:
4.76
^TYX:
0.37
GC=F:
12.08
^TYX:
7.76%
GC=F:
3.15%
^TYX:
19.03%
GC=F:
16.53%
^TYX:
-88.52%
GC=F:
-44.36%
^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
-1.00%
1.17%
5.31%
-1.70%
31.38%
5.76%
GC=F
26.66%
10.24%
21.50%
42.94%
12.61%
9.39%
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Risk-Adjusted Performance
^TYX vs. GC=F — Risk-Adjusted Performance Rank
^TYX
GC=F
^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.
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.
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.