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^TYX vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^TYX and ^TNX is 0.16, 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. ^TNX - Performance Comparison

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

-30.00%-25.00%-20.00%-15.00%NovemberDecember2025FebruaryMarchApril
-21.81%
-21.74%
^TYX
^TNX

Key characteristics

Sharpe Ratio

^TYX:

0.14

^TNX:

-0.23

Sortino Ratio

^TYX:

0.34

^TNX:

-0.18

Omega Ratio

^TYX:

1.04

^TNX:

0.98

Calmar Ratio

^TYX:

0.05

^TNX:

-0.09

Martin Ratio

^TYX:

0.34

^TNX:

-0.44

Ulcer Index

^TYX:

7.76%

^TNX:

11.33%

Daily Std Dev

^TYX:

19.06%

^TNX:

21.89%

Max Drawdown

^TYX:

-88.52%

^TNX:

-93.78%

Current Drawdown

^TYX:

-41.60%

^TNX:

-45.32%

Returns By Period

In the year-to-date period, ^TYX achieves a -0.44% return, which is significantly higher than ^TNX's -4.07% return. Over the past 10 years, ^TYX has underperformed ^TNX with an annualized return of 6.04%, while ^TNX has yielded a comparatively higher 8.62% annualized return.


^TYX

YTD

-0.44%

1M

2.34%

6M

6.72%

1Y

-0.40%

5Y*

31.55%

10Y*

6.04%

^TNX

YTD

-4.07%

1M

1.86%

6M

4.45%

1Y

-5.70%

5Y*

49.31%

10Y*

8.62%

*Annualized

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Risk-Adjusted Performance

^TYX vs. ^TNX — 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 3636
Overall Rank
The Sharpe Ratio Rank of ^TYX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TYX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ^TYX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ^TYX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ^TYX is 3535
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 2121
Overall Rank
The Sharpe Ratio Rank of ^TNX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2121
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. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) and Treasury Yield 10 Years (^TNX). 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 0.14, compared to the broader market-0.500.000.501.001.50
^TYX: 0.14
^TNX: -0.11
The chart of Sortino ratio for ^TYX, currently valued at 0.34, compared to the broader market-1.000.001.002.00
^TYX: 0.34
^TNX: 0.00
The chart of Omega ratio for ^TYX, currently valued at 1.04, compared to the broader market0.901.001.101.201.30
^TYX: 1.04
^TNX: 1.00
The chart of Calmar ratio for ^TYX, currently valued at 0.05, compared to the broader market-0.500.000.501.00
^TYX: 0.05
^TNX: -0.04
The chart of Martin ratio for ^TYX, currently valued at 0.34, compared to the broader market-2.000.002.004.006.00
^TYX: 0.34
^TNX: -0.22

The current ^TYX Sharpe Ratio is 0.14, which is higher than the ^TNX Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of ^TYX and ^TNX, 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.14
-0.11
^TYX
^TNX

Drawdowns

^TYX vs. ^TNX - Drawdown Comparison

The maximum ^TYX drawdown since its inception was -88.52%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for ^TYX and ^TNX. For additional features, visit the drawdowns tool.


-50.00%-48.00%-46.00%-44.00%-42.00%-40.00%-38.00%NovemberDecember2025FebruaryMarchApril
-41.60%
-45.32%
^TYX
^TNX

Volatility

^TYX vs. ^TNX - Volatility Comparison

The current volatility for Treasury Yield 30 Years (^TYX) is 8.07%, while Treasury Yield 10 Years (^TNX) has a volatility of 9.26%. This indicates that ^TYX experiences smaller price fluctuations and is considered to be less risky than ^TNX 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
8.07%
9.26%
^TYX
^TNX