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Yield Calculations Cheat Sheet

Yield is the return on an investment expressed as a percentage. But there are dozens of yield measures, each answering a slightly different question. This cheat sheet covers every yield formula you’ll encounter across bonds, stocks, real estate, and money markets — with clear explanations of when to use each one.

Bond Yield Formulas

Yield MeasureFormulaWhen to Use
Coupon RateAnnual Coupon ÷ Face ValueFixed at issuance — not a market return measure, just the stated rate
Current YieldAnnual Coupon ÷ Current Market PriceQuick income snapshot; ignores capital gains/losses and time value
Yield to Maturity (YTM)Solve for r: P = C × [1−(1+r)⁻ⁿ]/r + FV/(1+r)ⁿStandard bond yield — total return if held to maturity with reinvestment
Yield to Call (YTC)Same as YTM but n = periods to call, FV = call priceReturn if a callable bond is redeemed early
Yield to Worst (YTW)min(YTM, all YTCs)Most conservative yield — what you should use for risk analysis
Bond Equivalent Yield (BEY)2 × [(FV − P) / P] × (365 / Days to Maturity) ÷ 2Converts any yield to semiannual bond basis for comparison
Discount Yield[(FV − P) / FV] × (360 / Days to Maturity)Used for T-Bills and money market instruments
Tax-Equivalent YieldMunicipal Yield ÷ (1 − Marginal Tax Rate)Compares tax-exempt muni bonds to taxable bonds on equal footing

Equity Yield Formulas

Yield MeasureFormulaWhen to Use
Dividend YieldAnnual Dividend per Share ÷ Current Share PriceIncome return from holding a stock; does not include capital gains
Forward Dividend YieldExpected Next 12-Month Dividends ÷ Current PriceMore relevant than trailing yield when dividends are growing
Earnings YieldEPS ÷ Share Price (inverse of P/E)Lets you compare stock returns to bond yields directly
Free Cash Flow YieldFCF per Share ÷ Share PriceCash-based return measure — better than earnings yield for capital-intensive firms
Shareholder Yield(Dividends + Net Buybacks + Debt Paydown) ÷ Market CapTotal capital return to shareholders; captures buybacks that dividend yield misses

Real Estate Yield Formulas

Yield MeasureFormulaWhen to Use
Cap RateNet Operating Income ÷ Property ValueThe property-level yield — compare across similar properties and markets
Cash-on-Cash ReturnAnnual Pre-Tax Cash Flow ÷ Total Cash InvestedReturn on the actual equity invested — accounts for leverage
Gross Rent MultiplierProperty Price ÷ Annual Gross Rental IncomeQuick screening metric — lower is generally better
REIT Dividend YieldAnnual REIT Dividend ÷ Share PriceIncome return from REIT shares — compare using the REIT metrics cheat sheet

Yield Spread Calculations

Spread TypeCalculationWhat It Measures
Nominal SpreadBond YTM − Treasury YTM (same maturity)Extra yield over the risk-free rate for taking credit risk
Z-Spread (Zero-Volatility)Constant spread added to each spot rate to match bond priceMore precise than nominal spread; accounts for the full yield curve shape
OAS (Option-Adjusted Spread)Z-Spread − Option CostIsolates credit spread by removing the value of embedded options
Credit SpreadCorporate Bond Yield − Government Bond YieldMarket’s assessment of default risk for a given issuer or rating category
TED Spread3-Month LIBOR − 3-Month T-BillIndicator of interbank credit stress; widens during financial crises

Real Yield and Inflation Adjustments

ConceptFormulaWhy It Matters
Real Yield (Fisher Equation)(1 + Nominal Yield) / (1 + Inflation Rate) − 1Your actual purchasing power return after inflation
Real Yield (Approximation)Nominal Yield − Inflation RateQuick estimate that works well when rates and inflation are low
Breakeven InflationNominal Treasury Yield − TIPS YieldThe market’s implied inflation expectation over the bond’s term
Analyst Tip
Never compare yields across asset classes without adjusting for risk. A 6% junk bond yield isn’t “better” than a 4% investment-grade yield — the spread compensates for default risk. Use the credit spread and OAS to determine whether you’re being adequately compensated for the additional risk you’re taking.

Key Takeaways

  • YTM is the go-to bond yield measure; YTW is the most conservative for risk analysis
  • Current yield is a quick snapshot but ignores time value and capital gains
  • Earnings yield (inverse P/E) lets you compare stocks vs. bonds directly
  • Always calculate real yield to understand returns after inflation
  • Yield spreads measure how much extra return the market demands for taking risk

Frequently Asked Questions

What is the difference between current yield and yield to maturity?

Current yield only measures the annual coupon income relative to the bond’s current price. YTM captures the total return — including coupon income, reinvestment, and the capital gain or loss from the difference between purchase price and par value at maturity. YTM is always the more complete measure.

When should I use tax-equivalent yield?

Use tax-equivalent yield whenever you’re comparing a tax-exempt municipal bond to a taxable bond. A muni yielding 3% is equivalent to a 4.6% taxable yield for someone in the 35% tax bracket. Without this adjustment, you’d systematically undervalue munis in your portfolio.

What is shareholder yield and why does it matter?

Shareholder yield adds dividends, net share buybacks, and debt reduction together to show the total capital being returned to shareholders. Many companies now prefer buybacks over dividends for tax efficiency. A company with a 1.5% dividend yield but 4% buyback yield is actually returning 5.5% to shareholders — far more than the dividend yield alone suggests.

How do I interpret breakeven inflation?

Breakeven inflation is the difference between nominal Treasury yields and TIPS yields for the same maturity. If 10-year breakeven inflation is 2.3%, the market expects inflation to average 2.3% annually over the next decade. If you think inflation will be higher, buy TIPS; if lower, stick with nominal Treasuries.

Why do money market instruments use different yield calculations?

T-Bills and commercial paper are discount instruments — they don’t pay coupons. Their yield is calculated based on the discount from face value. The discount yield convention uses a 360-day year and face value as the denominator, which slightly understates the actual return. Bond equivalent yield corrects for this to enable apples-to-apples comparison with coupon bonds.