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BCH-USD vs. TRX-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

BCH-USD vs. TRX-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin Cash (BCH-USD) and Tronix (TRX-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCH-USD achieves a -65.92% return, which is significantly lower than TRX-USD's 14.63% return.


BCH-USD

1D
-11.36%
1M
-54.62%
YTD
-65.92%
6M
-64.76%
1Y
-50.34%
3Y*
22.57%
5Y*
-20.31%
10Y*

TRX-USD

1D
-0.32%
1M
-7.01%
YTD
14.63%
6M
15.78%
1Y
15.52%
3Y*
65.45%
5Y*
34.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCH-USD vs. TRX-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCH-USD
Bitcoin Cash
-65.92%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%338.53%
TRX-USD
Tronix
14.63%11.86%135.87%97.75%-27.86%180.88%102.08%-29.71%-57.23%2,056.30%

Correlation

The correlation between BCH-USD and TRX-USD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2017

0.55

Over the past year, the correlation between BCH-USD and TRX-USD has dropped to 0.34 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

BCH-USD vs. TRX-USD — Risk / Return Rank

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

BCH-USD
BCH-USD Risk / Return Rank: 4040
Overall Rank
BCH-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 5252
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 4949
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 5555
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 00
Martin Ratio Rank

TRX-USD
TRX-USD Risk / Return Rank: 9494
Overall Rank
TRX-USD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TRX-USD Sortino Ratio Rank: 9292
Sortino Ratio Rank
TRX-USD Omega Ratio Rank: 9292
Omega Ratio Rank
TRX-USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
TRX-USD Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BCH-USD vs. TRX-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and Tronix (TRX-USD). 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.


BCH-USDTRX-USDDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

0.91

1.10

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.73

0.58

-1.32

Martin ratioReturn relative to average drawdown

-2.28

1.03

-3.31

BCH-USD vs. TRX-USD - Sharpe Ratio Comparison

The current BCH-USD Sharpe Ratio is -0.72, which is lower than the TRX-USD Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of BCH-USD and TRX-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BCH-USDTRX-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.72

0.53

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.48

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.60

-0.69

Drawdowns

BCH-USD vs. TRX-USD - Drawdown Comparison

The maximum BCH-USD drawdown since its inception was -97.96%, roughly equal to the maximum TRX-USD drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for BCH-USD and TRX-USD.


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Drawdown Indicators


BCH-USDTRX-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.96%

-95.89%

-2.07%

Max Drawdown (1Y)

Largest decline over 1 year

-68.81%

-26.58%

-42.23%

Max Drawdown (3Y)

Largest decline over 3 years

-70.61%

-50.98%

-19.63%

Max Drawdown (5Y)

Largest decline over 5 years

-88.64%

-59.60%

-29.04%

Current Drawdown

Current decline from peak

-94.55%

-24.78%

-69.77%

Average Drawdown

Average peak-to-trough decline

-86.08%

-62.54%

-23.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.93%

13.66%

+12.27%

Volatility

BCH-USD vs. TRX-USD - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 26.40% compared to Tronix (TRX-USD) at 8.62%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than TRX-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCH-USDTRX-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.40%

8.62%

+17.78%

Volatility (6M)

Calculated over the trailing 6-month period

50.19%

18.03%

+32.16%

Volatility (1Y)

Calculated over the trailing 1-year period

57.83%

24.31%

+33.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.24%

58.52%

+11.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.96%

110.30%

-12.34%

Frequently Asked Questions


BCH-USD and TRX-USD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCH-USD has higher volatility (26.40%) compared to TRX-USD (8.62%). In terms of maximum drawdown, BCH-USD dropped -97.96% vs TRX-USD's -95.89%.

TRX-USD currently has the higher Sharpe Ratio (0.53 vs -0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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