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CRO-USD vs. TRX-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CRO-USD and TRX-USD is 0.18, 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

CRO-USD vs. TRX-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CRO-USD:

-0.14

TRX-USD:

1.10

Sortino Ratio

CRO-USD:

1.70

TRX-USD:

3.16

Omega Ratio

CRO-USD:

1.17

TRX-USD:

1.41

Calmar Ratio

CRO-USD:

0.19

TRX-USD:

1.53

Martin Ratio

CRO-USD:

1.12

TRX-USD:

4.14

Ulcer Index

CRO-USD:

40.59%

TRX-USD:

33.91%

Daily Std Dev

CRO-USD:

87.36%

TRX-USD:

89.56%

Max Drawdown

CRO-USD:

-94.56%

TRX-USD:

-96.01%

Current Drawdown

CRO-USD:

-88.71%

TRX-USD:

-35.49%

Returns By Period

In the year-to-date period, CRO-USD achieves a -27.88% return, which is significantly lower than TRX-USD's 8.11% return.


CRO-USD

YTD

-27.88%

1M

23.35%

6M

-31.69%

1Y

-19.10%

5Y*

9.33%

10Y*

N/A

TRX-USD

YTD

8.11%

1M

9.79%

6M

55.78%

1Y

117.41%

5Y*

79.04%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CRO-USD vs. TRX-USD — Risk-Adjusted Performance Rank

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

CRO-USD
The Risk-Adjusted Performance Rank of CRO-USD is 6161
Overall Rank
The Sharpe Ratio Rank of CRO-USD is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of CRO-USD is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CRO-USD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CRO-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of CRO-USD is 5858
Martin Ratio Rank

TRX-USD
The Risk-Adjusted Performance Rank of TRX-USD is 8888
Overall Rank
The Sharpe Ratio Rank of TRX-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of TRX-USD is 9090
Sortino Ratio Rank
The Omega Ratio Rank of TRX-USD is 9494
Omega Ratio Rank
The Calmar Ratio Rank of TRX-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of TRX-USD is 8080
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.

CRO-USD vs. TRX-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CryptocomCoin (CRO-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.


The current CRO-USD Sharpe Ratio is -0.14, which is lower than the TRX-USD Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of CRO-USD and TRX-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

CRO-USD vs. TRX-USD - Drawdown Comparison

The maximum CRO-USD drawdown since its inception was -94.56%, roughly equal to the maximum TRX-USD drawdown of -96.01%. Use the drawdown chart below to compare losses from any high point for CRO-USD and TRX-USD. For additional features, visit the drawdowns tool.


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Volatility

CRO-USD vs. TRX-USD - Volatility Comparison

CryptocomCoin (CRO-USD) has a higher volatility of 17.22% compared to Tronix (TRX-USD) at 9.06%. This indicates that CRO-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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