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

Performance

ETC-USD vs. TRX-USD - Performance Comparison

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

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


2026 (YTD)202520242023202220212020201920182017
ETC-USD
Ethereum Classic
-29.17%-54.13%13.87%39.62%-53.90%499.54%27.01%-10.00%-82.30%94.30%
TRX-USD
Tronix
10.97%11.86%135.87%97.75%-27.86%180.88%102.08%-29.71%-57.23%2,118.51%

Returns By Period

In the year-to-date period, ETC-USD achieves a -29.17% return, which is significantly lower than TRX-USD's 10.97% return.


ETC-USD

1D
-0.86%
1M
-7.00%
YTD
-29.17%
6M
-58.56%
1Y
-52.04%
3Y*
-26.52%
5Y*
-11.89%
10Y*

TRX-USD

1D
-0.08%
1M
12.41%
YTD
10.97%
6M
-8.04%
1Y
34.83%
3Y*
68.64%
5Y*
25.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

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

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

ETC-USD
ETC-USD Risk / Return Rank: 2929
Overall Rank
ETC-USD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ETC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
ETC-USD Omega Ratio Rank: 3737
Omega Ratio Rank
ETC-USD Calmar Ratio Rank: 1919
Calmar Ratio Rank
ETC-USD Martin Ratio Rank: 2121
Martin Ratio Rank

TRX-USD
TRX-USD Risk / Return Rank: 9191
Overall Rank
TRX-USD Sharpe Ratio Rank: 9696
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: 8888
Calmar Ratio Rank
TRX-USD Martin Ratio Rank: 8888
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.

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

This table presents a comparison of risk-adjusted performance metrics for Ethereum Classic (ETC-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.


ETC-USDTRX-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.68

1.13

-1.81

Sortino ratio

Return per unit of downside risk

-0.86

1.63

-2.49

Omega ratio

Gain probability vs. loss probability

0.92

1.17

-0.25

Calmar ratio

Return relative to maximum drawdown

-1.14

0.02

-1.16

Martin ratio

Return relative to average drawdown

-1.74

0.03

-1.77

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

The current ETC-USD Sharpe Ratio is -0.68, which is lower than the TRX-USD Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of ETC-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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Sharpe Ratios by Period


ETC-USDTRX-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

1.13

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.32

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.60

-0.44

Correlation

The correlation between ETC-USD and TRX-USD is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Drawdowns

ETC-USD vs. TRX-USD - Drawdown Comparison

The maximum ETC-USD drawdown since its inception was -94.39%, roughly equal to the maximum TRX-USD drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for ETC-USD and TRX-USD.


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Drawdown Indicators


ETC-USDTRX-USDDifference

Max Drawdown

Largest peak-to-trough decline

-94.39%

-95.89%

+1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-67.92%

-26.58%

-41.34%

Max Drawdown (5Y)

Largest decline over 5 years

-94.39%

-69.54%

-24.85%

Current Drawdown

Current decline from peak

-94.25%

-27.17%

-67.08%

Average Drawdown

Average peak-to-trough decline

-73.29%

-63.41%

-9.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.48%

17.32%

+27.16%

Volatility

ETC-USD vs. TRX-USD - Volatility Comparison

Ethereum Classic (ETC-USD) has a higher volatility of 15.68% compared to Tronix (TRX-USD) at 7.37%. This indicates that ETC-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


ETC-USDTRX-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.68%

7.37%

+8.31%

Volatility (6M)

Calculated over the trailing 6-month period

57.10%

20.13%

+36.97%

Volatility (1Y)

Calculated over the trailing 1-year period

63.26%

25.62%

+37.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.60%

65.41%

+20.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

130.98%

111.44%

+19.54%