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

Correlation

The correlation between ETC-USD and TRX-USD is 0.17, 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

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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Key characteristics

Sharpe Ratio

ETC-USD:

-0.54

TRX-USD:

1.35

Sortino Ratio

ETC-USD:

0.50

TRX-USD:

3.12

Omega Ratio

ETC-USD:

1.05

TRX-USD:

1.40

Calmar Ratio

ETC-USD:

0.00

TRX-USD:

1.47

Martin Ratio

ETC-USD:

-0.14

TRX-USD:

3.90

Ulcer Index

ETC-USD:

38.84%

TRX-USD:

35.04%

Daily Std Dev

ETC-USD:

62.21%

TRX-USD:

89.45%

Max Drawdown

ETC-USD:

-92.12%

TRX-USD:

-96.01%

Current Drawdown

ETC-USD:

-86.50%

TRX-USD:

-35.55%

Returns By Period

In the year-to-date period, ETC-USD achieves a -27.62% return, which is significantly lower than TRX-USD's 8.01% return.


ETC-USD

YTD

-27.62%

1M

9.65%

6M

-43.35%

1Y

-39.26%

3Y*

-9.96%

5Y*

19.32%

10Y*

N/A

TRX-USD

YTD

8.01%

1M

11.23%

6M

34.26%

1Y

145.11%

3Y*

48.85%

5Y*

75.88%

10Y*

N/A

*Annualized

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Ethereum Classic

Tronix

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

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

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

ETC-USD
The Risk-Adjusted Performance Rank of ETC-USD is 3232
Overall Rank
The Sharpe Ratio Rank of ETC-USD is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of ETC-USD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of ETC-USD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of ETC-USD is 1313
Calmar Ratio Rank
The Martin Ratio Rank of ETC-USD is 4242
Martin Ratio Rank

TRX-USD
The Risk-Adjusted Performance Rank of TRX-USD is 9191
Overall Rank
The Sharpe Ratio Rank of TRX-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of TRX-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of TRX-USD is 9696
Omega Ratio Rank
The Calmar Ratio Rank of TRX-USD is 9090
Calmar Ratio Rank
The Martin Ratio Rank of TRX-USD is 8484
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.

ETC-USD vs. TRX-USD - Risk-Adjusted Performance 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.


The current ETC-USD Sharpe Ratio is -0.54, which is lower than the TRX-USD Sharpe Ratio of 1.35. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

ETC-USD vs. TRX-USD - Drawdown Comparison

The maximum ETC-USD drawdown since its inception was -92.12%, roughly equal to the maximum TRX-USD drawdown of -96.01%. Use the drawdown chart below to compare losses from any high point for ETC-USD and TRX-USD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ETC-USD vs. TRX-USD - Volatility Comparison

Ethereum Classic (ETC-USD) has a higher volatility of 21.99% compared to Tronix (TRX-USD) at 7.27%. 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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