KSM-USD vs. TRX-USD
KSM-USD (Kusama) and TRX-USD (Tronix) are both cryptocurrencies. Over the past 5 years, KSM-USD returned -55.64%/yr vs 40.18%/yr for TRX-USD. At a 0.42 correlation, their price movements are largely independent.
Performance
KSM-USD vs. TRX-USD - Performance Comparison
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Returns By Period
In the year-to-date period, KSM-USD achieves a -52.79% return, which is significantly lower than TRX-USD's 13.96% return.
KSM-USD
- 1D
- -1.53%
- 1M
- -12.97%
- 6M
- -55.71%
- YTD
- -52.79%
- 1Y
- -78.14%
- 3Y*
- -49.26%
- 5Y*
- -55.64%
- 10Y*
- —
TRX-USD
- 1D
- -2.26%
- 1M
- 2.08%
- 6M
- 8.11%
- YTD
- 13.96%
- 1Y
- 6.87%
- 3Y*
- 59.43%
- 5Y*
- 40.18%
- 10Y*
- —
KSM-USD vs. TRX-USD - Yearly Performance Comparison
Correlation
The correlation between KSM-USD and TRX-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2019 | 0.42 |
The correlation between KSM-USD and TRX-USD shifts across timeframes, from 0.36 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
KSM-USD vs. TRX-USD — Risk / Return Rank
KSM-USD
TRX-USD
KSM-USD vs. TRX-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kusama (KSM-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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KSM-USD | TRX-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.06 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 0.26 | -1.20 |
| Martin ratioReturn relative to average drawdown | -1.35 | 0.44 | -1.79 |
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Drawdowns
KSM-USD vs. TRX-USD - Drawdown Comparison
The maximum KSM-USD drawdown since its inception was -99.50%, roughly equal to the maximum TRX-USD drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for KSM-USD and TRX-USD.
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Drawdown Indicators
| KSM-USD | TRX-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.50% | -95.89% | -3.61% |
Max Drawdown (1Y)Largest decline over 1 year | -82.81% | -26.58% | -56.23% |
Max Drawdown (3Y)Largest decline over 3 years | -95.04% | -50.98% | -44.06% |
Max Drawdown (5Y)Largest decline over 5 years | -99.42% | -59.60% | -39.82% |
Current DrawdownCurrent decline from peak | -99.46% | -25.21% | -74.25% |
Average DrawdownAverage peak-to-trough decline | -73.60% | -62.12% | -11.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.07% | 7.85% | +52.22% |
Volatility
KSM-USD vs. TRX-USD - Volatility Comparison
Kusama (KSM-USD) has a higher volatility of 16.41% compared to Tronix (TRX-USD) at 5.89%. This indicates that KSM-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
| KSM-USD | TRX-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.41% | 5.89% | +10.52% |
Volatility (6M)Calculated over the trailing 6-month period | 52.23% | 17.94% | +34.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.27% | 23.65% | +46.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.94% | 57.10% | +32.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.27% | 109.70% | -1.43% |
Frequently Asked Questions
KSM-USD and TRX-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KSM-USD has higher volatility (16.41%) compared to TRX-USD (5.89%). In terms of maximum drawdown, KSM-USD dropped -99.50% vs TRX-USD's -95.89%.
TRX-USD currently has the higher Sharpe Ratio (0.24 vs -0.92), 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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