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

Performance

KSM-USD vs. TRX-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kusama (KSM-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, KSM-USD achieves a -46.77% return, which is significantly lower than TRX-USD's 12.88% return.


KSM-USD

1D
-5.96%
1M
-28.96%
YTD
-46.77%
6M
-55.62%
1Y
-76.12%
3Y*
-48.88%
5Y*
-61.32%
10Y*

TRX-USD

1D
-3.46%
1M
-7.38%
YTD
12.88%
6M
12.29%
1Y
13.67%
3Y*
60.09%
5Y*
32.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
KSM-USD
Kusama
-46.77%-79.28%-27.33%96.53%-91.70%285.71%6,044.36%-35.71%
TRX-USD
Tronix
12.88%11.86%135.87%97.75%-27.86%180.88%102.08%-3.94%

Correlation

The correlation between KSM-USD and TRX-USD is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.42

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

0.50

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2019

0.43

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Return for Risk

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

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

KSM-USD
KSM-USD Risk / Return Rank: 1717
Overall Rank
KSM-USD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
KSM-USD Sortino Ratio Rank: 2020
Sortino Ratio Rank
KSM-USD Omega Ratio Rank: 2424
Omega Ratio Rank
KSM-USD Calmar Ratio Rank: 99
Calmar Ratio Rank
KSM-USD Martin Ratio Rank: 1313
Martin Ratio Rank

TRX-USD
TRX-USD Risk / Return Rank: 9292
Overall Rank
TRX-USD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TRX-USD Sortino Ratio Rank: 9090
Sortino Ratio Rank
TRX-USD Omega Ratio Rank: 8989
Omega Ratio Rank
TRX-USD Calmar Ratio Rank: 9494
Calmar Ratio Rank
TRX-USD Martin Ratio Rank: 9393
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.

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.


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

-1.34

Sortino ratioReturn per unit of downside risk

-2.51

Omega ratioGain probability vs. loss probability

0.84

1.09

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.96

0.51

-1.48

Martin ratioReturn relative to average drawdown

-1.46

0.91

-2.37

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

The current KSM-USD Sharpe Ratio is -0.88, which is lower than the TRX-USD Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of KSM-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


KSM-USDTRX-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.88

0.46

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

0.47

-1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.59

-0.51

Drawdowns

KSM-USD vs. TRX-USD - Drawdown Comparison

The maximum KSM-USD drawdown since its inception was -99.39%, roughly equal to the maximum TRX-USD drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for KSM-USD and TRX-USD.


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Drawdown Indicators


KSM-USDTRX-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.39%

-95.89%

-3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-79.15%

-26.58%

-52.57%

Max Drawdown (3Y)

Largest decline over 3 years

-93.95%

-50.98%

-42.97%

Max Drawdown (5Y)

Largest decline over 5 years

-99.29%

-59.60%

-39.69%

Current Drawdown

Current decline from peak

-99.39%

-25.93%

-73.46%

Average Drawdown

Average peak-to-trough decline

-73.22%

-62.57%

-10.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

58.09%

13.58%

+44.51%

Volatility

KSM-USD vs. TRX-USD - Volatility Comparison

Kusama (KSM-USD) has a higher volatility of 20.43% compared to Tronix (TRX-USD) at 8.41%. 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-USDTRX-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.43%

8.41%

+12.02%

Volatility (6M)

Calculated over the trailing 6-month period

54.36%

18.04%

+36.32%

Volatility (1Y)

Calculated over the trailing 1-year period

72.14%

24.53%

+47.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.58%

58.59%

+33.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.99%

110.35%

-1.36%

Frequently Asked Questions


KSM-USD and TRX-USD have a correlation of 0.42, 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 (20.43%) compared to TRX-USD (8.41%). In terms of maximum drawdown, KSM-USD dropped -99.39% vs TRX-USD's -95.89%.

TRX-USD currently has the higher Sharpe Ratio (0.46 vs -0.88), 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.

Portfolio Optimizer

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