KSM-USD vs. TRX-USD
KSM-USD (Kusama) and TRX-USD (Tronix) are both cryptocurrencies. Over the past 5 years, KSM-USD returned -61.32%/yr vs 32.86%/yr for TRX-USD. At a 0.43 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 -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*
- —
KSM-USD vs. TRX-USD - Yearly Performance Comparison
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
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.
| KSM-USD | TRX-USD | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KSM-USD | TRX-USD | Difference | |
|---|---|---|---|
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-USD | TRX-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.39% | -25.93% | -73.46% |
Average DrawdownAverage peak-to-trough decline | -73.22% | -62.57% | -10.65% |
Ulcer IndexDepth 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-USD | TRX-USD | Difference | |
|---|---|---|---|
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.
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