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

Correlation

The correlation between LINK-USD and TRX-USD is 0.16, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

LINK-USD vs. TRX-USD - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
6,565.69%
10,223.43%
LINK-USD
TRX-USD

Key characteristics

Sharpe Ratio

LINK-USD:

0.71

TRX-USD:

1.05

Sortino Ratio

LINK-USD:

1.68

TRX-USD:

3.10

Omega Ratio

LINK-USD:

1.17

TRX-USD:

1.39

Calmar Ratio

LINK-USD:

0.41

TRX-USD:

1.45

Martin Ratio

LINK-USD:

2.46

TRX-USD:

4.19

Ulcer Index

LINK-USD:

30.53%

TRX-USD:

32.23%

Daily Std Dev

LINK-USD:

81.18%

TRX-USD:

89.51%

Max Drawdown

LINK-USD:

-90.17%

TRX-USD:

-96.01%

Current Drawdown

LINK-USD:

-71.35%

TRX-USD:

-43.20%

Returns By Period

In the year-to-date period, LINK-USD achieves a -25.36% return, which is significantly lower than TRX-USD's -4.81% return.


LINK-USD

YTD

-25.36%

1M

-3.73%

6M

35.68%

1Y

3.09%

5Y*

32.53%

10Y*

N/A

TRX-USD

YTD

-4.81%

1M

3.01%

6M

46.71%

1Y

101.56%

5Y*

75.51%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

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

LINK-USD
The Risk-Adjusted Performance Rank of LINK-USD is 7676
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 7575
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 7575
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7777
Martin Ratio Rank

TRX-USD
The Risk-Adjusted Performance Rank of TRX-USD is 8989
Overall Rank
The Sharpe Ratio Rank of TRX-USD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of TRX-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of TRX-USD is 9494
Omega Ratio Rank
The Calmar Ratio Rank of TRX-USD is 9191
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.

LINK-USD vs. TRX-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ChainLink (LINK-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 chart of Sharpe ratio for LINK-USD, currently valued at 0.71, compared to the broader market0.001.002.003.004.00
LINK-USD: 0.71
TRX-USD: 1.05
The chart of Sortino ratio for LINK-USD, currently valued at 1.68, compared to the broader market0.001.002.003.004.00
LINK-USD: 1.68
TRX-USD: 3.10
The chart of Omega ratio for LINK-USD, currently valued at 1.17, compared to the broader market1.001.101.201.301.40
LINK-USD: 1.17
TRX-USD: 1.39
The chart of Calmar ratio for LINK-USD, currently valued at 0.41, compared to the broader market1.002.003.004.00
LINK-USD: 0.41
TRX-USD: 1.45
The chart of Martin ratio for LINK-USD, currently valued at 2.46, compared to the broader market0.005.0010.0015.0020.00
LINK-USD: 2.46
TRX-USD: 4.19

The current LINK-USD Sharpe Ratio is 0.71, which is lower than the TRX-USD Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of LINK-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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.71
1.05
LINK-USD
TRX-USD

Drawdowns

LINK-USD vs. TRX-USD - Drawdown Comparison

The maximum LINK-USD drawdown since its inception was -90.17%, smaller than the maximum TRX-USD drawdown of -96.01%. Use the drawdown chart below to compare losses from any high point for LINK-USD and TRX-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-71.35%
-43.20%
LINK-USD
TRX-USD

Volatility

LINK-USD vs. TRX-USD - Volatility Comparison

ChainLink (LINK-USD) has a higher volatility of 28.88% compared to Tronix (TRX-USD) at 9.37%. This indicates that LINK-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.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
28.88%
9.37%
LINK-USD
TRX-USD