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

Performance

MA vs. TRX-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mastercard Incorporated (MA) 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, MA achieves a -13.89% return, which is significantly lower than TRX-USD's 11.24% return.


MA

1D
0.71%
1M
0.01%
YTD
-13.89%
6M
-14.05%
1Y
-12.30%
3Y*
10.32%
5Y*
6.66%
10Y*
18.64%

TRX-USD

1D
0.23%
1M
-10.66%
YTD
11.24%
6M
16.57%
1Y
17.12%
3Y*
64.55%
5Y*
34.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MA vs. TRX-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MA
Mastercard Incorporated
-13.89%9.04%24.17%23.40%-2.66%1.16%20.19%59.16%25.31%6.76%
TRX-USD
Tronix
11.24%11.86%135.87%97.75%-27.86%180.88%102.08%-29.71%-57.23%2,056.30%

Correlation

The correlation between MA and TRX-USD is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.06

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

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2017

0.08

The correlation between MA and TRX-USD shifts across timeframes, from -0.02 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MA vs. TRX-USD — Risk / Return Rank

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

MA
MA Risk / Return Rank: 1111
Overall Rank
MA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MA Sortino Ratio Rank: 1414
Sortino Ratio Rank
MA Omega Ratio Rank: 1414
Omega Ratio Rank
MA Calmar Ratio Rank: 1313
Calmar Ratio Rank
MA Martin Ratio Rank: 55
Martin Ratio Rank

TRX-USD
TRX-USD Risk / Return Rank: 9494
Overall Rank
TRX-USD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TRX-USD Sortino Ratio Rank: 9292
Sortino Ratio Rank
TRX-USD Omega Ratio Rank: 9292
Omega Ratio Rank
TRX-USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
TRX-USD Martin Ratio Rank: 9494
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.

MA vs. TRX-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mastercard Incorporated (MA) 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.


MATRX-USDDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

0.89

1.11

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.79

0.64

-1.43

Martin ratioReturn relative to average drawdown

-1.59

1.14

-2.73

MA vs. TRX-USD - Sharpe Ratio Comparison

The current MA Sharpe Ratio is -0.74, which is lower than the TRX-USD Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of MA 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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Drawdowns

MA vs. TRX-USD - Drawdown Comparison

The maximum MA drawdown since its inception was -62.67%, smaller than the maximum TRX-USD drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for MA and TRX-USD.


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Drawdown Indicators


MATRX-USDDifference

Max Drawdown

Largest peak-to-trough decline

-62.67%

-95.89%

+33.22%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-26.58%

+5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-50.98%

+30.07%

Max Drawdown (5Y)

Largest decline over 5 years

-28.25%

-59.60%

+31.35%

Max Drawdown (10Y)

Largest decline over 10 years

-41.00%

Current Drawdown

Current decline from peak

-17.82%

-27.00%

+9.18%

Average Drawdown

Average peak-to-trough decline

-9.82%

-62.47%

+52.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.48%

13.82%

-3.34%

Volatility

MA vs. TRX-USD - Volatility Comparison

The current volatility for Mastercard Incorporated (MA) is 6.46%, while Tronix (TRX-USD) has a volatility of 8.57%. This indicates that MA experiences smaller price fluctuations and is considered to be less risky 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


MATRX-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

8.57%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

17.51%

17.91%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

23.82%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

58.42%

-34.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.92%

110.20%

-83.28%

Frequently Asked Questions


MA and TRX-USD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRX-USD has higher volatility (8.57%) compared to MA (6.46%). In terms of maximum drawdown, MA dropped -62.67% vs TRX-USD's -95.89%.

TRX-USD currently has the higher Sharpe Ratio (0.60 vs -0.74), 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

Find the right allocation for MA and TRX-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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