MSFT vs. TRX-USD
MSFT (Microsoft Corporation) is a stock, while TRX-USD (Tronix) is a cryptocurrency. Over the past 5 years, MSFT returned 9.56%/yr vs 34.40%/yr for TRX-USD. At a 0.11 correlation, their price movements are largely independent.
Performance
MSFT vs. TRX-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -18.85% return, which is significantly lower than TRX-USD's 11.24% return.
MSFT
- 1D
- 0.10%
- 1M
- -4.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
TRX-USD
- 1D
- 0.23%
- 1M
- -10.66%
- YTD
- 11.24%
- 6M
- 16.57%
- 1Y
- 17.12%
- 3Y*
- 64.55%
- 5Y*
- 34.40%
- 10Y*
- —
MSFT vs. TRX-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 14.99% |
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 MSFT and TRX-USD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2017 | 0.11 |
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Return for Risk
MSFT vs. TRX-USD — Risk / Return Rank
MSFT
TRX-USD
MSFT vs. TRX-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) 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.
| MSFT | TRX-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.11 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 0.64 | -1.17 |
| Martin ratioReturn relative to average drawdown | -1.08 | 1.14 | -2.22 |
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Drawdowns
MSFT vs. TRX-USD - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum TRX-USD drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for MSFT and TRX-USD.
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Drawdown Indicators
| MSFT | TRX-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -95.89% | +26.51% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -26.58% | -7.33% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -50.98% | +17.07% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -59.60% | +22.45% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -27.46% | -27.00% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -62.47% | +40.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 13.82% | +2.66% |
Volatility
MSFT vs. TRX-USD - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to Tronix (TRX-USD) at 8.57%. This indicates that MSFT'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
| MSFT | TRX-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 8.57% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 17.91% | +4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 23.82% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 58.42% | -31.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 110.20% | -83.14% |
Frequently Asked Questions
MSFT and TRX-USD have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.52%) compared to TRX-USD (8.57%). In terms of maximum drawdown, MSFT dropped -69.38% vs TRX-USD's -95.89%.
TRX-USD currently has the higher Sharpe Ratio (0.60 vs -0.70), 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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