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TRIB vs. MSFRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRIB and MSFRX is 0.15, 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.


-0.50.00.51.00.2

Performance

TRIB vs. MSFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trinity Biotech plc (TRIB) and MFS Total Return Fund (MSFRX). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-98.16%
520.18%
TRIB
MSFRX

Key characteristics

Sharpe Ratio

TRIB:

-0.64

MSFRX:

-0.11

Sortino Ratio

TRIB:

-0.90

MSFRX:

-0.08

Omega Ratio

TRIB:

0.90

MSFRX:

0.99

Calmar Ratio

TRIB:

-0.68

MSFRX:

-0.08

Martin Ratio

TRIB:

-1.63

MSFRX:

-0.69

Ulcer Index

TRIB:

41.75%

MSFRX:

1.62%

Daily Std Dev

TRIB:

106.95%

MSFRX:

9.89%

Max Drawdown

TRIB:

-99.44%

MSFRX:

-36.74%

Current Drawdown

TRIB:

-99.41%

MSFRX:

-12.14%

Returns By Period

In the year-to-date period, TRIB achieves a -62.70% return, which is significantly lower than MSFRX's 1.26% return. Over the past 10 years, TRIB has underperformed MSFRX with an annualized return of -37.27%, while MSFRX has yielded a comparatively higher 2.41% annualized return.


TRIB

YTD

-62.70%

1M

-38.46%

6M

-67.74%

1Y

-60.49%

5Y*

-31.02%

10Y*

-37.27%

MSFRX

YTD

1.26%

1M

-8.53%

6M

-2.56%

1Y

2.05%

5Y*

0.90%

10Y*

2.41%

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Risk-Adjusted Performance

TRIB vs. MSFRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trinity Biotech plc (TRIB) and MFS Total Return Fund (MSFRX). 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.


Sharpe ratio
The chart of Sharpe ratio for TRIB, currently valued at -0.64, compared to the broader market-4.00-2.000.002.00-0.64-0.11
The chart of Sortino ratio for TRIB, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.90-0.08
The chart of Omega ratio for TRIB, currently valued at 0.90, compared to the broader market0.501.001.502.000.900.99
The chart of Calmar ratio for TRIB, currently valued at -0.68, compared to the broader market0.002.004.006.00-0.68-0.08
The chart of Martin ratio for TRIB, currently valued at -1.63, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.63-0.69
TRIB
MSFRX

The current TRIB Sharpe Ratio is -0.64, which is lower than the MSFRX Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of TRIB and MSFRX, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.64
-0.11
TRIB
MSFRX

Dividends

TRIB vs. MSFRX - Dividend Comparison

TRIB has not paid dividends to shareholders, while MSFRX's dividend yield for the trailing twelve months is around 2.21%.


TTM20232022202120202019201820172016201520142013
TRIB
Trinity Biotech plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.87%1.26%0.80%
MSFRX
MFS Total Return Fund
2.21%2.37%1.88%1.40%1.82%1.91%2.25%1.93%2.17%2.77%4.58%2.85%

Drawdowns

TRIB vs. MSFRX - Drawdown Comparison

The maximum TRIB drawdown since its inception was -99.44%, which is greater than MSFRX's maximum drawdown of -36.74%. Use the drawdown chart below to compare losses from any high point for TRIB and MSFRX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.41%
-12.14%
TRIB
MSFRX

Volatility

TRIB vs. MSFRX - Volatility Comparison

Trinity Biotech plc (TRIB) has a higher volatility of 22.46% compared to MFS Total Return Fund (MSFRX) at 6.64%. This indicates that TRIB's price experiences larger fluctuations and is considered to be riskier than MSFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
22.46%
6.64%
TRIB
MSFRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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