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TRIB vs. MSFRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, TRIB achieves a -26.42% return, which is significantly lower than MSFRX's 2.50% return. Over the past 10 years, TRIB has underperformed MSFRX with an annualized return of -36.71%, while MSFRX has yielded a comparatively higher 7.95% annualized return.


TRIB

1D
0.34%
1M
-3.32%
YTD
-26.42%
6M
-34.75%
1Y
2.46%
3Y*
-51.17%
5Y*
-47.32%
10Y*
-36.71%

MSFRX

1D
-0.46%
1M
-0.25%
YTD
2.50%
6M
2.31%
1Y
10.56%
3Y*
11.48%
5Y*
6.68%
10Y*
7.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRIB vs. MSFRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRIB
Trinity Biotech plc
-26.42%-10.13%-58.97%-56.67%-30.77%-62.47%269.90%-55.02%-55.10%-26.30%
MSFRX
MFS Total Return Fund
2.50%10.98%14.73%10.34%-9.70%14.00%9.72%20.20%-5.80%12.18%

Correlation

The correlation between TRIB and MSFRX is 0.07, 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

0.07

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

0.03

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

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 18, 1995

0.15

The correlation between TRIB and MSFRX shifts across timeframes, from 0.03 (3 years) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Trinity Biotech plc

MFS Total Return Fund

Return for Risk

TRIB vs. MSFRX — Risk / Return Rank

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

TRIB
TRIB Risk / Return Rank: 5050
Overall Rank
TRIB Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TRIB Sortino Ratio Rank: 6363
Sortino Ratio Rank
TRIB Omega Ratio Rank: 5959
Omega Ratio Rank
TRIB Calmar Ratio Rank: 4343
Calmar Ratio Rank
TRIB Martin Ratio Rank: 4242
Martin Ratio Rank

MSFRX
MSFRX Risk / Return Rank: 3333
Overall Rank
MSFRX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MSFRX Sortino Ratio Rank: 3737
Sortino Ratio Rank
MSFRX Omega Ratio Rank: 3232
Omega Ratio Rank
MSFRX Calmar Ratio Rank: 3636
Calmar Ratio Rank
MSFRX Martin Ratio Rank: 2929
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.

TRIB vs. MSFRX - Risk-Adjusted Trends 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.

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.


TRIBMSFRXDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.15

1.28

-0.12

Calmar ratioReturn relative to maximum drawdown

0.03

2.15

-2.12

Martin ratioReturn relative to average drawdown

0.05

6.26

-6.21

TRIB vs. MSFRX - Sharpe Ratio Comparison

The current TRIB Sharpe Ratio is 0.02, which is lower than the MSFRX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of TRIB and MSFRX, 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

TRIB vs. MSFRX - Drawdown Comparison

The maximum TRIB drawdown since its inception was -99.63%, which is greater than MSFRX's maximum drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for TRIB and MSFRX.


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Drawdown Indicators


TRIBMSFRXDifference

Max Drawdown

Largest peak-to-trough decline

-99.63%

-37.28%

-62.35%

Max Drawdown (1Y)

Largest decline over 1 year

-71.61%

-4.96%

-66.65%

Max Drawdown (3Y)

Largest decline over 3 years

-90.32%

-8.56%

-81.76%

Max Drawdown (5Y)

Largest decline over 5 years

-96.51%

-17.02%

-79.49%

Max Drawdown (10Y)

Largest decline over 10 years

-99.23%

-24.70%

-74.53%

Current Drawdown

Current decline from peak

-99.59%

-2.61%

-96.98%

Average Drawdown

Average peak-to-trough decline

-71.32%

-5.00%

-66.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.57%

1.70%

+49.87%

Volatility

TRIB vs. MSFRX - Volatility Comparison

Trinity Biotech plc (TRIB) has a higher volatility of 23.10% compared to MFS Total Return Fund (MSFRX) at 2.09%. 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.


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Volatility by Period


TRIBMSFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.10%

2.09%

+21.01%

Volatility (6M)

Calculated over the trailing 6-month period

70.03%

5.04%

+64.99%

Volatility (1Y)

Calculated over the trailing 1-year period

139.88%

6.88%

+133.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

102.29%

9.76%

+92.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.92%

10.46%

+82.46%

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 8.84%.


PositionTTM20252024202320222021202020192018201720162015
MSFRX
MFS Total Return Fund
8.84%8.93%14.87%6.19%5.38%8.33%6.93%3.22%4.99%5.67%3.54%5.55%
TRIB
Trinity Biotech plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.87%

Frequently Asked Questions


TRIB and MSFRX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRIB has higher volatility (23.10%) compared to MSFRX (2.09%). In terms of maximum drawdown, TRIB dropped -99.63% vs MSFRX's -37.28%.

MSFRX currently has the higher Sharpe Ratio (1.55 vs 0.02), 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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