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

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.

0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
-23.20%
7.45%
TRIB
MSFRX

Returns By Period

In the year-to-date period, TRIB achieves a -39.39% return, which is significantly lower than MSFRX's 11.39% return. Over the past 10 years, TRIB has underperformed MSFRX with an annualized return of -34.09%, while MSFRX has yielded a comparatively higher 3.49% annualized return.


TRIB

YTD

-39.39%

1M

-16.13%

6M

-20.25%

1Y

-36.59%

5Y (annualized)

-23.67%

10Y (annualized)

-34.09%

MSFRX

YTD

11.39%

1M

1.26%

6M

7.84%

1Y

13.53%

5Y (annualized)

3.03%

10Y (annualized)

3.49%

Key characteristics


TRIBMSFRX
Sharpe Ratio-0.331.77
Sortino Ratio0.192.38
Omega Ratio1.021.34
Calmar Ratio-0.350.93
Martin Ratio-0.957.11
Ulcer Index36.85%1.94%
Daily Std Dev107.62%7.76%
Max Drawdown-99.25%-36.74%
Current Drawdown-99.11%-3.35%

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Correlation

-0.50.00.51.00.2

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.

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 -0.33, compared to the broader market-4.00-2.000.002.004.00-0.331.77
The chart of Sortino ratio for TRIB, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.000.192.38
The chart of Omega ratio for TRIB, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.34
The chart of Calmar ratio for TRIB, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.350.93
The chart of Martin ratio for TRIB, currently valued at -0.95, compared to the broader market0.0010.0020.0030.00-0.957.11
TRIB
MSFRX

The current TRIB Sharpe Ratio is -0.33, which is lower than the MSFRX Sharpe Ratio of 1.77. 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
-0.33
1.77
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 2.22%.


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
2.22%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 -99.25%, 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%JuneJulyAugustSeptemberOctoberNovember
-99.11%
-3.35%
TRIB
MSFRX

Volatility

TRIB vs. MSFRX - Volatility Comparison

Trinity Biotech plc (TRIB) has a higher volatility of 29.24% compared to MFS Total Return Fund (MSFRX) at 2.06%. 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%JuneJulyAugustSeptemberOctoberNovember
29.24%
2.06%
TRIB
MSFRX