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TRIB vs. MSFRX
Performance
Return for Risk
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.

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TRIB vs. MSFRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRIB
Trinity Biotech plc
-24.40%-10.13%-58.97%-56.67%-30.77%-62.47%269.90%-55.02%-55.10%-26.30%
MSFRX
MFS Total Return Fund
1.18%10.98%14.73%10.34%-9.70%14.00%9.72%20.20%-5.80%12.18%

Returns By Period

In the year-to-date period, TRIB achieves a -24.40% return, which is significantly lower than MSFRX's 1.18% return. Over the past 10 years, TRIB has underperformed MSFRX with an annualized return of -36.71%, while MSFRX has yielded a comparatively higher 8.00% annualized return.


TRIB

1D
10.29%
1M
-13.33%
YTD
-24.40%
6M
-41.37%
1Y
4.91%
3Y*
-49.70%
5Y*
-49.69%
10Y*
-36.71%

MSFRX

1D
0.78%
1M
-3.63%
YTD
1.18%
6M
3.04%
1Y
9.48%
3Y*
12.04%
5Y*
6.79%
10Y*
8.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 4949
Overall Rank
TRIB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
TRIB Sortino Ratio Rank: 6464
Sortino Ratio Rank
TRIB Omega Ratio Rank: 5858
Omega Ratio Rank
TRIB Calmar Ratio Rank: 4242
Calmar Ratio Rank
TRIB Martin Ratio Rank: 4242
Martin Ratio Rank

MSFRX
MSFRX Risk / Return Rank: 4949
Overall Rank
MSFRX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MSFRX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MSFRX Omega Ratio Rank: 4545
Omega Ratio Rank
MSFRX Calmar Ratio Rank: 5151
Calmar Ratio Rank
MSFRX Martin Ratio Rank: 5555
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.


TRIBMSFRXDifference

Sharpe ratio

Return per unit of total volatility

0.04

0.99

-0.96

Sortino ratio

Return per unit of downside risk

1.37

1.43

-0.06

Omega ratio

Gain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

0.07

1.33

-1.26

Martin ratio

Return relative to average drawdown

0.12

5.58

-5.46

TRIB vs. MSFRX - Sharpe Ratio Comparison

The current TRIB Sharpe Ratio is 0.04, which is lower than the MSFRX Sharpe Ratio of 0.99. 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.


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Sharpe Ratios by Period


TRIBMSFRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

0.99

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.70

-1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.40

0.77

-1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.65

-0.83

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.


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 8.67%.


TTM20252024202320222021202020192018201720162015
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%
MSFRX
MFS Total Return Fund
8.67%8.93%14.87%6.19%5.38%8.33%6.93%3.22%4.99%5.67%3.54%5.55%

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%

-7.49%

-64.12%

Max Drawdown (5Y)

Largest decline over 5 years

-97.51%

-17.02%

-80.49%

Max Drawdown (10Y)

Largest decline over 10 years

-99.23%

-24.70%

-74.53%

Current Drawdown

Current decline from peak

-99.57%

-3.87%

-95.70%

Average Drawdown

Average peak-to-trough decline

-71.12%

-5.01%

-66.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.16%

1.79%

+40.37%

Volatility

TRIB vs. MSFRX - Volatility Comparison

Trinity Biotech plc (TRIB) has a higher volatility of 26.75% compared to MFS Total Return Fund (MSFRX) at 2.49%. 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

26.75%

2.49%

+24.26%

Volatility (6M)

Calculated over the trailing 6-month period

72.24%

5.06%

+67.18%

Volatility (1Y)

Calculated over the trailing 1-year period

140.15%

9.39%

+130.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

102.47%

9.76%

+92.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.44%

10.45%

+81.99%