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TRIN vs. RISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRIN vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trinity Capital Inc. (TRIN) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRIN achieves a 31.04% return, which is significantly higher than RISR's 4.75% return.


TRIN

1D
1.60%
1M
1.20%
6M
16.17%
YTD
31.04%
1Y
37.70%
3Y*
24.50%
5Y*
19.77%
10Y*
ALL TIME*
19.65%

RISR

1D
-0.15%
1M
1.47%
6M
4.83%
YTD
4.75%
1Y
6.29%
3Y*
10.07%
5Y*
10Y*
ALL TIME*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.20M$3.07M$3.51M
$15.55M$17.26M$18.03M

TRIN vs. RISR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TRIN
Trinity Capital Inc.
31.04%16.01%14.83%53.97%-26.60%11.54%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
4.75%4.63%24.20%7.02%31.98%-0.04%

Correlation

The correlation between TRIN and RISR is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.12

Correlation (3Y)
Balances recent behavior with more history.

-0.08

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2021

-0.07

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Return for Risk

TRIN vs. RISR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TRIN
TRIN Risk / Return Rank: 8686
Overall Rank
TRIN Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
TRIN Sortino Ratio Rank: 8787
Sortino Ratio Rank
TRIN Omega Ratio Rank: 8585
Omega Ratio Rank
TRIN Calmar Ratio Rank: 8383
Calmar Ratio Rank
TRIN Martin Ratio Rank: 8383
Martin Ratio Rank

RISR
RISR Risk / Return Rank: 5151
Overall Rank
RISR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 4747
Sortino Ratio Rank
RISR Omega Ratio Rank: 4646
Omega Ratio Rank
RISR Calmar Ratio Rank: 6767
Calmar Ratio Rank
RISR Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TRIN vs. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trinity Capital Inc. (TRIN) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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.


TRINRISRDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.31

1.22

+0.09

Calmar ratioReturn relative to maximum drawdown

2.53

2.42

+0.10

Martin ratioReturn relative to average drawdown

6.33

5.79

+0.54

TRIN vs. RISR - Sharpe Ratio Comparison

The current TRIN Sharpe Ratio is 1.85, which is higher than the RISR Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of TRIN and RISR, 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

TRIN vs. RISR - Drawdown Comparison

The maximum TRIN drawdown since its inception was -43.12%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for TRIN and RISR.


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Drawdown Indicators


TRINRISRDifference

Max Drawdown

Largest peak-to-trough decline

-43.12%

-14.31%

-28.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.99%

-2.61%

-12.38%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

-8.07%

-7.51%

Max Drawdown (5Y)

Largest decline over 5 years

-43.12%

Current Drawdown

Current decline from peak

-0.56%

-0.15%

-0.41%

Average Drawdown

Average peak-to-trough decline

-8.72%

-2.12%

-6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.98%

1.09%

+4.89%

Volatility

TRIN vs. RISR - Volatility Comparison

Trinity Capital Inc. (TRIN) has a higher volatility of 4.94% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 1.13%. This indicates that TRIN's price experiences larger fluctuations and is considered to be riskier than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRINRISRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

1.13%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

3.57%

+11.56%

Volatility (1Y)

Calculated over the trailing 1-year period

20.48%

5.25%

+15.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.65%

11.67%

+14.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.75%

11.67%

+15.08%

Dividends

TRIN vs. RISR - Dividend Comparison

TRIN's dividend yield for the trailing twelve months is around 12.39%, more than RISR's 5.88% yield.


PositionTTM20252024202320222021
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.88%5.95%5.67%7.96%4.26%0.30%
TRIN
Trinity Capital Inc.
12.39%13.92%14.10%14.04%21.32%7.17%

Frequently Asked Questions


TRIN and RISR have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRIN has higher volatility (4.94%) compared to RISR (1.13%). In terms of maximum drawdown, TRIN dropped -43.12% vs RISR's -14.31%.

TRIN currently has the higher Sharpe Ratio (1.85 vs 1.20), 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.

Portfolio Optimizer

Find the right allocation for TRIN and RISR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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