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TRMK vs. GKOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TRMK vs. GKOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trustmark Corporation (TRMK) and Glaukos Corporation (GKOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with TRMK having a 18.51% return and GKOS slightly higher at 19.25%. Over the past 10 years, TRMK has underperformed GKOS with an annualized return of 9.86%, while GKOS has yielded a comparatively higher 16.93% annualized return.


TRMK

1D
1.20%
1M
3.38%
YTD
18.51%
6M
14.40%
1Y
33.91%
3Y*
31.90%
5Y*
10.60%
10Y*
9.86%

GKOS

1D
2.64%
1M
11.99%
YTD
19.25%
6M
15.90%
1Y
39.10%
3Y*
25.90%
5Y*
9.32%
10Y*
16.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRMK vs. GKOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRMK
Trustmark Corporation
18.51%12.99%30.65%-17.02%10.67%22.34%-17.98%24.73%-8.24%-8.04%
GKOS
Glaukos Corporation
19.25%-24.70%88.63%81.98%-1.71%-40.95%38.17%-3.03%118.99%-25.22%

Correlation

The correlation between TRMK and GKOS is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

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

0.26

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

0.28

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2015

0.25

Fundamentals

Market Cap

TRMK:

$2.70B

GKOS:

$7.81B

EPS

TRMK:

$3.77

GKOS:

-$3.30

PS Ratio

TRMK:

2.30

GKOS:

14.01

PB Ratio

TRMK:

1.27

GKOS:

11.64

Total Revenue (TTM)

TRMK:

$1.19B

GKOS:

$551.35M

Gross Profit (TTM)

TRMK:

$791.58M

GKOS:

$439.11M

EBITDA (TTM)

TRMK:

$320.24M

GKOS:

-$158.75M

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Return for Risk

TRMK vs. GKOS — Risk / Return Rank

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

TRMK
TRMK Risk / Return Rank: 8181
Overall Rank
TRMK Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TRMK Sortino Ratio Rank: 7878
Sortino Ratio Rank
TRMK Omega Ratio Rank: 7878
Omega Ratio Rank
TRMK Calmar Ratio Rank: 8585
Calmar Ratio Rank
TRMK Martin Ratio Rank: 8686
Martin Ratio Rank

GKOS
GKOS Risk / Return Rank: 6666
Overall Rank
GKOS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GKOS Sortino Ratio Rank: 6666
Sortino Ratio Rank
GKOS Omega Ratio Rank: 6464
Omega Ratio Rank
GKOS Calmar Ratio Rank: 6767
Calmar Ratio Rank
GKOS Martin Ratio Rank: 6767
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.

TRMK vs. GKOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trustmark Corporation (TRMK) and Glaukos Corporation (GKOS). 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.


TRMKGKOSDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratioReturn relative to maximum drawdown

3.19

1.31

+1.88

Martin ratioReturn relative to average drawdown

8.60

2.89

+5.71

TRMK vs. GKOS - Sharpe Ratio Comparison

The current TRMK Sharpe Ratio is 1.47, which is higher than the GKOS Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of TRMK and GKOS, 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

TRMK vs. GKOS - Drawdown Comparison

The maximum TRMK drawdown since its inception was -53.55%, smaller than the maximum GKOS drawdown of -69.57%. Use the drawdown chart below to compare losses from any high point for TRMK and GKOS.


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Drawdown Indicators


TRMKGKOSDifference

Max Drawdown

Largest peak-to-trough decline

-53.55%

-69.57%

+16.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-29.92%

+19.25%

Max Drawdown (3Y)

Largest decline over 3 years

-26.47%

-53.68%

+27.21%

Max Drawdown (5Y)

Largest decline over 5 years

-47.77%

-59.58%

+11.81%

Max Drawdown (10Y)

Largest decline over 10 years

-47.77%

-69.57%

+21.80%

Current Drawdown

Current decline from peak

-0.59%

-16.48%

+15.89%

Average Drawdown

Average peak-to-trough decline

-12.75%

-27.75%

+15.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

13.56%

-9.61%

Volatility

TRMK vs. GKOS - Volatility Comparison

The current volatility for Trustmark Corporation (TRMK) is 5.97%, while Glaukos Corporation (GKOS) has a volatility of 21.50%. This indicates that TRMK experiences smaller price fluctuations and is considered to be less risky than GKOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRMKGKOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

21.50%

-15.53%

Volatility (6M)

Calculated over the trailing 6-month period

15.64%

41.00%

-25.36%

Volatility (1Y)

Calculated over the trailing 1-year period

23.35%

52.66%

-29.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.16%

50.47%

-21.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.56%

52.36%

-21.80%

Dividends

TRMK vs. GKOS - Dividend Comparison

TRMK's dividend yield for the trailing twelve months is around 2.15%, while GKOS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GKOS
Glaukos Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRMK
Trustmark Corporation
2.15%2.46%2.60%3.30%2.64%2.83%3.37%2.67%3.24%2.89%2.58%3.99%

Financials

TRMK vs. GKOS - Financials Comparison

This section allows you to compare key financial metrics between Trustmark Corporation and Glaukos Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


50.00M100.00M150.00M200.00M250.00M300.00M350.00M400.00M20222023202420252026
277.21M
150.57M
(TRMK) Total Revenue
(GKOS) Total Revenue
Values in USD except per share items

TRMK vs. GKOS - Profitability Comparison

The chart below illustrates the profitability comparison between Trustmark Corporation and Glaukos Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
73.2%
77.9%
Portfolio components
TRMK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Trustmark Corporation reported a gross profit of 202.96M and revenue of 277.21M. Therefore, the gross margin over that period was 73.2%.

GKOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Glaukos Corporation reported a gross profit of 117.23M and revenue of 150.57M. Therefore, the gross margin over that period was 77.9%.

TRMK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Trustmark Corporation reported an operating income of 70.98M and revenue of 277.21M, resulting in an operating margin of 25.6%.

GKOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Glaukos Corporation reported an operating income of -19.86M and revenue of 150.57M, resulting in an operating margin of -13.2%.

TRMK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Trustmark Corporation reported a net income of 56.12M and revenue of 277.21M, resulting in a net margin of 20.2%.

GKOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Glaukos Corporation reported a net income of -19.78M and revenue of 150.57M, resulting in a net margin of -13.1%.


Frequently Asked Questions


TRMK and GKOS have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GKOS has higher volatility (21.50%) compared to TRMK (5.97%). In terms of maximum drawdown, TRMK dropped -53.55% vs GKOS's -69.57%.

TRMK currently has the higher Sharpe Ratio (1.47 vs 0.75), 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

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