TRVI vs. AVGX
TRVI (Trevi Therapeutics, Inc.) is a stock, while AVGX (Defiance Daily Target 2X Long AVGO ETF) is Leveraged Equities fund actively managed by Defiance. Over the past year, TRVI returned 126.05% vs 156.34% for AVGX. At a 0.11 correlation, their price movements are largely independent.
Performance
TRVI vs. AVGX - Performance Comparison
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Returns By Period
In the year-to-date period, TRVI achieves a 7.43% return, which is significantly lower than AVGX's 69.89% return.
TRVI
- 1D
- -0.37%
- 1M
- -6.47%
- YTD
- 7.43%
- 6M
- -1.82%
- 1Y
- 126.05%
- 3Y*
- 81.76%
- 5Y*
- 44.88%
- 10Y*
- —
AVGX
- 1D
- -0.83%
- 1M
- 29.49%
- YTD
- 69.89%
- 6M
- 35.83%
- 1Y
- 156.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TRVI vs. AVGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TRVI Trevi Therapeutics, Inc. | 7.43% | 203.88% | 49.28% |
AVGX Defiance Daily Target 2X Long AVGO ETF | 69.89% | 46.98% | 69.92% |
Correlation
The correlation between TRVI and AVGX is 0.08, 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 | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2024 | 0.11 |
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Return for Risk
TRVI vs. AVGX — Risk / Return Rank
TRVI
AVGX
TRVI vs. AVGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trevi Therapeutics, Inc. (TRVI) and Defiance Daily Target 2X Long AVGO ETF (AVGX). 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.
| TRVI | AVGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.30 | 2.91 | +1.39 |
| Martin ratioReturn relative to average drawdown | 9.65 | 6.49 | +3.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRVI | AVGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 1.83 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 1.21 | -1.13 |
Drawdowns
TRVI vs. AVGX - Drawdown Comparison
The maximum TRVI drawdown since its inception was -95.45%, which is greater than AVGX's maximum drawdown of -70.97%. Use the drawdown chart below to compare losses from any high point for TRVI and AVGX.
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Drawdown Indicators
| TRVI | AVGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.45% | -70.97% | -24.48% |
Max Drawdown (1Y)Largest decline over 1 year | -29.50% | -54.09% | +24.59% |
Max Drawdown (3Y)Largest decline over 3 years | -61.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -80.26% | — | — |
Current DrawdownCurrent decline from peak | -12.66% | -0.83% | -11.83% |
Average DrawdownAverage peak-to-trough decline | -61.65% | -22.71% | -38.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.11% | 24.20% | -11.09% |
Volatility
TRVI vs. AVGX - Volatility Comparison
The current volatility for Trevi Therapeutics, Inc. (TRVI) is 12.89%, while Defiance Daily Target 2X Long AVGO ETF (AVGX) has a volatility of 23.50%. This indicates that TRVI experiences smaller price fluctuations and is considered to be less risky than AVGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRVI | AVGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.89% | 23.50% | -10.61% |
Volatility (6M)Calculated over the trailing 6-month period | 39.81% | 61.90% | -22.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.15% | 85.97% | -23.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.27% | 104.65% | -16.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.32% | 104.65% | -5.33% |
Dividends
TRVI vs. AVGX - Dividend Comparison
TRVI has not paid dividends to shareholders, while AVGX's dividend yield for the trailing twelve months is around 0.97%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AVGX Defiance Daily Target 2X Long AVGO ETF | 0.97% | 1.65% | 0.81% |
TRVI Trevi Therapeutics, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TRVI and AVGX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVGX has higher volatility (23.50%) compared to TRVI (12.89%). In terms of maximum drawdown, TRVI dropped -95.45% vs AVGX's -70.97%.
TRVI currently has the higher Sharpe Ratio (2.05 vs 1.83), 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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