TRX-USD vs. ADBE
TRX-USD (Tronix) is a cryptocurrency, while ADBE (Adobe Inc) is a stock. Over the past 5 years, TRX-USD returned 34.40%/yr vs -17.73%/yr for ADBE. At a 0.08 correlation, their price movements are largely independent.
Performance
TRX-USD vs. ADBE - Performance Comparison
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Returns By Period
In the year-to-date period, TRX-USD achieves a 11.24% return, which is significantly higher than ADBE's -41.71% return.
TRX-USD
- 1D
- 0.23%
- 1M
- -10.66%
- YTD
- 11.24%
- 6M
- 16.57%
- 1Y
- 17.12%
- 3Y*
- 64.55%
- 5Y*
- 34.40%
- 10Y*
- —
ADBE
- 1D
- -6.76%
- 1M
- -13.92%
- YTD
- -41.71%
- 6M
- -42.76%
- 1Y
- -47.91%
- 3Y*
- -24.76%
- 5Y*
- -17.73%
- 10Y*
- 7.72%
TRX-USD vs. ADBE - Yearly Performance Comparison
Correlation
The correlation between TRX-USD and ADBE is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2017 | 0.08 |
The correlation between TRX-USD and ADBE shifts across timeframes, from 0.01 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TRX-USD vs. ADBE — Risk / Return Rank
TRX-USD
ADBE
TRX-USD vs. ADBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tronix (TRX-USD) and Adobe Inc (ADBE). 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.
| TRX-USD | ADBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.05 | ||
| Sortino ratioReturn per unit of downside risk | +3.29 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.73 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | -1.03 | +1.68 |
| Martin ratioReturn relative to average drawdown | 1.14 | -1.99 | +3.13 |
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Drawdowns
TRX-USD vs. ADBE - Drawdown Comparison
The maximum TRX-USD drawdown since its inception was -95.89%, which is greater than ADBE's maximum drawdown of -79.89%. Use the drawdown chart below to compare losses from any high point for TRX-USD and ADBE.
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Drawdown Indicators
| TRX-USD | ADBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.89% | -79.89% | -16.00% |
Max Drawdown (1Y)Largest decline over 1 year | -26.58% | -49.21% | +22.63% |
Max Drawdown (3Y)Largest decline over 3 years | -50.98% | -67.86% | +16.88% |
Max Drawdown (5Y)Largest decline over 5 years | -59.60% | -70.36% | +10.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -70.36% | — |
Current DrawdownCurrent decline from peak | -27.00% | -70.36% | +43.36% |
Average DrawdownAverage peak-to-trough decline | -62.47% | -25.99% | -36.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.82% | 27.31% | -13.49% |
Volatility
TRX-USD vs. ADBE - Volatility Comparison
The current volatility for Tronix (TRX-USD) is 8.57%, while Adobe Inc (ADBE) has a volatility of 16.64%. This indicates that TRX-USD experiences smaller price fluctuations and is considered to be less risky than ADBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRX-USD | ADBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | 16.64% | -8.07% |
Volatility (6M)Calculated over the trailing 6-month period | 17.91% | 29.17% | -11.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.82% | 35.08% | -11.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.42% | 36.54% | +21.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.20% | 34.48% | +75.72% |
Frequently Asked Questions
TRX-USD and ADBE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADBE has higher volatility (16.64%) compared to TRX-USD (8.57%). In terms of maximum drawdown, TRX-USD dropped -95.89% vs ADBE's -79.89%.
TRX-USD currently has the higher Sharpe Ratio (0.60 vs -1.45), 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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