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TRX-USD vs. CRO-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

TRX-USD vs. CRO-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tronix (TRX-USD) and CryptocomCoin (CRO-USD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
77.38%
59.25%
TRX-USD
CRO-USD

Returns By Period

The year-to-date returns for both investments are quite close, with TRX-USD having a 90.21% return and CRO-USD slightly higher at 94.36%.


TRX-USD

YTD

90.21%

1M

27.79%

6M

77.38%

1Y

100.62%

5Y (annualized)

71.19%

10Y (annualized)

N/A

CRO-USD

YTD

94.36%

1M

154.36%

6M

59.25%

1Y

108.24%

5Y (annualized)

44.77%

10Y (annualized)

N/A

Key characteristics


TRX-USDCRO-USD
Sharpe Ratio2.440.48
Sortino Ratio3.171.94
Omega Ratio1.351.19
Calmar Ratio0.990.23
Martin Ratio15.291.39
Ulcer Index6.62%38.19%
Daily Std Dev32.09%82.74%
Max Drawdown-96.01%-94.56%
Current Drawdown-7.14%-78.65%

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Correlation

-0.50.00.51.00.5

The correlation between TRX-USD and CRO-USD is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

TRX-USD vs. CRO-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tronix (TRX-USD) and CryptocomCoin (CRO-USD). 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.


Sharpe ratio
The chart of Sharpe ratio for TRX-USD, currently valued at 2.44, compared to the broader market0.001.002.002.440.48
The chart of Sortino ratio for TRX-USD, currently valued at 3.17, compared to the broader market-1.000.001.002.003.003.171.94
The chart of Omega ratio for TRX-USD, currently valued at 1.35, compared to the broader market0.901.001.101.201.301.401.351.19
The chart of Calmar ratio for TRX-USD, currently valued at 1.49, compared to the broader market0.501.001.502.001.490.23
The chart of Martin ratio for TRX-USD, currently valued at 15.29, compared to the broader market0.005.0010.0015.291.39
TRX-USD
CRO-USD

The current TRX-USD Sharpe Ratio is 2.44, which is higher than the CRO-USD Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of TRX-USD and CRO-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.44
0.48
TRX-USD
CRO-USD

Drawdowns

TRX-USD vs. CRO-USD - Drawdown Comparison

The maximum TRX-USD drawdown since its inception was -96.01%, roughly equal to the maximum CRO-USD drawdown of -94.56%. Use the drawdown chart below to compare losses from any high point for TRX-USD and CRO-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-78.65%
TRX-USD
CRO-USD

Volatility

TRX-USD vs. CRO-USD - Volatility Comparison

The current volatility for Tronix (TRX-USD) is 17.13%, while CryptocomCoin (CRO-USD) has a volatility of 64.07%. This indicates that TRX-USD experiences smaller price fluctuations and is considered to be less risky than CRO-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
17.13%
64.07%
TRX-USD
CRO-USD