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

Correlation

The correlation between TRX-USD and ETC-USD is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

TRX-USD vs. ETC-USD - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
10,223.43%
21.40%
TRX-USD
ETC-USD

Key characteristics

Sharpe Ratio

TRX-USD:

1.05

ETC-USD:

-0.14

Sortino Ratio

TRX-USD:

3.10

ETC-USD:

0.35

Omega Ratio

TRX-USD:

1.39

ETC-USD:

1.03

Calmar Ratio

TRX-USD:

1.45

ETC-USD:

0.02

Martin Ratio

TRX-USD:

4.19

ETC-USD:

-0.34

Ulcer Index

TRX-USD:

32.23%

ETC-USD:

33.84%

Daily Std Dev

TRX-USD:

89.51%

ETC-USD:

62.67%

Max Drawdown

TRX-USD:

-96.01%

ETC-USD:

-92.12%

Current Drawdown

TRX-USD:

-43.20%

ETC-USD:

-87.14%

Returns By Period

In the year-to-date period, TRX-USD achieves a -4.81% return, which is significantly higher than ETC-USD's -31.04% return.


TRX-USD

YTD

-4.81%

1M

3.01%

6M

46.71%

1Y

101.56%

5Y*

75.51%

10Y*

N/A

ETC-USD

YTD

-31.04%

1M

-3.02%

6M

-5.25%

1Y

-36.36%

5Y*

23.20%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TRX-USD vs. ETC-USD — Risk-Adjusted Performance Rank

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

TRX-USD
The Risk-Adjusted Performance Rank of TRX-USD is 8989
Overall Rank
The Sharpe Ratio Rank of TRX-USD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of TRX-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of TRX-USD is 9494
Omega Ratio Rank
The Calmar Ratio Rank of TRX-USD is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TRX-USD is 8484
Martin Ratio Rank

ETC-USD
The Risk-Adjusted Performance Rank of ETC-USD is 3838
Overall Rank
The Sharpe Ratio Rank of ETC-USD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ETC-USD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of ETC-USD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of ETC-USD is 5252
Calmar Ratio Rank
The Martin Ratio Rank of ETC-USD is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

This table presents a comparison of risk-adjusted performance metrics for Tronix (TRX-USD) and Ethereum Classic (ETC-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.


The chart of Sharpe ratio for TRX-USD, currently valued at 1.05, compared to the broader market0.001.002.003.004.00
TRX-USD: 1.05
ETC-USD: -0.14
The chart of Sortino ratio for TRX-USD, currently valued at 3.10, compared to the broader market0.001.002.003.004.00
TRX-USD: 3.10
ETC-USD: 0.35
The chart of Omega ratio for TRX-USD, currently valued at 1.39, compared to the broader market1.001.101.201.301.40
TRX-USD: 1.39
ETC-USD: 1.03
The chart of Calmar ratio for TRX-USD, currently valued at 1.45, compared to the broader market1.002.003.004.00
TRX-USD: 1.45
ETC-USD: 0.02
The chart of Martin ratio for TRX-USD, currently valued at 4.19, compared to the broader market0.005.0010.0015.0020.00
TRX-USD: 4.19
ETC-USD: -0.34

The current TRX-USD Sharpe Ratio is 1.05, which is higher than the ETC-USD Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of TRX-USD and ETC-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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.05
-0.14
TRX-USD
ETC-USD

Drawdowns

TRX-USD vs. ETC-USD - Drawdown Comparison

The maximum TRX-USD drawdown since its inception was -96.01%, roughly equal to the maximum ETC-USD drawdown of -92.12%. Use the drawdown chart below to compare losses from any high point for TRX-USD and ETC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-43.20%
-87.14%
TRX-USD
ETC-USD

Volatility

TRX-USD vs. ETC-USD - Volatility Comparison

The current volatility for Tronix (TRX-USD) is 9.37%, while Ethereum Classic (ETC-USD) has a volatility of 20.22%. This indicates that TRX-USD experiences smaller price fluctuations and is considered to be less risky than ETC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
9.37%
20.22%
TRX-USD
ETC-USD