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TRX-USD vs. ETC-USD
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, TRX-USD achieves a 16.91% return, which is significantly higher than ETC-USD's -33.28% return.


TRX-USD

1D
-0.05%
1M
-2.61%
YTD
16.91%
6M
18.41%
1Y
22.83%
3Y*
59.83%
5Y*
33.89%
10Y*

ETC-USD

1D
0.53%
1M
-12.08%
YTD
-33.28%
6M
-46.12%
1Y
-56.54%
3Y*
-25.11%
5Y*
-34.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRX-USD vs. ETC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRX-USD
Tronix
16.91%11.86%135.87%97.75%-27.86%180.88%102.08%-29.71%-57.23%2,118.51%
ETC-USD
Ethereum Classic
-33.28%-54.13%13.87%39.62%-53.90%499.54%27.01%-10.00%-82.30%94.30%

Correlation

The correlation between TRX-USD and ETC-USD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.42

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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2017

0.55

The correlation between TRX-USD and ETC-USD shifts across timeframes, from 0.38 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TRX-USD vs. ETC-USD — Risk / Return Rank

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

TRX-USD
TRX-USD Risk / Return Rank: 9494
Overall Rank
TRX-USD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TRX-USD Sortino Ratio Rank: 9292
Sortino Ratio Rank
TRX-USD Omega Ratio Rank: 9090
Omega Ratio Rank
TRX-USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
TRX-USD Martin Ratio Rank: 9595
Martin Ratio Rank

ETC-USD
ETC-USD Risk / Return Rank: 4444
Overall Rank
ETC-USD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ETC-USD Sortino Ratio Rank: 3737
Sortino Ratio Rank
ETC-USD Omega Ratio Rank: 3838
Omega Ratio Rank
ETC-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
ETC-USD Martin Ratio Rank: 5353
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.

TRX-USD vs. ETC-USD - Risk-Adjusted Trends 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.


TRX-USDETC-USDDifference

Sharpe ratio

Return per unit of total volatility

0.78

-0.78

+1.55

Sortino ratio

Return per unit of downside risk

1.19

-1.12

+2.31

Omega ratio

Gain probability vs. loss probability

1.13

0.89

+0.24

Calmar ratio

Return relative to maximum drawdown

0.86

-0.82

+1.68

Martin ratio

Return relative to average drawdown

1.53

-1.22

+2.75

TRX-USD vs. ETC-USD - Sharpe Ratio Comparison

The current TRX-USD Sharpe Ratio is 0.78, which is higher than the ETC-USD Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of TRX-USD and ETC-USD, 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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Sharpe Ratios by Period


TRX-USDETC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

-0.78

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

-0.39

+0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.15

+0.45

Drawdowns

TRX-USD vs. ETC-USD - Drawdown Comparison

The maximum TRX-USD drawdown since its inception was -95.89%, roughly equal to the maximum ETC-USD drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for TRX-USD and ETC-USD.


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Drawdown Indicators


TRX-USDETC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.89%

-94.61%

-1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-26.58%

-69.22%

+42.64%

Max Drawdown (3Y)

Largest decline over 3 years

-50.98%

-80.18%

+29.20%

Max Drawdown (5Y)

Largest decline over 5 years

-59.60%

-89.88%

+30.28%

Current Drawdown

Current decline from peak

-23.28%

-94.58%

+71.30%

Average Drawdown

Average peak-to-trough decline

-62.60%

-73.65%

+11.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.53%

45.64%

-32.11%

Volatility

TRX-USD vs. ETC-USD - Volatility Comparison

The current volatility for Tronix (TRX-USD) is 7.79%, while Ethereum Classic (ETC-USD) has a volatility of 14.25%. 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.


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Volatility by Period


TRX-USDETC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

14.25%

-6.46%

Volatility (6M)

Calculated over the trailing 6-month period

17.78%

43.31%

-25.53%

Volatility (1Y)

Calculated over the trailing 1-year period

24.38%

60.59%

-36.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.62%

73.49%

-14.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

110.38%

129.95%

-19.57%

Frequently Asked Questions


TRX-USD and ETC-USD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETC-USD has higher volatility (14.25%) compared to TRX-USD (7.79%). In terms of maximum drawdown, TRX-USD dropped -95.89% vs ETC-USD's -94.61%.

TRX-USD currently has the higher Sharpe Ratio (0.78 vs -0.78), 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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