TRX-USD vs. ETH-USD
Compare and contrast key facts about Tronix (TRX-USD) and Ethereum (ETH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRX-USD or ETH-USD.
Performance
TRX-USD vs. ETH-USD - Performance Comparison
Returns By Period
In the year-to-date period, TRX-USD achieves a 90.21% return, which is significantly higher than ETH-USD's 46.03% return.
TRX-USD
90.21%
27.79%
77.38%
100.62%
71.19%
N/A
ETH-USD
46.03%
32.78%
-10.61%
61.55%
87.74%
N/A
Key characteristics
| TRX-USD | ETH-USD | |
|---|---|---|
| Sharpe Ratio | 2.44 | -0.22 |
| Sortino Ratio | 3.17 | 0.14 |
| Omega Ratio | 1.35 | 1.01 |
| Calmar Ratio | 0.99 | 0.00 |
| Martin Ratio | 15.29 | -0.63 |
| Ulcer Index | 6.62% | 24.30% |
| Daily Std Dev | 32.09% | 52.60% |
| Max Drawdown | -96.01% | -93.96% |
| Current Drawdown | -7.14% | -30.77% |
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Correlation
The correlation between TRX-USD and ETH-USD is 0.66, 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. ETH-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tronix (TRX-USD) and Ethereum (ETH-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.
Drawdowns
TRX-USD vs. ETH-USD - Drawdown Comparison
The maximum TRX-USD drawdown since its inception was -96.01%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for TRX-USD and ETH-USD. For additional features, visit the drawdowns tool.
Volatility
TRX-USD vs. ETH-USD - Volatility Comparison
The current volatility for Tronix (TRX-USD) is 17.13%, while Ethereum (ETH-USD) has a volatility of 21.48%. This indicates that TRX-USD experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.