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

Correlation

The correlation between TRX-USD and ETH-USD is 0.27, 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. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tronix (TRX-USD) and Ethereum (ETH-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%
456.79%
TRX-USD
ETH-USD

Key characteristics

Sharpe Ratio

TRX-USD:

1.05

ETH-USD:

-0.58

Sortino Ratio

TRX-USD:

3.10

ETH-USD:

-0.53

Omega Ratio

TRX-USD:

1.39

ETH-USD:

0.95

Calmar Ratio

TRX-USD:

1.45

ETH-USD:

0.03

Martin Ratio

TRX-USD:

4.19

ETH-USD:

-1.42

Ulcer Index

TRX-USD:

32.23%

ETH-USD:

29.28%

Daily Std Dev

TRX-USD:

89.51%

ETH-USD:

59.28%

Max Drawdown

TRX-USD:

-96.01%

ETH-USD:

-93.96%

Current Drawdown

TRX-USD:

-43.20%

ETH-USD:

-62.87%

Returns By Period

In the year-to-date period, TRX-USD achieves a -4.81% return, which is significantly higher than ETH-USD's -46.39% return.


TRX-USD

YTD

-4.81%

1M

3.01%

6M

46.71%

1Y

101.56%

5Y*

75.51%

10Y*

N/A

ETH-USD

YTD

-46.39%

1M

-10.77%

6M

-27.95%

1Y

-42.92%

5Y*

55.42%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TRX-USD vs. ETH-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

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 1313
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 11
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 11
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 44
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. 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.


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
ETH-USD: -0.58
The chart of Sortino ratio for TRX-USD, currently valued at 3.10, compared to the broader market00.001.002.003.004.00
TRX-USD: 3.10
ETH-USD: -0.53
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
ETH-USD: 0.95
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
ETH-USD: 0.03
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
ETH-USD: -1.42

The current TRX-USD Sharpe Ratio is 1.05, which is higher than the ETH-USD Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of TRX-USD and ETH-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
-0.58
TRX-USD
ETH-USD

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-43.20%
-62.87%
TRX-USD
ETH-USD

Volatility

TRX-USD vs. ETH-USD - Volatility Comparison

The current volatility for Tronix (TRX-USD) is 9.37%, while Ethereum (ETH-USD) has a volatility of 27.40%. 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.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
9.37%
27.40%
TRX-USD
ETH-USD