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

Correlation

The correlation between TRX-USD and LINK-USD is 0.16, 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: 0.2

Performance

TRX-USD vs. LINK-USD - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
10,405.23%
6,599.78%
TRX-USD
LINK-USD

Key characteristics

Sharpe Ratio

TRX-USD:

1.17

LINK-USD:

0.67

Sortino Ratio

TRX-USD:

3.25

LINK-USD:

1.63

Omega Ratio

TRX-USD:

1.41

LINK-USD:

1.16

Calmar Ratio

TRX-USD:

1.67

LINK-USD:

0.38

Martin Ratio

TRX-USD:

4.71

LINK-USD:

2.32

Ulcer Index

TRX-USD:

32.00%

LINK-USD:

30.22%

Daily Std Dev

TRX-USD:

89.50%

LINK-USD:

81.27%

Max Drawdown

TRX-USD:

-96.01%

LINK-USD:

-90.17%

Current Drawdown

TRX-USD:

-42.20%

LINK-USD:

-71.20%

Returns By Period

In the year-to-date period, TRX-USD achieves a -3.13% return, which is significantly higher than LINK-USD's -24.98% return.


TRX-USD

YTD

-3.13%

1M

8.34%

6M

49.62%

1Y

117.48%

5Y*

77.45%

10Y*

N/A

LINK-USD

YTD

-24.98%

1M

-2.91%

6M

29.46%

1Y

3.22%

5Y*

31.43%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TRX-USD vs. LINK-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 9191
Overall Rank
The Sharpe Ratio Rank of TRX-USD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of TRX-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of TRX-USD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of TRX-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of TRX-USD is 8787
Martin Ratio Rank

LINK-USD
The Risk-Adjusted Performance Rank of LINK-USD is 7878
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 7777
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 7676
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7979
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. LINK-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tronix (TRX-USD) and ChainLink (LINK-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 1.17, compared to the broader market0.001.002.003.004.00
TRX-USD: 1.17
LINK-USD: 0.67
The chart of Sortino ratio for TRX-USD, currently valued at 3.25, compared to the broader market0.001.002.003.004.00
TRX-USD: 3.25
LINK-USD: 1.63
The chart of Omega ratio for TRX-USD, currently valued at 1.41, compared to the broader market0.901.001.101.201.301.40
TRX-USD: 1.41
LINK-USD: 1.16
The chart of Calmar ratio for TRX-USD, currently valued at 1.67, compared to the broader market1.002.003.004.00
TRX-USD: 1.67
LINK-USD: 0.38
The chart of Martin ratio for TRX-USD, currently valued at 4.71, compared to the broader market0.005.0010.0015.0020.0025.00
TRX-USD: 4.71
LINK-USD: 2.32

The current TRX-USD Sharpe Ratio is 1.17, which is higher than the LINK-USD Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of TRX-USD and LINK-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
1.17
0.67
TRX-USD
LINK-USD

Drawdowns

TRX-USD vs. LINK-USD - Drawdown Comparison

The maximum TRX-USD drawdown since its inception was -96.01%, which is greater than LINK-USD's maximum drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for TRX-USD and LINK-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.20%
-71.20%
TRX-USD
LINK-USD

Volatility

TRX-USD vs. LINK-USD - Volatility Comparison

The current volatility for Tronix (TRX-USD) is 9.36%, while ChainLink (LINK-USD) has a volatility of 29.01%. This indicates that TRX-USD experiences smaller price fluctuations and is considered to be less risky than LINK-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
9.36%
29.01%
TRX-USD
LINK-USD