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

Performance

TRX-USD vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tronix (TRX-USD) and Microsoft Corporation (MSFT). 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 11.24% return, which is significantly higher than MSFT's -18.85% return.


TRX-USD

1D
0.23%
1M
-10.66%
YTD
11.24%
6M
16.57%
1Y
17.12%
3Y*
64.55%
5Y*
34.40%
10Y*

MSFT

1D
0.10%
1M
-4.36%
YTD
-18.85%
6M
-17.98%
1Y
-17.07%
3Y*
6.16%
5Y*
9.56%
10Y*
24.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRX-USD vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRX-USD
Tronix
11.24%11.86%135.87%97.75%-27.86%180.88%102.08%-29.71%-57.23%2,056.30%
MSFT
Microsoft Corporation
-18.85%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%14.99%

Correlation

The correlation between TRX-USD and MSFT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.09

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

0.17

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2017

0.11

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Return for Risk

TRX-USD vs. MSFT — 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: 9292
Omega Ratio Rank
TRX-USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
TRX-USD Martin Ratio Rank: 9494
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 1717
Overall Rank
MSFT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1515
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1414
Omega Ratio Rank
MSFT Calmar Ratio Rank: 2424
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2020
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. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tronix (TRX-USD) and Microsoft Corporation (MSFT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TRX-USDMSFTDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

1.11

0.89

+0.22

Calmar ratioReturn relative to maximum drawdown

0.64

-0.53

+1.17

Martin ratioReturn relative to average drawdown

1.14

-1.08

+2.22

TRX-USD vs. MSFT - Sharpe Ratio Comparison

The current TRX-USD Sharpe Ratio is 0.60, which is higher than the MSFT Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of TRX-USD and MSFT, 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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Drawdowns

TRX-USD vs. MSFT - Drawdown Comparison

The maximum TRX-USD drawdown since its inception was -95.89%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for TRX-USD and MSFT.


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Drawdown Indicators


TRX-USDMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-95.89%

-69.38%

-26.51%

Max Drawdown (1Y)

Largest decline over 1 year

-26.58%

-33.91%

+7.33%

Max Drawdown (3Y)

Largest decline over 3 years

-50.98%

-33.91%

-17.07%

Max Drawdown (5Y)

Largest decline over 5 years

-59.60%

-37.15%

-22.45%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

Current Drawdown

Current decline from peak

-27.00%

-27.46%

+0.46%

Average Drawdown

Average peak-to-trough decline

-62.47%

-21.78%

-40.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.82%

16.48%

-2.66%

Volatility

TRX-USD vs. MSFT - Volatility Comparison

The current volatility for Tronix (TRX-USD) is 8.57%, while Microsoft Corporation (MSFT) has a volatility of 10.52%. This indicates that TRX-USD experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRX-USDMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.57%

10.52%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

17.91%

22.31%

-4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

25.42%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.42%

26.66%

+31.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

110.20%

27.06%

+83.14%

Frequently Asked Questions


TRX-USD and MSFT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFT has higher volatility (10.52%) compared to TRX-USD (8.57%). In terms of maximum drawdown, TRX-USD dropped -95.89% vs MSFT's -69.38%.

TRX-USD currently has the higher Sharpe Ratio (0.60 vs -0.70), 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.

Portfolio Optimizer

Find the right allocation for TRX-USD and MSFT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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