PortfoliosLab logoPortfoliosLab logo
TRX-USD vs. O
Performance
Return for Risk
Drawdowns
Volatility

Performance

TRX-USD vs. O - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TRX-USD achieves a 11.24% return, which is significantly lower than O's 13.70% 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*

O

1D
1.31%
1M
1.67%
YTD
13.70%
6M
11.57%
1Y
14.88%
3Y*
6.59%
5Y*
3.49%
10Y*
4.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRX-USD vs. O - 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%
O
Realty Income Corporation
13.70%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%-2.62%

Correlation

The correlation between TRX-USD and O is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

-0.01

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

0.05

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

0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TRX-USD vs. O — 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

O
O Risk / Return Rank: 6666
Overall Rank
O Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
O Sortino Ratio Rank: 6262
Sortino Ratio Rank
O Omega Ratio Rank: 6161
Omega Ratio Rank
O Calmar Ratio Rank: 6868
Calmar Ratio Rank
O Martin Ratio Rank: 6969
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. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tronix (TRX-USD) and Realty Income Corporation (O). 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-USDODifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.11

1.15

-0.05

Calmar ratioReturn relative to maximum drawdown

0.64

1.29

-0.64

Martin ratioReturn relative to average drawdown

1.14

3.12

-1.98

TRX-USD vs. O - Sharpe Ratio Comparison

The current TRX-USD Sharpe Ratio is 0.60, which is lower than the O Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of TRX-USD and O, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TRX-USD vs. O - Drawdown Comparison

The maximum TRX-USD drawdown since its inception was -95.89%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for TRX-USD and O.


Loading charts...

Drawdown Indicators


TRX-USDODifference

Max Drawdown

Largest peak-to-trough decline

-95.89%

-48.45%

-47.44%

Max Drawdown (1Y)

Largest decline over 1 year

-26.58%

-11.10%

-15.48%

Max Drawdown (3Y)

Largest decline over 3 years

-50.98%

-26.49%

-24.49%

Max Drawdown (5Y)

Largest decline over 5 years

-59.60%

-34.48%

-25.12%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

Current Drawdown

Current decline from peak

-27.00%

-5.94%

-21.06%

Average Drawdown

Average peak-to-trough decline

-62.47%

-9.20%

-53.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.82%

4.58%

+9.24%

Volatility

TRX-USD vs. O - Volatility Comparison

Tronix (TRX-USD) has a higher volatility of 8.57% compared to Realty Income Corporation (O) at 5.29%. This indicates that TRX-USD's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TRX-USDODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.57%

5.29%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

17.91%

11.98%

+5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

16.21%

+7.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.42%

18.92%

+39.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

110.20%

25.64%

+84.56%

Frequently Asked Questions


TRX-USD and O have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRX-USD has higher volatility (8.57%) compared to O (5.29%). In terms of maximum drawdown, TRX-USD dropped -95.89% vs O's -48.45%.

O currently has the higher Sharpe Ratio (0.88 vs 0.60), 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 O

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

Open Portfolio Optimizer