TRX-USD vs. V
TRX-USD (Tronix) is a cryptocurrency, while V (Visa Inc.) is a stock. Over the past 5 years, TRX-USD returned 34.40%/yr vs 7.33%/yr for V. At a 0.08 correlation, their price movements are largely independent.
Performance
TRX-USD vs. V - Performance Comparison
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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 V's -7.69% 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*
- —
V
- 1D
- 1.05%
- 1M
- -0.04%
- YTD
- -7.69%
- 6M
- -6.93%
- 1Y
- -7.91%
- 3Y*
- 13.87%
- 5Y*
- 7.33%
- 10Y*
- 15.98%
TRX-USD vs. V - Yearly Performance Comparison
Correlation
The correlation between TRX-USD and V is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2017 | 0.08 |
The correlation between TRX-USD and V shifts across timeframes, from -0.02 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TRX-USD vs. V — Risk / Return Rank
TRX-USD
V
TRX-USD vs. V - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tronix (TRX-USD) and Visa Inc. (V). 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-USD | V | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.92 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | -0.73 | +1.38 |
| Martin ratioReturn relative to average drawdown | 1.14 | -1.57 | +2.71 |
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Drawdowns
TRX-USD vs. V - Drawdown Comparison
The maximum TRX-USD drawdown since its inception was -95.89%, which is greater than V's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for TRX-USD and V.
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Drawdown Indicators
| TRX-USD | V | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.89% | -51.90% | -43.99% |
Max Drawdown (1Y)Largest decline over 1 year | -26.58% | -17.18% | -9.40% |
Max Drawdown (3Y)Largest decline over 3 years | -50.98% | -20.38% | -30.60% |
Max Drawdown (5Y)Largest decline over 5 years | -59.60% | -28.60% | -31.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.36% | — |
Current DrawdownCurrent decline from peak | -27.00% | -12.96% | -14.04% |
Average DrawdownAverage peak-to-trough decline | -62.47% | -8.26% | -54.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.82% | 10.73% | +3.09% |
Volatility
TRX-USD vs. V - Volatility Comparison
Tronix (TRX-USD) has a higher volatility of 8.57% compared to Visa Inc. (V) at 5.57%. This indicates that TRX-USD's price experiences larger fluctuations and is considered to be riskier than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRX-USD | V | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | 5.57% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 17.91% | 17.57% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.82% | 22.35% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.42% | 22.82% | +35.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.20% | 24.45% | +85.75% |
Frequently Asked Questions
TRX-USD and V have a correlation of -0.02, 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 V (5.57%). In terms of maximum drawdown, TRX-USD dropped -95.89% vs V's -51.90%.
TRX-USD currently has the higher Sharpe Ratio (0.60 vs -0.56), 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.
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