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XAGUSD=X vs. TRX-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XAGUSD=X vs. TRX-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silver Spot Price US Dollar (XAGUSD=X) and Tronix (TRX-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XAGUSD=X achieves a -9.97% return, which is significantly lower than TRX-USD's 17.44% return.


XAGUSD=X

1D
-1.27%
1M
-14.24%
YTD
-9.97%
6M
-6.24%
1Y
78.91%
3Y*
42.34%
5Y*
20.08%
10Y*
13.80%

TRX-USD

1D
1.92%
1M
-7.97%
YTD
17.44%
6M
17.34%
1Y
26.63%
3Y*
65.81%
5Y*
41.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAGUSD=X vs. TRX-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XAGUSD=X
Silver Spot Price US Dollar
-9.97%148.50%21.59%-0.79%2.85%-11.48%47.14%15.71%-8.76%-4.88%
TRX-USD
Tronix
17.44%11.86%135.87%97.75%-27.86%180.88%102.08%-29.71%-57.23%2,056.30%

Correlation

The correlation between XAGUSD=X and TRX-USD is 0.08, 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

0.08

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

0.05

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

0.08

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

0.08

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Return for Risk

XAGUSD=X vs. TRX-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XAGUSD=X
XAGUSD=X Risk / Return Rank: 8484
Overall Rank
XAGUSD=X Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XAGUSD=X Sortino Ratio Rank: 8585
Sortino Ratio Rank
XAGUSD=X Omega Ratio Rank: 9191
Omega Ratio Rank
XAGUSD=X Calmar Ratio Rank: 8080
Calmar Ratio Rank
XAGUSD=X Martin Ratio Rank: 8080
Martin Ratio Rank

TRX-USD
TRX-USD Risk / Return Rank: 9595
Overall Rank
TRX-USD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TRX-USD Sortino Ratio Rank: 9494
Sortino Ratio Rank
TRX-USD Omega Ratio Rank: 9494
Omega Ratio Rank
TRX-USD Calmar Ratio Rank: 9696
Calmar Ratio Rank
TRX-USD Martin Ratio Rank: 9696
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.

XAGUSD=X vs. TRX-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silver Spot Price US Dollar (XAGUSD=X) and Tronix (TRX-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.

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.


XAGUSD=XTRX-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.25

1.15

+0.11

Calmar ratioReturn relative to maximum drawdown

1.30

1.00

+0.30

Martin ratioReturn relative to average drawdown

2.72

1.75

+0.97

XAGUSD=X vs. TRX-USD - Sharpe Ratio Comparison

The current XAGUSD=X Sharpe Ratio is 1.09, which is comparable to the TRX-USD Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of XAGUSD=X and TRX-USD, 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

XAGUSD=X vs. TRX-USD - Drawdown Comparison

The maximum XAGUSD=X drawdown since its inception was -75.36%, smaller than the maximum TRX-USD drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for XAGUSD=X and TRX-USD.


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Drawdown Indicators


XAGUSD=XTRX-USDDifference

Max Drawdown

Largest peak-to-trough decline

-75.36%

-95.89%

+20.53%

Max Drawdown (1Y)

Largest decline over 1 year

-45.83%

-26.58%

-19.25%

Max Drawdown (3Y)

Largest decline over 3 years

-45.83%

-50.98%

+5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-45.83%

-59.60%

+13.77%

Max Drawdown (10Y)

Largest decline over 10 years

-45.83%

Current Drawdown

Current decline from peak

-44.61%

-22.93%

-21.68%

Average Drawdown

Average peak-to-trough decline

-44.76%

-62.36%

+17.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.47%

9.44%

+15.03%

Volatility

XAGUSD=X vs. TRX-USD - Volatility Comparison

Silver Spot Price US Dollar (XAGUSD=X) has a higher volatility of 13.95% compared to Tronix (TRX-USD) at 9.04%. This indicates that XAGUSD=X's price experiences larger fluctuations and is considered to be riskier than TRX-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAGUSD=XTRX-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.95%

9.04%

+4.91%

Volatility (6M)

Calculated over the trailing 6-month period

55.70%

17.85%

+37.85%

Volatility (1Y)

Calculated over the trailing 1-year period

54.68%

23.91%

+30.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.03%

57.73%

-22.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.27%

110.05%

-78.78%

Frequently Asked Questions


XAGUSD=X and TRX-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XAGUSD=X has higher volatility (13.95%) compared to TRX-USD (9.04%). In terms of maximum drawdown, XAGUSD=X dropped -75.36% vs TRX-USD's -95.89%.

XAGUSD=X currently has the higher Sharpe Ratio (1.09 vs 0.93), 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

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