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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 -18.16% return, which is significantly lower than TRX-USD's 16.60% return.


XAGUSD=X

1D
-1.56%
1M
-13.47%
6M
-29.55%
YTD
-18.16%
1Y
52.79%
3Y*
33.15%
5Y*
17.74%
10Y*
11.20%

TRX-USD

1D
0.50%
1M
5.07%
6M
10.72%
YTD
16.60%
1Y
9.58%
3Y*
59.47%
5Y*
41.06%
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
-18.16%148.50%21.59%-0.79%2.85%-11.48%47.14%15.71%-8.76%-4.88%
TRX-USD
Tronix
16.60%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 0.10, 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

0.10

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: 8181
Overall Rank
XAGUSD=X Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XAGUSD=X Sortino Ratio Rank: 8484
Sortino Ratio Rank
XAGUSD=X Omega Ratio Rank: 8686
Omega Ratio Rank
XAGUSD=X Calmar Ratio Rank: 7979
Calmar Ratio Rank
XAGUSD=X Martin Ratio Rank: 7676
Martin Ratio Rank

TRX-USD
TRX-USD Risk / Return Rank: 9393
Overall Rank
TRX-USD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TRX-USD Sortino Ratio Rank: 9191
Sortino Ratio Rank
TRX-USD Omega Ratio Rank: 9090
Omega Ratio Rank
TRX-USD Calmar Ratio Rank: 9494
Calmar Ratio Rank
TRX-USD Martin Ratio Rank: 9393
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

+0.40

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.19

1.07

+0.12

Calmar ratioReturn relative to maximum drawdown

0.80

0.36

+0.44

Martin ratioReturn relative to average drawdown

1.64

0.62

+1.03

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

The current XAGUSD=X Sharpe Ratio is 0.73, which is higher than the TRX-USD Sharpe Ratio of 0.34. 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

-50.91%

-26.58%

-24.33%

Max Drawdown (3Y)

Largest decline over 3 years

-50.91%

-50.98%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-50.91%

-59.60%

+8.69%

Max Drawdown (10Y)

Largest decline over 10 years

-50.91%

Current Drawdown

Current decline from peak

-49.65%

-23.49%

-26.16%

Average Drawdown

Average peak-to-trough decline

-44.90%

-62.13%

+17.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.57%

7.80%

+19.77%

Volatility

XAGUSD=X vs. TRX-USD - Volatility Comparison

Silver Spot Price US Dollar (XAGUSD=X) has a higher volatility of 12.10% compared to Tronix (TRX-USD) at 5.38%. 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

12.10%

5.38%

+6.72%

Volatility (6M)

Calculated over the trailing 6-month period

36.08%

17.79%

+18.29%

Volatility (1Y)

Calculated over the trailing 1-year period

55.55%

23.58%

+31.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.30%

57.10%

-21.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.34%

109.71%

-78.37%

Frequently Asked Questions


XAGUSD=X and TRX-USD have a correlation of 0.10, 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 (12.10%) compared to TRX-USD (5.38%). In terms of maximum drawdown, XAGUSD=X dropped -75.36% vs TRX-USD's -95.89%.

XAGUSD=X currently has the higher Sharpe Ratio (0.73 vs 0.34), 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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