Any androgen can technically cause hair loss, but it's one genetic susceptibility to hair loss that determines whether or not it will happen. I am not referring just to hair loss in general, but to how one responds to individual compounds as well.
Lots of people are genetically prone to hair loss, but not everyone responds the same to every steroid. It really is a very individual thing, but some steroids are generally worse than others. Tren gets mixed reviews, but most guys who are significantly prone to hair loss are going to have problems with tren, and many guys have severe problems with it.
But again, it all comes down to how YOU respond to the drug. I have seen guys lose tons of hair on test and barely any on tren, and vice versa. I have also seen literally 100's of cases of people experiencing similar situations with many different types of AAS, so when I say personal response is a big factor, I mean it is a BIG factor. However, if you suffer hair loss from compounds like test, you are taking a big risk with tren.
My advice? If keeping your hair is that important to you, stay away from it and use compounds with a lower degree of general risk. The steroid "family" it comes from (test, 19-nor, DHT) is irrelevant, as there are some DHT-based compounds known to be rather mild on the hair line (ex. Var), while some 19-nors (tren, for example) have causes lots of people big issues with their hair. Each compound needs to be evaluated on a case by case basis.