PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EOS (EOS-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

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


EOS

Popular comparisons: EOS-USD vs. STRGX, EOS-USD vs. MCI, EOS-USD vs. QYLD, EOS-USD vs. MSFT, EOS-USD vs. SPY, EOS-USD vs. VWEHX, EOS-USD vs. VEIRX, EOS-USD vs. VOO, EOS-USD vs. BNB-USD, EOS-USD vs. BTC-USD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in EOS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%December2024FebruaryMarchAprilMay
-27.96%
105.37%
EOS-USD (EOS)
Benchmark (^GSPC)

S&P 500

Returns By Period

EOS had a return of 0.76% year-to-date (YTD) and -0.10% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.76%11.29%
1 month3.28%6.86%
6 months20.35%16.73%
1 year-0.10%26.63%
5 years (annualized)-32.27%13.23%
10 years (annualized)N/A10.84%

Monthly Returns

The table below presents the monthly returns of EOS-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-18.32%25.07%27.91%-31.15%0.76%
202323.31%7.96%4.09%-14.17%-13.06%-15.79%-0.62%-21.32%-0.77%9.45%6.52%24.31%-2.10%
2022-22.86%-2.67%23.77%-28.56%-31.52%-33.15%44.51%2.96%-13.92%-2.69%-17.40%-9.22%-71.60%
202112.18%18.86%38.94%33.86%3.16%-37.78%-1.14%23.32%-22.03%17.84%-13.51%-24.23%16.86%
202060.37%-14.40%-37.24%27.45%-5.76%-11.69%31.11%4.33%-19.81%-2.53%29.28%-20.29%0.67%
2019-9.60%52.53%18.04%15.54%76.38%-32.28%-23.23%-24.82%-11.15%10.79%-15.84%-6.41%0.54%
201839.23%-31.07%-28.76%193.34%-30.16%-33.74%-9.37%-12.82%-11.01%-9.14%-44.52%-10.96%-70.72%
2017141.56%207.33%642.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EOS-USD is 40, suggesting that the investment has average results relative to other cryptocurrencies in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of EOS-USD is 4040
EOS-USD (EOS)
The Sharpe Ratio Rank of EOS-USD is 4040Sharpe Ratio Rank
The Sortino Ratio Rank of EOS-USD is 3838Sortino Ratio Rank
The Omega Ratio Rank of EOS-USD is 4343Omega Ratio Rank
The Calmar Ratio Rank of EOS-USD is 3838Calmar Ratio Rank
The Martin Ratio Rank of EOS-USD is 4141Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for EOS (EOS-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EOS-USD
Sharpe ratio
The chart of Sharpe ratio for EOS-USD, currently valued at 1.20, compared to the broader market0.005.0010.0015.0020.001.20
Sortino ratio
The chart of Sortino ratio for EOS-USD, currently valued at 1.82, compared to the broader market0.001.002.003.004.005.006.001.82
Omega ratio
The chart of Omega ratio for EOS-USD, currently valued at 1.21, compared to the broader market1.001.101.201.301.401.501.601.21
Calmar ratio
The chart of Calmar ratio for EOS-USD, currently valued at 0.46, compared to the broader market5.0010.0015.0020.0025.000.46
Martin ratio
The chart of Martin ratio for EOS-USD, currently valued at 5.16, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.30, compared to the broader market0.005.0010.0015.0020.002.30
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.26, compared to the broader market0.001.002.003.004.005.006.003.26
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market1.001.101.201.301.401.501.601.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.86, compared to the broader market5.0010.0015.0020.0025.001.86
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.76

Sharpe Ratio

The current EOS Sharpe ratio is 1.20. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of EOS with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
1.20
2.30
EOS-USD (EOS)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-96.05%
0
EOS-USD (EOS)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the EOS. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the EOS was 97.52%, occurring on Oct 18, 2023. The portfolio has not yet recovered.

The current EOS drawdown is 96.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.52%Apr 30, 20181998Oct 18, 2023
-71.36%Jan 14, 201864Mar 18, 201840Apr 27, 2018104
-36.66%Dec 20, 20173Dec 22, 201715Jan 6, 201818
-25.86%Jan 7, 20183Jan 9, 20183Jan 12, 20186
-17.15%Dec 7, 20174Dec 10, 20172Dec 12, 20176

Volatility

Volatility Chart

The current EOS volatility is 17.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%December2024FebruaryMarchAprilMay
17.00%
3.15%
EOS-USD (EOS)
Benchmark (^GSPC)