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EOS (EOS-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Compare to other instruments

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Performance

Performance Chart


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S&P 500

Returns By Period

EOS (EOS-USD) returned -1.83% year-to-date (YTD) and -10.02% over the past 12 months.


EOS-USD

YTD

-1.83%

1M

13.89%

6M

13.61%

1Y

-10.02%

3Y*

-17.63%

5Y*

-21.80%

10Y*

N/A

^GSPC (Benchmark)

YTD

-0.67%

1M

10.48%

6M

-1.79%

1Y

10.08%

3Y*

13.71%

5Y*

14.60%

10Y*

10.64%

*Annualized

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
20251.72%-28.59%9.88%8.94%12.90%-1.83%
2024-18.32%25.07%27.91%-31.15%7.17%-29.09%1.36%-17.75%7.15%-14.47%113.09%-17.70%-8.39%
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%
2017-35.81%-25.43%-44.37%8.34%264.85%207.33%223.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EOS-USD is 70, indicating average performance compared to other cryptocurrencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EOS-USD is 7070
Overall Rank
The Sharpe Ratio Rank of EOS-USD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of EOS-USD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of EOS-USD is 7474
Omega Ratio Rank
The Calmar Ratio Rank of EOS-USD is 7171
Calmar Ratio Rank
The Martin Ratio Rank of EOS-USD is 7171
Martin 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

EOS Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: -0.13
  • 5-Year: -0.21
  • All Time: -0.12

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of EOS compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 98.10%, occurring on Nov 4, 2024. The portfolio has not yet recovered.

The current EOS drawdown is 96.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.1%Apr 30, 20182381Nov 4, 2024
-87.93%Jul 4, 2017112Oct 23, 201743Dec 5, 2017155
-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

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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