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BOXX vs. EOSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOXX vs. EOSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect 1-3 Month Box ETF (BOXX) and Eos Energy Enterprises Inc (EOSE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOXX achieves a 2.08% return, which is significantly higher than EOSE's -63.96% return.


BOXX

1D
0.02%
1M
0.42%
6M
1.88%
YTD
2.08%
1Y
4.10%
3Y*
4.71%
5Y*
10Y*

EOSE

1D
4.29%
1M
-45.66%
6M
-76.33%
YTD
-63.96%
1Y
-22.08%
3Y*
5.37%
5Y*
-24.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOXX vs. EOSE - Yearly Performance Comparison


2026 (YTD)2025202420232022
BOXX
Alpha Architect 1-3 Month Box ETF
2.08%4.37%5.16%5.04%0.07%
EOSE
Eos Energy Enterprises Inc
-63.96%135.80%345.87%-26.35%30.97%

Correlation

The correlation between BOXX and EOSE is -0.02, 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

-0.02

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

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2022

0.03

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Return for Risk

BOXX vs. EOSE — Risk / Return Rank

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

BOXX
BOXX Risk / Return Rank: 100100
Overall Rank
BOXX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BOXX Sortino Ratio Rank: 100100
Sortino Ratio Rank
BOXX Omega Ratio Rank: 100100
Omega Ratio Rank
BOXX Calmar Ratio Rank: 100100
Calmar Ratio Rank
BOXX Martin Ratio Rank: 100100
Martin Ratio Rank

EOSE
EOSE Risk / Return Rank: 4040
Overall Rank
EOSE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EOSE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EOSE Omega Ratio Rank: 4646
Omega Ratio Rank
EOSE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EOSE Martin Ratio Rank: 3535
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.

BOXX vs. EOSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) and Eos Energy Enterprises Inc (EOSE). 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.


BOXXEOSEDifference
Sharpe ratioReturn per unit of total volatility

+12.71

Sortino ratioReturn per unit of downside risk

+35.81

Omega ratioGain probability vs. loss probability

8.83

1.06

+7.76

Calmar ratioReturn relative to maximum drawdown

59.88

-0.28

+60.16

Martin ratioReturn relative to average drawdown

504.37

-0.49

+504.86

BOXX vs. EOSE - Sharpe Ratio Comparison

The current BOXX Sharpe Ratio is 12.51, which is higher than the EOSE Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of BOXX and EOSE, 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

BOXX vs. EOSE - Drawdown Comparison

The maximum BOXX drawdown since its inception was -0.12%, smaller than the maximum EOSE drawdown of -97.88%. Use the drawdown chart below to compare losses from any high point for BOXX and EOSE.


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Drawdown Indicators


BOXXEOSEDifference

Max Drawdown

Largest peak-to-trough decline

-0.12%

-97.88%

+97.76%

Max Drawdown (1Y)

Largest decline over 1 year

-0.07%

-79.36%

+79.29%

Max Drawdown (3Y)

Largest decline over 3 years

-0.12%

-83.25%

+83.13%

Max Drawdown (5Y)

Largest decline over 5 years

-96.41%

Current Drawdown

Current decline from peak

0.00%

-86.43%

+86.43%

Average Drawdown

Average peak-to-trough decline

-0.00%

-72.51%

+72.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

45.11%

-45.10%

Volatility

BOXX vs. EOSE - Volatility Comparison

The current volatility for Alpha Architect 1-3 Month Box ETF (BOXX) is 0.11%, while Eos Energy Enterprises Inc (EOSE) has a volatility of 23.64%. This indicates that BOXX experiences smaller price fluctuations and is considered to be less risky than EOSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOXXEOSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

23.64%

-23.53%

Volatility (6M)

Calculated over the trailing 6-month period

0.26%

90.92%

-90.66%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

113.75%

-113.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.37%

117.49%

-117.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.37%

112.59%

-112.22%

Dividends

BOXX vs. EOSE - Dividend Comparison

Neither BOXX nor EOSE has paid dividends to shareholders.


PositionTTM20252024
BOXX
Alpha Architect 1-3 Month Box ETF
0.00%0.00%0.26%
EOSE
Eos Energy Enterprises Inc
0.00%0.00%0.00%

Frequently Asked Questions


BOXX and EOSE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EOSE has higher volatility (23.64%) compared to BOXX (0.11%). In terms of maximum drawdown, BOXX dropped -0.12% vs EOSE's -97.88%.

BOXX currently has the higher Sharpe Ratio (12.51 vs -0.19), 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

Find the right allocation for BOXX and EOSE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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