DAO vs. EOSE

Last updated Jun 4, 2026

DAO (Youdao, Inc.) and EOSE (Eos Energy Enterprises Inc) are both stocks. DAO operates in Software - Application (Technology), while EOSE operates in Electrical Equipment & Parts (Industrials). Over the past 5 years, DAO returned -13.15%/yr vs -16.33%/yr for EOSE. At a 0.13 correlation, their price movements are largely independent.

Performance

DAO vs. EOSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Youdao, Inc. (DAO) and Eos Energy Enterprises Inc (EOSE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DAO achieves a 12.90% return, which is significantly higher than EOSE's -28.45% return.

DAO

• 1D: -1.64%
• 1M: 1.79%
• YTD: 12.90%
• 6M: 15.65%
• 1Y: 27.29%
• 3Y*: 33.62%
• 5Y*: -13.15%
• 10Y*: —

EOSE

• 1D: -12.95%
• 1M: 28.53%
• YTD: -28.45%
• 6M: -39.48%
• 1Y: 112.44%
• 3Y*: 49.99%
• 5Y*: -16.33%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DAO vs. EOSE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DAO Youdao, Inc.	12.90%	36.22%	87.82%	-26.77%	-56.89%	-52.96%	6.20%
EOSE Eos Energy Enterprises Inc	-28.45%	135.80%	345.87%	-26.35%	-80.32%	-63.92%	114.85%

Correlation

The correlation between DAO and EOSE is 0.08, 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	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020	0.13

Fundamentals

Market Cap DAO : $1.37B EOSE : $4.47B
EPS DAO : $0.58 EOSE : -$1.45
PS Ratio DAO : 0.23 EOSE : 16.77
Total Revenue (TTM) DAO : $5.96B EOSE : $160.71M
Gross Profit (TTM) DAO : $2.60B EOSE : -$163.73M
EBITDA (TTM) DAO : $134.92M EOSE : -$858.77M

Return for Risk

DAO vs. EOSE — Risk / Return Rank

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

DAO

DAO Risk / Return Rank: 58
DAO Sharpe Ratio Rank: 59
DAO Sortino Ratio Rank: 57
DAO Omega Ratio Rank: 55
DAO Calmar Ratio Rank: 60
DAO Martin Ratio Rank: 60

EOSE

EOSE Risk / Return Rank: 70
EOSE Sharpe Ratio Rank: 71
EOSE Sortino Ratio Rank: 74
EOSE Omega Ratio Rank: 71
EOSE Calmar Ratio Rank: 68
EOSE Martin Ratio Rank: 65

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.

DAO vs. EOSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Youdao, Inc. (DAO) 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.

	DAO	EOSE	Difference
Sharpe ratio Return per unit of total volatility	0.52	0.99	-0.46
Sortino ratio Return per unit of downside risk	1.12	1.96	-0.84
Omega ratio Gain probability vs. loss probability	1.14	1.24	-0.11
Calmar ratio Return relative to maximum drawdown	0.93	1.47	-0.53
Martin ratio Return relative to average drawdown	1.97	2.96	-0.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DAO vs. EOSE - Sharpe Ratio Comparison

The current DAO Sharpe Ratio is 0.52, which is lower than the EOSE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of DAO 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.

Sharpe Ratios by Period

	DAO	EOSE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.52	0.99	-0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.15	-0.14	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	-0.02	+0.01

Drawdowns

DAO vs. EOSE - Drawdown Comparison

The maximum DAO drawdown since its inception was -93.46%, roughly equal to the maximum EOSE drawdown of -97.88%. Use the drawdown chart below to compare losses from any high point for DAO and EOSE.

Drawdown Indicators

	DAO	EOSE	Difference
Max Drawdown Largest peak-to-trough decline	-93.46%	-97.88%	+4.42%
Max Drawdown (1Y) Largest decline over 1 year	-29.35%	-77.10%	+47.75%
Max Drawdown (3Y) Largest decline over 3 years	-44.77%	-87.18%	+42.41%
Max Drawdown (5Y) Largest decline over 5 years	-88.97%	-96.94%	+7.97%
Current Drawdown Current decline from peak	-75.27%	-73.06%	-2.21%
Average Drawdown Average peak-to-trough decline	-69.46%	-72.39%	+2.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.89%	38.12%	-24.23%

Volatility

DAO vs. EOSE - Volatility Comparison

The current volatility for Youdao, Inc. (DAO) is 24.50%, while Eos Energy Enterprises Inc (EOSE) has a volatility of 37.17%. This indicates that DAO 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.

Volatility by Period

	DAO	EOSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.50%	37.17%	-12.67%
Volatility (6M) Calculated over the trailing 6-month period	41.50%	92.31%	-50.81%
Volatility (1Y) Calculated over the trailing 1-year period	52.26%	114.61%	-62.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	89.39%	117.03%	-27.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	89.72%	113.02%	-23.30%

Dividends

DAO vs. EOSE - Dividend Comparison

Neither DAO nor EOSE has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both DAO and EOSE in my portfolio?

DAO and EOSE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DAO or EOSE?

EOSE has higher volatility (37.17%) compared to DAO (24.50%). In terms of maximum drawdown, DAO dropped -93.46% vs EOSE's -97.88%.

Which has better risk-adjusted returns?

EOSE currently has the higher Sharpe Ratio (0.99 vs 0.52), 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.