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DASH-USD vs. EOS-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DASH-USD and EOS-USD is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

DASH-USD vs. EOS-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DigitalCash (DASH-USD) and EOS (EOS-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DASH-USD:

-0.10

EOS-USD:

0.14

Sortino Ratio

DASH-USD:

0.82

EOS-USD:

2.16

Omega Ratio

DASH-USD:

1.09

EOS-USD:

1.23

Calmar Ratio

DASH-USD:

0.02

EOS-USD:

0.81

Martin Ratio

DASH-USD:

0.20

EOS-USD:

3.71

Ulcer Index

DASH-USD:

45.40%

EOS-USD:

39.03%

Daily Std Dev

DASH-USD:

68.96%

EOS-USD:

80.27%

Max Drawdown

DASH-USD:

-98.78%

EOS-USD:

-98.10%

Current Drawdown

DASH-USD:

-98.34%

EOS-USD:

-95.91%

Returns By Period

In the year-to-date period, DASH-USD achieves a -32.01% return, which is significantly lower than EOS-USD's 14.02% return.


DASH-USD

YTD

-32.01%

1M

25.04%

6M

-2.26%

1Y

-8.53%

5Y*

-19.10%

10Y*

23.97%

EOS-USD

YTD

14.02%

1M

44.49%

6M

52.65%

1Y

12.19%

5Y*

-19.52%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DASH-USD vs. EOS-USD — Risk-Adjusted Performance Rank

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

DASH-USD
The Risk-Adjusted Performance Rank of DASH-USD is 4141
Overall Rank
The Sharpe Ratio Rank of DASH-USD is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of DASH-USD is 3636
Sortino Ratio Rank
The Omega Ratio Rank of DASH-USD is 3737
Omega Ratio Rank
The Calmar Ratio Rank of DASH-USD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of DASH-USD is 3838
Martin Ratio Rank

EOS-USD
The Risk-Adjusted Performance Rank of EOS-USD is 7777
Overall Rank
The Sharpe Ratio Rank of EOS-USD is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of EOS-USD is 7878
Sortino Ratio Rank
The Omega Ratio Rank of EOS-USD is 8080
Omega Ratio Rank
The Calmar Ratio Rank of EOS-USD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of EOS-USD is 7979
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.

DASH-USD vs. EOS-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DigitalCash (DASH-USD) and EOS (EOS-USD). 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.


The current DASH-USD Sharpe Ratio is -0.10, which is lower than the EOS-USD Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of DASH-USD and EOS-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

DASH-USD vs. EOS-USD - Drawdown Comparison

The maximum DASH-USD drawdown since its inception was -98.78%, roughly equal to the maximum EOS-USD drawdown of -98.10%. Use the drawdown chart below to compare losses from any high point for DASH-USD and EOS-USD. For additional features, visit the drawdowns tool.


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Volatility

DASH-USD vs. EOS-USD - Volatility Comparison

The current volatility for DigitalCash (DASH-USD) is 18.55%, while EOS (EOS-USD) has a volatility of 28.52%. This indicates that DASH-USD experiences smaller price fluctuations and is considered to be less risky than EOS-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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