DASH-USD vs. EOS-USD
DASH-USD (DigitalCash) and EOS-USD (EOS) are both cryptocurrencies. Over the past 5 years, DASH-USD returned -22.65%/yr vs -55.77%/yr for EOS-USD. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
DASH-USD vs. EOS-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DASH-USD achieves a -17.13% return, which is significantly higher than EOS-USD's -61.85% return.
DASH-USD
- 1D
- 2.20%
- 1M
- -20.81%
- YTD
- -17.13%
- 6M
- -9.23%
- 1Y
- 74.73%
- 3Y*
- -1.47%
- 5Y*
- -22.65%
- 10Y*
- —
EOS-USD
- 1D
- -2.64%
- 1M
- -23.16%
- YTD
- -61.85%
- 6M
- -60.55%
- 1Y
- -88.12%
- 3Y*
- -56.15%
- 5Y*
- -55.77%
- 10Y*
- —
DASH-USD vs. EOS-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DASH-USD DigitalCash | -17.13% | 9.86% | 19.22% | -24.43% | -68.60% | 34.11% | 143.67% | -48.25% | -92.48% | 580.01% |
EOS-USD EOS | -61.85% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 2,091.49% |
Correlation
The correlation between DASH-USD and EOS-USD is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.69 |
Over the past year, the correlation between DASH-USD and EOS-USD has dropped to 0.47 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
DASH-USD vs. EOS-USD — Risk / Return Rank
DASH-USD
EOS-USD
DASH-USD vs. EOS-USD - Risk-Adjusted Trends 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.
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.
| DASH-USD | EOS-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +5.18 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.68 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | -0.99 | +1.98 |
| Martin ratioReturn relative to average drawdown | 1.44 | -1.34 | +2.78 |
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Drawdowns
DASH-USD vs. EOS-USD - Drawdown Comparison
The maximum DASH-USD drawdown since its inception was -98.82%, roughly equal to the maximum EOS-USD drawdown of -99.72%. Use the drawdown chart below to compare losses from any high point for DASH-USD and EOS-USD.
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Drawdown Indicators
| DASH-USD | EOS-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.82% | -99.72% | +0.90% |
Max Drawdown (1Y)Largest decline over 1 year | -75.33% | -90.31% | +14.98% |
Max Drawdown (3Y)Largest decline over 3 years | -75.33% | -95.59% | +20.26% |
Max Drawdown (5Y)Largest decline over 5 years | -93.24% | -99.04% | +5.80% |
Current DrawdownCurrent decline from peak | -97.78% | -99.72% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -86.81% | -84.95% | -1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 62.01% | 67.86% | -5.85% |
Volatility
DASH-USD vs. EOS-USD - Volatility Comparison
DigitalCash (DASH-USD) and EOS (EOS-USD) have volatilities of 28.85% and 30.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DASH-USD | EOS-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.85% | 30.03% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 91.72% | 57.74% | +33.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 125.31% | 63.84% | +61.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 83.75% | 71.77% | +11.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 94.64% | 109.11% | -14.47% |
Frequently Asked Questions
DASH-USD and EOS-USD have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EOS-USD has higher volatility (30.03%) compared to DASH-USD (28.85%). In terms of maximum drawdown, DASH-USD dropped -98.82% vs EOS-USD's -99.72%.
DASH-USD currently has the higher Sharpe Ratio (0.50 vs -1.16), 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.
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