DASH-USD vs. EOS-USD
DASH-USD (DigitalCash) and EOS-USD (EOS) are both cryptocurrencies. Over the past 5 years, DASH-USD returned -21.43%/yr vs -53.95%/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 -17.20% return, which is significantly higher than EOS-USD's -52.28% return.
DASH-USD
- 1D
- 0.88%
- 1M
- -10.09%
- 6M
- -56.99%
- YTD
- -17.20%
- 1Y
- 54.24%
- 3Y*
- 1.68%
- 5Y*
- -21.43%
- 10Y*
- —
EOS-USD
- 1D
- 1.72%
- 1M
- 3.93%
- 6M
- -58.05%
- YTD
- -52.28%
- 1Y
- -86.38%
- 3Y*
- -53.57%
- 5Y*
- -53.95%
- 10Y*
- —
DASH-USD vs. EOS-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DASH-USD DigitalCash | -17.20% | 9.86% | 19.22% | -24.43% | -68.60% | 34.11% | 143.67% | -48.25% | -92.48% | 580.01% |
EOS-USD EOS | -52.28% | -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 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
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 0.45 - 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 | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +4.77 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.71 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | -0.97 | +1.69 |
| Martin ratioReturn relative to average drawdown | 0.99 | -1.25 | +2.25 |
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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% | -90.38% | +15.05% |
Max Drawdown (3Y)Largest decline over 3 years | -75.33% | -95.62% | +20.29% |
Max Drawdown (5Y)Largest decline over 5 years | -93.24% | -99.05% | +5.81% |
Current DrawdownCurrent decline from peak | -97.78% | -99.65% | +1.87% |
Average DrawdownAverage peak-to-trough decline | -86.87% | -85.04% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 62.71% | 63.19% | -0.48% |
Volatility
DASH-USD vs. EOS-USD - Volatility Comparison
The current volatility for DigitalCash (DASH-USD) is 17.74%, while EOS (EOS-USD) has a volatility of 18.88%. 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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Volatility by Period
| DASH-USD | EOS-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.74% | 18.88% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 74.66% | 57.78% | +16.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 125.36% | 64.68% | +60.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 83.69% | 71.41% | +12.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 94.41% | 108.86% | -14.45% |
Frequently Asked Questions
DASH-USD and EOS-USD have a correlation of 0.45, 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 (18.88%) compared to DASH-USD (17.74%). In terms of maximum drawdown, DASH-USD dropped -98.82% vs EOS-USD's -99.72%.
DASH-USD currently has the higher Sharpe Ratio (0.36 vs -1.13), 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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