EAAS.L vs. EACPX
EAAS.L (Eenergy Group plc) is a stock, while EACPX (Eaton Vance Tax Managed Multi Cap Growth Fund) is Large Cap Growth Equities fund managed by BlackRock. Over the past 10 years, EAAS.L returned -16.73%/yr vs 14.81%/yr for EACPX. At a 0.01 correlation, their price movements are largely independent.
Performance
EAAS.L vs. EACPX - Performance Comparison
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Different Trading Currencies
EAAS.L is traded in GBp, while EACPX is traded in USD. To make them comparable, the EACPX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, EAAS.L achieves a 13.48% return, which is significantly higher than EACPX's 4.88% return. Over the past 10 years, EAAS.L has underperformed EACPX with an annualized return of -16.73%, while EACPX has yielded a comparatively higher 14.81% annualized return.
EAAS.L
- 1D
- 0.00%
- 1M
- -4.72%
- YTD
- 13.48%
- 6M
- 16.09%
- 1Y
- -3.81%
- 3Y*
- 3.92%
- 5Y*
- -26.78%
- 10Y*
- -16.73%
EACPX
- 1D
- 0.67%
- 1M
- 2.46%
- YTD
- 4.88%
- 6M
- 3.09%
- 1Y
- 16.74%
- 3Y*
- 14.42%
- 5Y*
- 10.56%
- 10Y*
- 14.81%
EAAS.L vs. EACPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAAS.L Eenergy Group plc | 13.48% | -8.25% | -27.61% | 100.00% | -74.52% | 11.91% | -2.09% | -54.55% | -29.60% | -39.90% |
EACPX Eaton Vance Tax Managed Multi Cap Growth Fund | 4.88% | 1.35% | 24.05% | 34.69% | -21.19% | 19.60% | 29.68% | 26.89% | 5.89% | 14.91% |
Correlation
The correlation between EAAS.L and EACPX is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jul 4, 2007 | 0.01 |
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Return for Risk
EAAS.L vs. EACPX — Risk / Return Rank
EAAS.L
EACPX
EAAS.L vs. EACPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eenergy Group plc (EAAS.L) and Eaton Vance Tax Managed Multi Cap Growth Fund (EACPX). 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.
| EAAS.L | EACPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.22 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.99 | -1.11 |
| Martin ratioReturn relative to average drawdown | -0.20 | 2.95 | -3.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EAAS.L | EACPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 1.19 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | 0.55 | -0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.19 | 0.71 | -0.90 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 0.52 | -0.78 |
Drawdowns
EAAS.L vs. EACPX - Drawdown Comparison
The maximum EAAS.L drawdown since its inception was -99.97%, which is greater than EACPX's maximum drawdown of -51.31%. Use the drawdown chart below to compare losses from any high point for EAAS.L and EACPX.
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Drawdown Indicators
| EAAS.L | EACPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -51.31% | -48.66% |
Max Drawdown (1Y)Largest decline over 1 year | -32.23% | -16.60% | -15.63% |
Max Drawdown (3Y)Largest decline over 3 years | -53.80% | -25.10% | -28.70% |
Max Drawdown (5Y)Largest decline over 5 years | -89.40% | -26.46% | -62.94% |
Max Drawdown (10Y)Largest decline over 10 years | -97.08% | -27.26% | -69.82% |
Current DrawdownCurrent decline from peak | -99.94% | -1.08% | -98.86% |
Average DrawdownAverage peak-to-trough decline | -85.17% | -7.52% | -77.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.02% | 5.56% | +13.46% |
Volatility
EAAS.L vs. EACPX - Volatility Comparison
Eenergy Group plc (EAAS.L) has a higher volatility of 13.13% compared to Eaton Vance Tax Managed Multi Cap Growth Fund (EACPX) at 3.42%. This indicates that EAAS.L's price experiences larger fluctuations and is considered to be riskier than EACPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAAS.L | EACPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.13% | 3.42% | +9.71% |
Volatility (6M)Calculated over the trailing 6-month period | 37.17% | 10.05% | +27.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.23% | 13.79% | +37.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.65% | 19.36% | +47.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.35% | 20.99% | +65.36% |
Dividends
EAAS.L vs. EACPX - Dividend Comparison
EAAS.L has not paid dividends to shareholders, while EACPX's dividend yield for the trailing twelve months is around 7.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EAAS.L Eenergy Group plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EACPX Eaton Vance Tax Managed Multi Cap Growth Fund | 7.96% | 8.31% | 4.43% | 0.00% | 0.00% | 3.17% | 3.14% | 2.22% | 2.39% | 0.24% |
Frequently Asked Questions
EAAS.L and EACPX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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