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EACPX vs. EAAS.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EACPX and EAAS.L is 0.06, 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.


-0.50.00.51.00.1

Performance

EACPX vs. EAAS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Tax Managed Multi Cap Growth Fund (EACPX) and Eenergy Group plc (EAAS.L). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
7.34%
0
EACPX
EAAS.L

Key characteristics

Sharpe Ratio

EACPX:

0.98

EAAS.L:

-0.80

Sortino Ratio

EACPX:

1.37

EAAS.L:

-1.27

Omega Ratio

EACPX:

1.18

EAAS.L:

0.86

Calmar Ratio

EACPX:

1.55

EAAS.L:

-0.38

Martin Ratio

EACPX:

4.86

EAAS.L:

-1.42

Ulcer Index

EACPX:

3.12%

EAAS.L:

26.94%

Daily Std Dev

EACPX:

15.44%

EAAS.L:

47.46%

Max Drawdown

EACPX:

-65.88%

EAAS.L:

-99.98%

Current Drawdown

EACPX:

-3.59%

EAAS.L:

-99.96%

Returns By Period

In the year-to-date period, EACPX achieves a 3.39% return, which is significantly higher than EAAS.L's -7.22% return. Over the past 10 years, EACPX has outperformed EAAS.L with an annualized return of 11.39%, while EAAS.L has yielded a comparatively lower -31.45% annualized return.


EACPX

YTD

3.39%

1M

2.31%

6M

7.34%

1Y

13.63%

5Y*

10.64%

10Y*

11.39%

EAAS.L

YTD

-7.22%

1M

5.88%

6M

-23.08%

1Y

-37.93%

5Y*

-6.80%

10Y*

-31.45%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EACPX vs. EAAS.L — Risk-Adjusted Performance Rank

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

EACPX
The Risk-Adjusted Performance Rank of EACPX is 5858
Overall Rank
The Sharpe Ratio Rank of EACPX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of EACPX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of EACPX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of EACPX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of EACPX is 6262
Martin Ratio Rank

EAAS.L
The Risk-Adjusted Performance Rank of EAAS.L is 1111
Overall Rank
The Sharpe Ratio Rank of EAAS.L is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of EAAS.L is 77
Sortino Ratio Rank
The Omega Ratio Rank of EAAS.L is 1010
Omega Ratio Rank
The Calmar Ratio Rank of EAAS.L is 2323
Calmar Ratio Rank
The Martin Ratio Rank of EAAS.L is 77
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.

EACPX vs. EAAS.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Multi Cap Growth Fund (EACPX) and Eenergy Group plc (EAAS.L). 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.


Sharpe ratio
The chart of Sharpe ratio for EACPX, currently valued at 0.85, compared to the broader market-1.000.001.002.003.004.000.85-0.62
The chart of Sortino ratio for EACPX, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.001.20-0.83
The chart of Omega ratio for EACPX, currently valued at 1.16, compared to the broader market1.002.003.004.001.160.91
The chart of Calmar ratio for EACPX, currently valued at 1.32, compared to the broader market0.005.0010.0015.0020.001.32-0.30
The chart of Martin ratio for EACPX, currently valued at 4.08, compared to the broader market0.0020.0040.0060.0080.004.08-1.09
EACPX
EAAS.L

The current EACPX Sharpe Ratio is 0.98, which is higher than the EAAS.L Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of EACPX and EAAS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.85
-0.62
EACPX
EAAS.L

Dividends

EACPX vs. EAAS.L - Dividend Comparison

Neither EACPX nor EAAS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EACPX vs. EAAS.L - Drawdown Comparison

The maximum EACPX drawdown since its inception was -65.88%, smaller than the maximum EAAS.L drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for EACPX and EAAS.L. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.59%
-99.97%
EACPX
EAAS.L

Volatility

EACPX vs. EAAS.L - Volatility Comparison

The current volatility for Eaton Vance Tax Managed Multi Cap Growth Fund (EACPX) is 3.90%, while Eenergy Group plc (EAAS.L) has a volatility of 18.01%. This indicates that EACPX experiences smaller price fluctuations and is considered to be less risky than EAAS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
3.90%
18.01%
EACPX
EAAS.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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