EGLD-USD vs. EOS-USD
EGLD-USD (Elrond) and EOS-USD (EOS) are both cryptocurrencies. Over the past 5 years, EGLD-USD returned -48.61%/yr vs -55.04%/yr for EOS-USD. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
EGLD-USD vs. EOS-USD - Performance Comparison
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Returns By Period
In the year-to-date period, EGLD-USD achieves a -44.48% return, which is significantly higher than EOS-USD's -54.91% return.
EGLD-USD
- 1D
- 5.50%
- 1M
- 7.34%
- 6M
- -50.56%
- YTD
- -44.48%
- 1Y
- -79.87%
- 3Y*
- -56.40%
- 5Y*
- -48.61%
- 10Y*
- —
EOS-USD
- 1D
- -3.71%
- 1M
- 1.31%
- 6M
- -58.10%
- YTD
- -54.91%
- 1Y
- -86.49%
- 3Y*
- -55.34%
- 5Y*
- -55.04%
- 10Y*
- —
EGLD-USD vs. EOS-USD - Yearly Performance Comparison
Correlation
The correlation between EGLD-USD and EOS-USD is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2020 | 0.63 |
The correlation between EGLD-USD and EOS-USD has been stable across timeframes, ranging from 0.63 to 0.70 - a consistent structural relationship.
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Return for Risk
EGLD-USD vs. EOS-USD — Risk / Return Rank
EGLD-USD
EOS-USD
EGLD-USD vs. EOS-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elrond (EGLD-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.
| EGLD-USD | EOS-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 0.70 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | -0.97 | +0.04 |
| Martin ratioReturn relative to average drawdown | -1.27 | -1.26 | -0.01 |
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Drawdowns
EGLD-USD vs. EOS-USD - Drawdown Comparison
The maximum EGLD-USD drawdown since its inception was -99.49%, roughly equal to the maximum EOS-USD drawdown of -99.72%. Use the drawdown chart below to compare losses from any high point for EGLD-USD and EOS-USD.
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Drawdown Indicators
| EGLD-USD | EOS-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.49% | -99.72% | +0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -86.26% | -90.38% | +4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -96.68% | -95.62% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -99.49% | -99.05% | -0.44% |
Current DrawdownCurrent decline from peak | -99.37% | -99.67% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -78.11% | -85.03% | +6.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.33% | 62.64% | -8.31% |
Volatility
EGLD-USD vs. EOS-USD - Volatility Comparison
The current volatility for Elrond (EGLD-USD) is 17.70%, while EOS (EOS-USD) has a volatility of 18.74%. This indicates that EGLD-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
| EGLD-USD | EOS-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.70% | 18.74% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 51.26% | 58.03% | -6.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.22% | 64.64% | +2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.60% | 71.45% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.25% | 108.91% | -23.66% |
Frequently Asked Questions
EGLD-USD and EOS-USD have a correlation of 0.67, 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 (18.74%) compared to EGLD-USD (17.70%). In terms of maximum drawdown, EGLD-USD dropped -99.49% vs EOS-USD's -99.72%.
EGLD-USD currently has the higher Sharpe Ratio (-0.99 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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