EOS-USD vs. BTC-USD
EOS-USD (EOS) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, EOS-USD returned -55.77%/yr vs 13.04%/yr for BTC-USD. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
EOS-USD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, EOS-USD achieves a -61.85% return, which is significantly lower than BTC-USD's -31.91% return.
EOS-USD
- 1D
- -2.64%
- 1M
- -23.16%
- YTD
- -61.85%
- 6M
- -60.55%
- 1Y
- -88.12%
- 3Y*
- -56.15%
- 5Y*
- -55.77%
- 10Y*
- —
BTC-USD
- 1D
- -2.31%
- 1M
- -21.43%
- YTD
- -31.91%
- 6M
- -31.66%
- 1Y
- -44.53%
- 3Y*
- 25.32%
- 5Y*
- 13.04%
- 10Y*
- 56.92%
EOS-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between EOS-USD and BTC-USD is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
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 | 0.67 |
The correlation between EOS-USD and BTC-USD has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.
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Return for Risk
EOS-USD vs. BTC-USD — Risk / Return Rank
EOS-USD
BTC-USD
EOS-USD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EOS (EOS-USD) and Bitcoin (BTC-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.
| EOS-USD | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 0.68 | 0.84 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | -0.85 | -0.14 |
| Martin ratioReturn relative to average drawdown | -1.34 | -1.45 | +0.11 |
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Drawdowns
EOS-USD vs. BTC-USD - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -99.72%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for EOS-USD and BTC-USD.
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Drawdown Indicators
| EOS-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.72% | -85.30% | -14.42% |
Max Drawdown (1Y)Largest decline over 1 year | -90.31% | -52.23% | -38.08% |
Max Drawdown (3Y)Largest decline over 3 years | -95.59% | -52.23% | -43.36% |
Max Drawdown (5Y)Largest decline over 5 years | -99.04% | -76.67% | -22.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -99.72% | -52.23% | -47.49% |
Average DrawdownAverage peak-to-trough decline | -84.95% | -42.42% | -42.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.86% | 31.57% | +36.29% |
Volatility
EOS-USD vs. BTC-USD - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 30.03% compared to Bitcoin (BTC-USD) at 12.44%. This indicates that EOS-USD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EOS-USD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.03% | 12.44% | +17.59% |
Volatility (6M)Calculated over the trailing 6-month period | 57.74% | 34.75% | +22.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.84% | 35.63% | +28.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.77% | 44.15% | +27.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 109.11% | 56.40% | +52.71% |
Frequently Asked Questions
EOS-USD and BTC-USD have a correlation of 0.62, 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 BTC-USD (12.44%). In terms of maximum drawdown, EOS-USD dropped -99.72% vs BTC-USD's -85.30%.
BTC-USD currently has the higher Sharpe Ratio (-1.04 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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