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EOS-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EOS-USD and BTC-USD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

EOS-USD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EOS (EOS-USD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
57.82%
55.93%
EOS-USD
BTC-USD

Key characteristics

Sharpe Ratio

EOS-USD:

0.22

BTC-USD:

1.89

Sortino Ratio

EOS-USD:

1.01

BTC-USD:

2.61

Omega Ratio

EOS-USD:

1.10

BTC-USD:

1.26

Calmar Ratio

EOS-USD:

0.06

BTC-USD:

1.74

Martin Ratio

EOS-USD:

0.56

BTC-USD:

8.57

Ulcer Index

EOS-USD:

35.77%

BTC-USD:

11.01%

Daily Std Dev

EOS-USD:

75.56%

BTC-USD:

43.80%

Max Drawdown

EOS-USD:

-98.10%

BTC-USD:

-93.07%

Current Drawdown

EOS-USD:

-95.70%

BTC-USD:

-6.01%

Returns By Period

In the year-to-date period, EOS-USD achieves a 19.81% return, which is significantly higher than BTC-USD's 6.77% return.


EOS-USD

YTD

19.81%

1M

-9.86%

6M

57.84%

1Y

21.94%

5Y*

-24.66%

10Y*

N/A

BTC-USD

YTD

6.77%

1M

-6.01%

6M

55.93%

1Y

133.39%

5Y*

61.99%

10Y*

84.79%

*Annualized

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Risk-Adjusted Performance

EOS-USD vs. BTC-USD — Risk-Adjusted Performance Rank

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

EOS-USD
The Risk-Adjusted Performance Rank of EOS-USD is 5656
Overall Rank
The Sharpe Ratio Rank of EOS-USD is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of EOS-USD is 5454
Sortino Ratio Rank
The Omega Ratio Rank of EOS-USD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of EOS-USD is 5454
Calmar Ratio Rank
The Martin Ratio Rank of EOS-USD is 5555
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8383
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8282
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.

EOS-USD vs. BTC-USD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for EOS-USD, currently valued at 0.22, compared to the broader market0.002.004.006.008.000.221.89
The chart of Sortino ratio for EOS-USD, currently valued at 1.01, compared to the broader market0.002.004.006.001.012.61
The chart of Omega ratio for EOS-USD, currently valued at 1.10, compared to the broader market1.001.201.401.601.101.26
The chart of Calmar ratio for EOS-USD, currently valued at 0.06, compared to the broader market2.004.006.008.000.061.74
The chart of Martin ratio for EOS-USD, currently valued at 0.56, compared to the broader market0.0020.0040.0060.000.568.57
EOS-USD
BTC-USD

The current EOS-USD Sharpe Ratio is 0.22, which is lower than the BTC-USD Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of EOS-USD and BTC-USD, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.22
1.89
EOS-USD
BTC-USD

Drawdowns

EOS-USD vs. BTC-USD - Drawdown Comparison

The maximum EOS-USD drawdown since its inception was -98.10%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for EOS-USD and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-95.70%
-6.01%
EOS-USD
BTC-USD

Volatility

EOS-USD vs. BTC-USD - Volatility Comparison

EOS (EOS-USD) has a higher volatility of 30.82% compared to Bitcoin (BTC-USD) at 13.39%. 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.


10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
30.82%
13.39%
EOS-USD
BTC-USD
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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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