EOS-USD vs. BTC-USD
EOS-USD (EOS) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, EOS-USD returned -57.47%/yr vs 11.35%/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 -50.36% return, which is significantly lower than BTC-USD's -29.97% return.
EOS-USD
- 1D
- 1.17%
- 1M
- -13.86%
- YTD
- -50.36%
- 6M
- -56.02%
- 1Y
- -86.40%
- 3Y*
- -54.53%
- 5Y*
- -57.47%
- 10Y*
- —
BTC-USD
- 1D
- -3.97%
- 1M
- -24.76%
- YTD
- -29.97%
- 6M
- -31.42%
- 1Y
- -39.67%
- 3Y*
- 31.02%
- 5Y*
- 11.35%
- 10Y*
- 59.37%
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 28, 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.
| EOS-USD | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 0.87 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | -0.78 | -0.20 |
| Martin ratioReturn relative to average drawdown | -1.31 | -1.39 | +0.08 |
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
| EOS-USD | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.21 | -0.93 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.66 | 0.21 | -0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | 1.13 | -1.31 |
Drawdowns
EOS-USD vs. BTC-USD - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -99.67%, 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 | -99.67% | -85.30% | -14.37% |
Max Drawdown (1Y)Largest decline over 1 year | -88.61% | -50.87% | -37.74% |
Max Drawdown (3Y)Largest decline over 3 years | -94.74% | -50.87% | -43.87% |
Max Drawdown (5Y)Largest decline over 5 years | -98.86% | -76.67% | -22.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -99.63% | -50.87% | -48.76% |
Average DrawdownAverage peak-to-trough decline | -84.90% | -42.29% | -42.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.30% | 34.02% | +34.28% |
Volatility
EOS-USD vs. BTC-USD - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 18.46% compared to Bitcoin (BTC-USD) at 10.54%. 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 | 18.46% | 10.54% | +7.92% |
Volatility (6M)Calculated over the trailing 6-month period | 51.96% | 34.26% | +17.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.53% | 35.65% | +25.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.29% | 44.98% | +28.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 104.57% | 56.70% | +47.87% |
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 (18.46%) compared to BTC-USD (10.54%). In terms of maximum drawdown, EOS-USD dropped -99.67% vs BTC-USD's -85.30%.
BTC-USD currently has the higher Sharpe Ratio (-0.93 vs -1.21), 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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