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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 0.24, 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.


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.

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Key characteristics

Sharpe Ratio

EOS-USD:

0.14

BTC-USD:

1.32

Sortino Ratio

EOS-USD:

2.16

BTC-USD:

2.99

Omega Ratio

EOS-USD:

1.23

BTC-USD:

1.31

Calmar Ratio

EOS-USD:

0.81

BTC-USD:

2.29

Martin Ratio

EOS-USD:

3.71

BTC-USD:

10.98

Ulcer Index

EOS-USD:

39.03%

BTC-USD:

11.20%

Daily Std Dev

EOS-USD:

80.27%

BTC-USD:

42.24%

Max Drawdown

EOS-USD:

-98.10%

BTC-USD:

-93.18%

Current Drawdown

EOS-USD:

-95.91%

BTC-USD:

-3.14%

Returns By Period

In the year-to-date period, EOS-USD achieves a 14.02% return, which is significantly higher than BTC-USD's 10.04% return.


EOS-USD

YTD

14.02%

1M

25.17%

6M

51.27%

1Y

13.59%

5Y*

-18.98%

10Y*

N/A

BTC-USD

YTD

10.04%

1M

20.55%

6M

15.91%

1Y

67.32%

5Y*

61.81%

10Y*

83.49%

*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 7676
Overall Rank
The Sharpe Ratio Rank of EOS-USD is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of EOS-USD is 7777
Sortino Ratio Rank
The Omega Ratio Rank of EOS-USD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of EOS-USD is 7878
Calmar Ratio Rank
The Martin Ratio Rank of EOS-USD is 7878
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9090
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.


The current EOS-USD Sharpe Ratio is 0.14, which is lower than the BTC-USD Sharpe Ratio of 1.32. 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.


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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 -93.18%. 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.


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Volatility

EOS-USD vs. BTC-USD - Volatility Comparison

EOS (EOS-USD) has a higher volatility of 28.52% compared to Bitcoin (BTC-USD) at 10.58%. 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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