EOS-USD vs. ETW
EOS-USD (EOS) is a cryptocurrency, while ETW (Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund) is a stock. Over the past 5 years, EOS-USD returned -57.47%/yr vs 6.36%/yr for ETW. At a 0.13 correlation, their price movements are largely independent.
Performance
EOS-USD vs. ETW - 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 ETW's 6.90% return.
EOS-USD
- 1D
- 1.17%
- 1M
- -10.51%
- YTD
- -50.36%
- 6M
- -58.83%
- 1Y
- -87.92%
- 3Y*
- -54.53%
- 5Y*
- -57.47%
- 10Y*
- —
ETW
- 1D
- 0.00%
- 1M
- 1.35%
- YTD
- 6.90%
- 6M
- 8.62%
- 1Y
- 23.79%
- 3Y*
- 15.39%
- 5Y*
- 6.36%
- 10Y*
- 8.50%
EOS-USD vs. ETW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOS-USD EOS | -50.36% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 931.30% |
ETW Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund | 6.90% | 20.10% | 19.03% | 9.34% | -23.87% | 25.36% | 3.24% | 18.87% | -12.10% | 9.22% |
Correlation
The correlation between EOS-USD and ETW is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2017 | 0.13 |
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Return for Risk
EOS-USD vs. ETW — Risk / Return Rank
EOS-USD
ETW
EOS-USD vs. ETW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EOS (EOS-USD) and Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW). 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 | ETW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.21 | 1.97 | -3.18 |
Sortino ratioReturn per unit of downside risk | -3.22 | 2.83 | -6.05 |
Omega ratioGain probability vs. loss probability | 0.67 | 1.36 | -0.68 |
Calmar ratioReturn relative to maximum drawdown | -1.09 | 2.31 | -3.40 |
Martin ratioReturn relative to average drawdown | -1.36 | 11.12 | -12.48 |
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 | ETW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.21 | 1.97 | -3.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.66 | 0.38 | -1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | 0.35 | -0.54 |
Drawdowns
EOS-USD vs. ETW - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -99.67%, which is greater than ETW's maximum drawdown of -54.13%. Use the drawdown chart below to compare losses from any high point for EOS-USD and ETW.
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Drawdown Indicators
| EOS-USD | ETW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.67% | -54.13% | -45.54% |
Max Drawdown (1Y)Largest decline over 1 year | -88.70% | -10.16% | -78.54% |
Max Drawdown (3Y)Largest decline over 3 years | -94.74% | -16.28% | -78.46% |
Max Drawdown (5Y)Largest decline over 5 years | -98.86% | -27.94% | -70.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.96% | — |
Current DrawdownCurrent decline from peak | -99.63% | -0.52% | -99.11% |
Average DrawdownAverage peak-to-trough decline | -84.90% | -7.70% | -77.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.30% | 2.11% | +66.19% |
Volatility
EOS-USD vs. ETW - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 18.46% compared to Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) at 3.89%. This indicates that EOS-USD's price experiences larger fluctuations and is considered to be riskier than ETW 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 | ETW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.46% | 3.89% | +14.57% |
Volatility (6M)Calculated over the trailing 6-month period | 51.96% | 9.71% | +42.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.53% | 12.12% | +49.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.29% | 16.72% | +56.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 104.57% | 19.88% | +84.69% |
Frequently Asked Questions
EOS-USD and ETW have a correlation of 0.16, 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 ETW (3.89%). In terms of maximum drawdown, EOS-USD dropped -99.67% vs ETW's -54.13%.
ETW currently has the higher Sharpe Ratio (1.97 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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