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 -55.96%/yr vs 6.08%/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 -58.97% return, which is significantly lower than ETW's 5.74% return.
EOS-USD
- 1D
- 0.50%
- 1M
- -17.35%
- YTD
- -58.97%
- 6M
- -60.53%
- 1Y
- -87.32%
- 3Y*
- -55.26%
- 5Y*
- -55.96%
- 10Y*
- —
ETW
- 1D
- -0.53%
- 1M
- 0.18%
- YTD
- 5.74%
- 6M
- 5.85%
- 1Y
- 21.92%
- 3Y*
- 15.08%
- 5Y*
- 6.08%
- 10Y*
- 8.52%
EOS-USD vs. ETW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOS-USD EOS | -58.97% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 2,091.49% |
ETW Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund | 5.74% | 20.10% | 19.03% | 9.34% | -23.87% | 25.36% | 3.24% | 18.87% | -12.10% | 9.12% |
Correlation
The correlation between EOS-USD and ETW is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 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.
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 | ETW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.92 | ||
| Sortino ratioReturn per unit of downside risk | -5.54 | ||
| Omega ratioGain probability vs. loss probability | 0.69 | 1.32 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 2.17 | -3.15 |
| Martin ratioReturn relative to average drawdown | -1.33 | 10.20 | -11.54 |
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Drawdowns
EOS-USD vs. ETW - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -99.71%, 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 | -99.71% | -54.13% | -45.58% |
Max Drawdown (1Y)Largest decline over 1 year | -89.90% | -10.16% | -79.74% |
Max Drawdown (3Y)Largest decline over 3 years | -95.40% | -16.28% | -79.12% |
Max Drawdown (5Y)Largest decline over 5 years | -99.00% | -27.94% | -71.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.96% | — |
Current DrawdownCurrent decline from peak | -99.70% | -1.60% | -98.10% |
Average DrawdownAverage peak-to-trough decline | -84.94% | -7.69% | -77.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.44% | 2.15% | +65.29% |
Volatility
EOS-USD vs. ETW - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 30.32% compared to Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) at 3.71%. 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 | 30.32% | 3.71% | +26.61% |
Volatility (6M)Calculated over the trailing 6-month period | 57.92% | 10.19% | +47.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.08% | 12.47% | +51.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.88% | 16.69% | +55.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 109.13% | 19.88% | +89.25% |
Frequently Asked Questions
EOS-USD and ETW have a correlation of 0.15, 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 (30.32%) compared to ETW (3.71%). In terms of maximum drawdown, EOS-USD dropped -99.71% vs ETW's -54.13%.
ETW currently has the higher Sharpe Ratio (1.77 vs -1.15), 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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