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 -54.58%/yr vs 6.10%/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 -53.71% return, which is significantly lower than ETW's 8.34% return.
EOS-USD
- 1D
- 2.61%
- 1M
- 1.57%
- 6M
- -59.45%
- YTD
- -53.71%
- 1Y
- -86.54%
- 3Y*
- -54.35%
- 5Y*
- -54.58%
- 10Y*
- —
ETW
- 1D
- -0.52%
- 1M
- 2.75%
- 6M
- 7.30%
- YTD
- 8.34%
- 1Y
- 20.04%
- 3Y*
- 14.57%
- 5Y*
- 6.10%
- 10Y*
- 8.74%
EOS-USD vs. ETW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOS-USD EOS | -53.71% | -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 | 8.34% | 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 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
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 | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -5.20 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 1.29 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 1.98 | -2.95 |
| Martin ratioReturn relative to average drawdown | -1.26 | 9.29 | -10.55 |
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Drawdowns
EOS-USD vs. ETW - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -99.72%, 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 | -99.72% | -54.13% | -45.59% |
Max Drawdown (1Y)Largest decline over 1 year | -90.38% | -10.16% | -80.22% |
Max Drawdown (3Y)Largest decline over 3 years | -95.62% | -16.28% | -79.34% |
Max Drawdown (5Y)Largest decline over 5 years | -99.05% | -27.94% | -71.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.96% | — |
Current DrawdownCurrent decline from peak | -99.66% | -0.73% | -98.93% |
Average DrawdownAverage peak-to-trough decline | -85.03% | -7.67% | -77.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 62.83% | 2.16% | +60.67% |
Volatility
EOS-USD vs. ETW - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 18.75% compared to Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) at 4.08%. 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 | 18.75% | 4.08% | +14.67% |
Volatility (6M)Calculated over the trailing 6-month period | 57.79% | 10.58% | +47.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.68% | 12.71% | +51.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.41% | 16.73% | +54.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.90% | 19.85% | +89.05% |
Frequently Asked Questions
EOS-USD and ETW have a correlation of 0.14, 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 (18.75%) compared to ETW (4.08%). In terms of maximum drawdown, EOS-USD dropped -99.72% vs ETW's -54.13%.
ETW currently has the higher Sharpe Ratio (1.59 vs -1.13), 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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