EOS-USD vs. MCI

In the year-to-date period, EOS-USD achieves a -19.75% return, which is significantly lower than MCI's 13.69% return.

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This table presents a comparison of risk-adjusted performance metrics for EOS (EOS-USD) and Barings Corporate Investors (MCI). 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 -0.06, which is lower than the MCI Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of EOS-USD and MCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum EOS-USD drawdown since its inception was -98.10%, which is greater than MCI's maximum drawdown of -57.08%. Use the drawdown chart below to compare losses from any high point for EOS-USD and MCI. For additional features, visit the drawdowns tool.

EOS (EOS-USD) has a higher volatility of 22.75% compared to Barings Corporate Investors (MCI) at 11.54%. This indicates that EOS-USD's price experiences larger fluctuations and is considered to be riskier than MCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.