EOS-USD vs. MCI
Compare and contrast key facts about EOS (EOS-USD) and Barings Corporate Investors (MCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EOS-USD or MCI.
Key characteristics
| EOS-USD | MCI | |
|---|---|---|
| YTD Return | -43.75% | 11.44% |
| 1Y Return | -30.28% | 34.62% |
| 3Y Return (Ann) | -55.00% | 15.82% |
| 5Y Return (Ann) | -33.25% | 10.91% |
| Sharpe Ratio | -0.76 | 1.55 |
| Sortino Ratio | -1.06 | 1.92 |
| Omega Ratio | 0.89 | 1.29 |
| Calmar Ratio | 0.01 | 3.46 |
| Martin Ratio | -1.24 | 8.33 |
| Ulcer Index | 49.19% | 4.11% |
| Daily Std Dev | 62.65% | 22.05% |
| Max Drawdown | -98.10% | -57.08% |
| Current Drawdown | -97.80% | -3.56% |
Correlation
The correlation between EOS-USD and MCI is 0.03, 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. MCI - Performance Comparison
In the year-to-date period, EOS-USD achieves a -43.75% return, which is significantly lower than MCI's 11.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
EOS-USD vs. MCI - Risk-Adjusted Performance Comparison
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.
Drawdowns
EOS-USD vs. MCI - Drawdown Comparison
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.
Volatility
EOS-USD vs. MCI - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 15.93% compared to Barings Corporate Investors (MCI) at 4.41%. 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.