EOS-USD vs. MCI
EOS-USD (EOS) is a cryptocurrency, while MCI (Barings Corporate Investors) is a stock. Over the past 5 years, EOS-USD returned -56.61%/yr vs 9.42%/yr for MCI. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
EOS-USD vs. MCI - Performance Comparison
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Returns By Period
In the year-to-date period, EOS-USD achieves a -59.34% return, which is significantly lower than MCI's -8.16% return.
EOS-USD
- 1D
- 0.52%
- 1M
- -10.94%
- 6M
- -29.85%
- YTD
- -59.34%
- 1Y
- -87.40%
- 3Y*
- -55.41%
- 5Y*
- -56.61%
- 10Y*
- —
- ALL TIME*
- -18.17%
MCI
- 1D
- -0.67%
- 1M
- -6.11%
- 6M
- -19.35%
- YTD
- -8.16%
- 1Y
- -14.56%
- 3Y*
- 10.46%
- 5Y*
- 9.42%
- 10Y*
- 6.68%
- ALL TIME*
- 11.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EOS-USD EOS | $2.14K | $4.21K | $7.04K |
| $437.73K | $446.06K | $588.50K |
EOS-USD vs. MCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOS-USD EOS | -59.34% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 2,091.49% |
MCI Barings Corporate Investors | -8.16% | -3.74% | 20.83% | 44.49% | -5.91% | 29.03% | -15.77% | 23.40% | 4.35% | 7.93% |
Correlation
The correlation between EOS-USD and MCI is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.03 |
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Return for Risk
EOS-USD vs. MCI — Risk / Return Rank
EOS-USD
MCI
EOS-USD vs. MCI - Risk-Adjusted Trends 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.
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 | MCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 0.69 | 0.89 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | -0.61 | -0.38 |
| Martin ratioReturn relative to average drawdown | -1.24 | -1.05 | -0.20 |
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Drawdowns
EOS-USD vs. MCI - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -99.72%, 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.
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Drawdown Indicators
| EOS-USD | MCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.72% | -57.08% | -42.64% |
Max Drawdown (1Y)Largest decline over 1 year | -89.53% | -24.12% | -65.41% |
Max Drawdown (3Y)Largest decline over 3 years | -95.65% | -27.93% | -67.72% |
Max Drawdown (5Y)Largest decline over 5 years | -99.05% | -27.93% | -71.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.64% | — |
Current DrawdownCurrent decline from peak | -99.70% | -27.93% | -71.77% |
Average DrawdownAverage peak-to-trough decline | -85.13% | -9.68% | -75.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 65.29% | 13.92% | +51.37% |
Volatility
EOS-USD vs. MCI - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 15.23% compared to Barings Corporate Investors (MCI) at 3.85%. 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.
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Volatility by Period
| EOS-USD | MCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.23% | 3.85% | +11.38% |
Volatility (6M)Calculated over the trailing 6-month period | 52.50% | 13.72% | +38.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.42% | 21.01% | +43.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.35% | 21.92% | +49.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.58% | 24.61% | +83.97% |
Frequently Asked Questions
EOS-USD and MCI have a correlation of 0.01, 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 (15.23%) compared to MCI (3.85%). In terms of maximum drawdown, EOS-USD dropped -99.72% vs MCI's -57.08%.
MCI currently has the higher Sharpe Ratio (-0.70 vs -1.14), 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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