EOS-USD vs. MSFT
EOS-USD (EOS) is a cryptocurrency, while MSFT (Microsoft Corporation) is a stock. Over the past 5 years, EOS-USD returned -56.35%/yr vs 11.19%/yr for MSFT. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
EOS-USD vs. MSFT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EOS-USD achieves a -59.81% return, which is significantly lower than MSFT's -3.48% return.
EOS-USD
- 1D
- 0.35%
- 1M
- -5.59%
- 6M
- -30.22%
- YTD
- -59.81%
- 1Y
- -86.87%
- 3Y*
- -55.35%
- 5Y*
- -56.35%
- 10Y*
- —
- ALL TIME*
- -18.29%
MSFT
- 1D
- 3.02%
- 1M
- 19.01%
- 6M
- 8.48%
- YTD
- -3.48%
- 1Y
- -10.62%
- 3Y*
- 12.25%
- 5Y*
- 11.19%
- 10Y*
- 24.97%
- ALL TIME*
- 25.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EOS-USD EOS | $2.63K | $4.67K | $7.55K |
| $17.39B | $14.79B | $16.23B |
EOS-USD vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOS-USD EOS | -59.81% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 2,091.49% |
MSFT Microsoft Corporation | -3.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 22.54% |
Correlation
The correlation between EOS-USD and MSFT is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.12 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EOS-USD vs. MSFT — Risk / Return Rank
EOS-USD
MSFT
EOS-USD vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EOS (EOS-USD) and Microsoft Corporation (MSFT). 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 | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 0.95 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | -0.35 | -0.63 |
| Martin ratioReturn relative to average drawdown | -1.24 | -0.63 | -0.61 |
Loading charts...
Drawdowns
EOS-USD vs. MSFT - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -99.72%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for EOS-USD and MSFT.
Loading charts...
Drawdown Indicators
| EOS-USD | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.72% | -69.38% | -30.34% |
Max Drawdown (1Y)Largest decline over 1 year | -89.53% | -34.50% | -55.03% |
Max Drawdown (3Y)Largest decline over 3 years | -95.65% | -34.50% | -61.15% |
Max Drawdown (5Y)Largest decline over 5 years | -99.05% | -37.15% | -61.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -99.70% | -13.73% | -85.97% |
Average DrawdownAverage peak-to-trough decline | -85.12% | -21.80% | -63.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 64.91% | 19.35% | +45.56% |
Volatility
EOS-USD vs. MSFT - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 17.72% compared to Microsoft Corporation (MSFT) at 15.97%. This indicates that EOS-USD's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EOS-USD | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.72% | 15.97% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 53.37% | 26.41% | +26.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.48% | 31.93% | +32.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.35% | 28.00% | +43.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.61% | 27.62% | +80.99% |
Frequently Asked Questions
EOS-USD and MSFT 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 (17.72%) compared to MSFT (15.97%). In terms of maximum drawdown, EOS-USD dropped -99.72% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.39 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.
Find the right allocation for EOS-USD and MSFT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer