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 -57.47%/yr vs 12.17%/yr for MSFT. At a 0.12 correlation, their price movements are largely independent.
Performance
EOS-USD vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, EOS-USD achieves a -50.36% return, which is significantly lower than MSFT's -11.24% return.
EOS-USD
- 1D
- 1.17%
- 1M
- -10.51%
- YTD
- -50.36%
- 6M
- -58.83%
- 1Y
- -87.92%
- 3Y*
- -54.53%
- 5Y*
- -57.47%
- 10Y*
- —
MSFT
- 1D
- -3.17%
- 1M
- 3.54%
- YTD
- -11.24%
- 6M
- -10.15%
- 1Y
- -6.96%
- 3Y*
- 9.26%
- 5Y*
- 12.17%
- 10Y*
- 25.03%
EOS-USD vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOS-USD EOS | -50.36% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 931.30% |
MSFT Microsoft Corporation | -11.24% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 24.88% |
Correlation
The correlation between EOS-USD and MSFT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2017 | 0.12 |
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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.
| EOS-USD | MSFT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.21 | -0.28 | -0.93 |
Sortino ratioReturn per unit of downside risk | -3.22 | -0.21 | -3.01 |
Omega ratioGain probability vs. loss probability | 0.67 | 0.97 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | -1.09 | -0.21 | -0.89 |
Martin ratioReturn relative to average drawdown | -1.36 | -0.44 | -0.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EOS-USD | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.21 | -0.28 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.66 | 0.46 | -1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | 0.75 | -0.93 |
Drawdowns
EOS-USD vs. MSFT - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -99.67%, 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.
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Drawdown Indicators
| EOS-USD | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.67% | -69.38% | -30.29% |
Max Drawdown (1Y)Largest decline over 1 year | -88.70% | -33.91% | -54.79% |
Max Drawdown (3Y)Largest decline over 3 years | -94.74% | -33.91% | -60.83% |
Max Drawdown (5Y)Largest decline over 5 years | -98.86% | -37.15% | -61.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -99.63% | -20.67% | -78.96% |
Average DrawdownAverage peak-to-trough decline | -84.90% | -21.78% | -63.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.30% | 15.95% | +52.35% |
Volatility
EOS-USD vs. MSFT - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 18.46% compared to Microsoft Corporation (MSFT) at 9.95%. 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.
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Volatility by Period
| EOS-USD | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.46% | 9.95% | +8.51% |
Volatility (6M)Calculated over the trailing 6-month period | 51.96% | 22.34% | +29.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.53% | 25.12% | +36.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.29% | 26.63% | +46.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 104.57% | 27.04% | +77.53% |
Frequently Asked Questions
EOS-USD and MSFT have a correlation of 0.11, 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 (18.46%) compared to MSFT (9.95%). In terms of maximum drawdown, EOS-USD dropped -99.67% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.28 vs -1.21), 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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