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 -54.58%/yr vs 7.60%/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 -53.71% return, which is significantly lower than MSFT's -18.79% return.
EOS-USD
- 1D
- 2.61%
- 1M
- 1.57%
- 6M
- -59.45%
- YTD
- -53.71%
- 1Y
- -86.54%
- 3Y*
- -54.35%
- 5Y*
- -54.58%
- 10Y*
- —
MSFT
- 1D
- 1.53%
- 1M
- 0.06%
- 6M
- -17.70%
- YTD
- -18.79%
- 1Y
- -21.70%
- 3Y*
- 5.05%
- 5Y*
- 7.60%
- 10Y*
- 23.47%
EOS-USD vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOS-USD EOS | -53.71% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 2,091.49% |
MSFT Microsoft Corporation | -18.79% | 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 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 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.
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 | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 0.87 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | -0.63 | -0.34 |
| Martin ratioReturn relative to average drawdown | -1.26 | -1.18 | -0.08 |
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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.
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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 | -90.38% | -34.50% | -55.88% |
Max Drawdown (3Y)Largest decline over 3 years | -95.62% | -34.50% | -61.12% |
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 | -99.66% | -27.41% | -72.25% |
Average DrawdownAverage peak-to-trough decline | -85.03% | -21.80% | -63.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 62.83% | 18.36% | +44.47% |
Volatility
EOS-USD vs. MSFT - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 18.75% compared to Microsoft Corporation (MSFT) at 10.62%. 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 | 18.75% | 10.62% | +8.13% |
Volatility (6M)Calculated over the trailing 6-month period | 57.79% | 24.24% | +33.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.68% | 27.18% | +37.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.41% | 27.01% | +44.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.90% | 27.17% | +81.73% |
Frequently Asked Questions
EOS-USD and MSFT have a correlation of 0.10, 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 (18.75%) compared to MSFT (10.62%). In terms of maximum drawdown, EOS-USD dropped -99.72% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.80 vs -1.13), 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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