EOS-USD vs. MSFT
Compare and contrast key facts about EOS (EOS-USD) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EOS-USD or MSFT.
Key characteristics
| EOS-USD | MSFT | |
|---|---|---|
| YTD Return | -46.04% | 12.35% |
| 1Y Return | -33.95% | 17.42% |
| 3Y Return (Ann) | -53.72% | 8.67% |
| 5Y Return (Ann) | -33.19% | 24.78% |
| Sharpe Ratio | -0.72 | 0.95 |
| Sortino Ratio | -0.93 | 1.33 |
| Omega Ratio | 0.91 | 1.18 |
| Calmar Ratio | 0.01 | 1.21 |
| Martin Ratio | -1.19 | 3.02 |
| Ulcer Index | 48.88% | 6.20% |
| Daily Std Dev | 62.64% | 19.68% |
| Max Drawdown | -98.10% | -69.41% |
| Current Drawdown | -97.89% | -9.97% |
Correlation
The correlation between EOS-USD and MSFT is 0.14, 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. MSFT - Performance Comparison
In the year-to-date period, EOS-USD achieves a -46.04% return, which is significantly lower than MSFT's 12.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EOS-USD vs. MSFT - Risk-Adjusted Performance 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.
Drawdowns
EOS-USD vs. MSFT - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -98.10%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for EOS-USD and MSFT. For additional features, visit the drawdowns tool.
Volatility
EOS-USD vs. MSFT - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 15.87% compared to Microsoft Corporation (MSFT) at 7.55%. 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.