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EOS-USD vs. QYLD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EOS-USD and QYLD is 0.15, 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.


-0.50.00.51.00.2

Performance

EOS-USD vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EOS (EOS-USD) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
57.82%
10.68%
EOS-USD
QYLD

Key characteristics

Sharpe Ratio

EOS-USD:

0.22

QYLD:

1.88

Sortino Ratio

EOS-USD:

1.01

QYLD:

2.60

Omega Ratio

EOS-USD:

1.10

QYLD:

1.45

Calmar Ratio

EOS-USD:

0.06

QYLD:

2.57

Martin Ratio

EOS-USD:

0.56

QYLD:

13.71

Ulcer Index

EOS-USD:

35.77%

QYLD:

1.46%

Daily Std Dev

EOS-USD:

75.56%

QYLD:

10.62%

Max Drawdown

EOS-USD:

-98.10%

QYLD:

-24.75%

Current Drawdown

EOS-USD:

-95.70%

QYLD:

-0.16%

Returns By Period

In the year-to-date period, EOS-USD achieves a 19.81% return, which is significantly higher than QYLD's 1.43% return.


EOS-USD

YTD

19.81%

1M

-9.86%

6M

57.84%

1Y

21.94%

5Y*

-24.66%

10Y*

N/A

QYLD

YTD

1.43%

1M

2.45%

6M

10.68%

1Y

20.02%

5Y*

7.32%

10Y*

8.91%

*Annualized

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Risk-Adjusted Performance

EOS-USD vs. QYLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EOS-USD
The Risk-Adjusted Performance Rank of EOS-USD is 5656
Overall Rank
The Sharpe Ratio Rank of EOS-USD is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of EOS-USD is 5454
Sortino Ratio Rank
The Omega Ratio Rank of EOS-USD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of EOS-USD is 5454
Calmar Ratio Rank
The Martin Ratio Rank of EOS-USD is 5555
Martin Ratio Rank

QYLD
The Risk-Adjusted Performance Rank of QYLD is 8080
Overall Rank
The Sharpe Ratio Rank of QYLD is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 7575
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EOS-USD vs. QYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EOS (EOS-USD) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.


Sharpe ratio
The chart of Sharpe ratio for EOS-USD, currently valued at 0.22, compared to the broader market0.002.004.006.008.000.221.82
The chart of Sortino ratio for EOS-USD, currently valued at 1.01, compared to the broader market0.002.004.006.001.012.50
The chart of Omega ratio for EOS-USD, currently valued at 1.10, compared to the broader market1.001.201.401.601.101.43
The chart of Calmar ratio for EOS-USD, currently valued at 0.06, compared to the broader market2.004.006.008.000.060.77
The chart of Martin ratio for EOS-USD, currently valued at 0.56, compared to the broader market0.0020.0040.0060.000.5614.15
EOS-USD
QYLD

The current EOS-USD Sharpe Ratio is 0.22, which is lower than the QYLD Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of EOS-USD and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.22
1.82
EOS-USD
QYLD

Drawdowns

EOS-USD vs. QYLD - Drawdown Comparison

The maximum EOS-USD drawdown since its inception was -98.10%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for EOS-USD and QYLD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-95.70%
-0.16%
EOS-USD
QYLD

Volatility

EOS-USD vs. QYLD - Volatility Comparison

EOS (EOS-USD) has a higher volatility of 30.82% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 3.23%. This indicates that EOS-USD's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
30.82%
3.23%
EOS-USD
QYLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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