EOS-USD vs. QYLD
EOS-USD (EOS) is a cryptocurrency, while QYLD (Global X NASDAQ 100 Covered Call ETF) is Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Over the past 5 years, EOS-USD returned -56.35%/yr vs 7.83%/yr for QYLD. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
EOS-USD vs. QYLD - Performance Comparison
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Returns By Period
In the year-to-date period, EOS-USD achieves a -59.81% return, which is significantly lower than QYLD's 7.67% 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%
QYLD
- 1D
- 0.65%
- 1M
- -0.98%
- 6M
- 5.88%
- YTD
- 7.67%
- 1Y
- 20.66%
- 3Y*
- 12.32%
- 5Y*
- 7.83%
- 10Y*
- 9.59%
- ALL TIME*
- 8.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EOS-USD EOS | $2.63K | $4.67K | $7.55K |
| $83.30M | $78.68M | $98.28M |
EOS-USD vs. QYLD - 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% |
QYLD Global X NASDAQ 100 Covered Call ETF | 7.67% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 7.43% |
Correlation
The correlation between EOS-USD and QYLD is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.16 |
The correlation between EOS-USD and QYLD shifts across timeframes, from 0.16 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EOS-USD vs. QYLD — Risk / Return Rank
EOS-USD
QYLD
EOS-USD vs. QYLD - Risk-Adjusted Trends 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.
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 | QYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.87 | ||
| Sortino ratioReturn per unit of downside risk | -5.40 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 1.35 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 3.38 | -4.36 |
| Martin ratioReturn relative to average drawdown | -1.24 | 15.70 | -16.95 |
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Drawdowns
EOS-USD vs. QYLD - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -99.72%, 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.
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Drawdown Indicators
| EOS-USD | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.72% | -24.75% | -74.97% |
Max Drawdown (1Y)Largest decline over 1 year | -89.53% | -5.78% | -83.75% |
Max Drawdown (3Y)Largest decline over 3 years | -95.65% | -19.06% | -76.59% |
Max Drawdown (5Y)Largest decline over 5 years | -99.05% | -24.61% | -74.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.75% | — |
Current DrawdownCurrent decline from peak | -99.70% | -2.96% | -96.74% |
Average DrawdownAverage peak-to-trough decline | -85.12% | -3.81% | -81.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 64.91% | 1.24% | +63.67% |
Volatility
EOS-USD vs. QYLD - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 17.72% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 5.19%. 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.
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Volatility by Period
| EOS-USD | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.72% | 5.19% | +12.53% |
Volatility (6M)Calculated over the trailing 6-month period | 53.37% | 10.04% | +43.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.48% | 11.26% | +53.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.35% | 15.04% | +56.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.61% | 15.63% | +92.98% |
Frequently Asked Questions
EOS-USD and QYLD have a correlation of 0.28, 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 QYLD (5.19%). In terms of maximum drawdown, EOS-USD dropped -99.72% vs QYLD's -24.75%.
QYLD currently has the higher Sharpe Ratio (1.73 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.
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