EOS-USD vs. SPY
Compare and contrast key facts about EOS (EOS-USD) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EOS-USD or SPY.
Key characteristics
| EOS-USD | SPY | |
|---|---|---|
| YTD Return | -44.76% | 26.49% |
| 1Y Return | -33.78% | 38.06% |
| 3Y Return (Ann) | -54.21% | 9.93% |
| 5Y Return (Ann) | -33.13% | 15.84% |
| Sharpe Ratio | -0.73 | 3.11 |
| Sortino Ratio | -0.96 | 4.14 |
| Omega Ratio | 0.90 | 1.58 |
| Calmar Ratio | 0.01 | 4.54 |
| Martin Ratio | -1.20 | 20.57 |
| Ulcer Index | 49.04% | 1.86% |
| Daily Std Dev | 62.66% | 12.29% |
| Max Drawdown | -98.10% | -55.19% |
| Current Drawdown | -97.84% | 0.00% |
Correlation
The correlation between EOS-USD and SPY is 0.19, 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. SPY - Performance Comparison
In the year-to-date period, EOS-USD achieves a -44.76% return, which is significantly lower than SPY's 26.49% 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EOS (EOS-USD) and SPDR S&P 500 ETF (SPY). 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. SPY - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -98.10%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EOS-USD and SPY. For additional features, visit the drawdowns tool.
Volatility
EOS-USD vs. SPY - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 16.04% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that EOS-USD's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.