EOS-USD vs. SPY
EOS-USD (EOS) is a cryptocurrency, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, EOS-USD returned -54.58%/yr vs 12.94%/yr for SPY. At a 0.18 correlation, their price movements are largely independent.
Performance
EOS-USD vs. SPY - 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 SPY's 10.45% 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*
- —
SPY
- 1D
- -0.77%
- 1M
- 1.26%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.46%
- 3Y*
- 20.07%
- 5Y*
- 12.94%
- 10Y*
- 15.08%
EOS-USD vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | 10.45% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 10.80% |
Correlation
The correlation between EOS-USD and SPY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.18 |
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Return for Risk
EOS-USD vs. SPY — Risk / Return Rank
EOS-USD
SPY
EOS-USD vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EOS (EOS-USD) and State Street 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.
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 | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.84 | ||
| Sortino ratioReturn per unit of downside risk | -5.23 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 1.31 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 2.43 | -3.40 |
| Martin ratioReturn relative to average drawdown | -1.26 | 10.57 | -11.83 |
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Drawdowns
EOS-USD vs. SPY - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -99.72%, 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.
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Drawdown Indicators
| EOS-USD | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.72% | -55.19% | -44.53% |
Max Drawdown (1Y)Largest decline over 1 year | -90.38% | -8.88% | -81.50% |
Max Drawdown (3Y)Largest decline over 3 years | -95.62% | -18.76% | -76.86% |
Max Drawdown (5Y)Largest decline over 5 years | -99.05% | -24.50% | -74.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -99.66% | -1.12% | -98.54% |
Average DrawdownAverage peak-to-trough decline | -85.03% | -9.02% | -76.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 62.83% | 2.03% | +60.80% |
Volatility
EOS-USD vs. SPY - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 18.75% compared to State Street SPDR S&P 500 ETF (SPY) at 4.26%. 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.
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Volatility by Period
| EOS-USD | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.75% | 4.26% | +14.49% |
Volatility (6M)Calculated over the trailing 6-month period | 57.79% | 10.01% | +47.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.68% | 12.60% | +52.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.41% | 17.17% | +54.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.90% | 17.93% | +90.97% |
Frequently Asked Questions
EOS-USD and SPY have a correlation of 0.22, 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 SPY (4.26%). In terms of maximum drawdown, EOS-USD dropped -99.72% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.71 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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