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 -57.47%/yr vs 13.83%/yr for SPY. At a 0.19 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 -50.36% return, which is significantly lower than SPY's 10.91% return.
EOS-USD
- 1D
- 1.17%
- 1M
- -10.07%
- YTD
- -50.36%
- 6M
- -59.67%
- 1Y
- -87.67%
- 3Y*
- -54.53%
- 5Y*
- -57.47%
- 10Y*
- —
SPY
- 1D
- -0.70%
- 1M
- 5.05%
- YTD
- 10.91%
- 6M
- 10.91%
- 1Y
- 27.98%
- 3Y*
- 22.35%
- 5Y*
- 13.83%
- 10Y*
- 15.49%
EOS-USD vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOS-USD EOS | -50.36% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 931.30% |
SPY State Street SPDR S&P 500 ETF | 10.91% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 11.70% |
Correlation
The correlation between EOS-USD and SPY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2017 | 0.19 |
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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.
| EOS-USD | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.58 | ||
| Sortino ratioReturn per unit of downside risk | -6.46 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 1.43 | -0.76 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 3.16 | -4.15 |
| Martin ratioReturn relative to average drawdown | -1.31 | 14.72 | -16.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EOS-USD | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.21 | 2.38 | -3.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.66 | 0.82 | -1.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | 0.59 | -0.77 |
Drawdowns
EOS-USD vs. SPY - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -99.67%, 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 | -99.67% | -55.19% | -44.48% |
Max Drawdown (1Y)Largest decline over 1 year | -88.61% | -8.88% | -79.73% |
Max Drawdown (3Y)Largest decline over 3 years | -94.74% | -18.76% | -75.98% |
Max Drawdown (5Y)Largest decline over 5 years | -98.86% | -24.50% | -74.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -99.63% | -0.70% | -98.93% |
Average DrawdownAverage peak-to-trough decline | -84.90% | -9.05% | -75.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.30% | 1.91% | +66.39% |
Volatility
EOS-USD vs. SPY - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 18.46% compared to State Street SPDR S&P 500 ETF (SPY) at 2.84%. 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 | 18.46% | 2.84% | +15.62% |
Volatility (6M)Calculated over the trailing 6-month period | 51.96% | 8.90% | +43.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.53% | 11.83% | +49.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.29% | 17.05% | +56.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 104.57% | 17.94% | +86.63% |
Frequently Asked Questions
EOS-USD and SPY have a correlation of 0.27, 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 (18.46%) compared to SPY (2.84%). In terms of maximum drawdown, EOS-USD dropped -99.67% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (2.38 vs -1.21), 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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