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EOS-USD vs. STRGX
Performance
Return for Risk
Drawdowns
Volatility

Performance

EOS-USD vs. STRGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EOS (EOS-USD) and Sterling Capital Stratton Mid Cap Value Fund (STRGX). The values are adjusted to include any dividend payments, if applicable.

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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 STRGX's 15.57% return.


EOS-USD

1D
1.17%
1M
-10.51%
YTD
-50.36%
6M
-58.83%
1Y
-87.92%
3Y*
-54.53%
5Y*
-57.47%
10Y*

STRGX

1D
-0.71%
1M
-1.11%
YTD
15.57%
6M
14.93%
1Y
24.80%
3Y*
15.00%
5Y*
6.97%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EOS-USD vs. STRGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EOS-USD
EOS
-50.36%-79.52%-8.35%-1.89%-71.60%16.76%0.93%0.16%-70.72%931.30%
STRGX
Sterling Capital Stratton Mid Cap Value Fund
15.57%5.40%9.49%14.39%-10.92%23.49%3.74%32.73%-14.28%14.06%

Correlation

The correlation between EOS-USD and STRGX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2017

0.18

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Return for Risk

EOS-USD vs. STRGX — Risk / Return Rank

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

EOS-USD
EOS-USD Risk / Return Rank: 2222
Overall Rank
EOS-USD Sharpe Ratio Rank: 00
Sharpe Ratio Rank
EOS-USD Sortino Ratio Rank: 11
Sortino Ratio Rank
EOS-USD Omega Ratio Rank: 00
Omega Ratio Rank
EOS-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
EOS-USD Martin Ratio Rank: 5858
Martin Ratio Rank

STRGX
STRGX Risk / Return Rank: 4343
Overall Rank
STRGX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
STRGX Sortino Ratio Rank: 3737
Sortino Ratio Rank
STRGX Omega Ratio Rank: 3333
Omega Ratio Rank
STRGX Calmar Ratio Rank: 6565
Calmar Ratio Rank
STRGX Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EOS-USD vs. STRGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EOS (EOS-USD) and Sterling Capital Stratton Mid Cap Value Fund (STRGX). 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-USDSTRGXDifference

Sharpe ratio

Return per unit of total volatility

-1.21

1.73

-2.93

Sortino ratio

Return per unit of downside risk

-3.22

2.55

-5.77

Omega ratio

Gain probability vs. loss probability

0.67

1.30

-0.63

Calmar ratio

Return relative to maximum drawdown

-1.09

3.11

-4.20

Martin ratio

Return relative to average drawdown

-1.36

9.45

-10.81

EOS-USD vs. STRGX - Sharpe Ratio Comparison

The current EOS-USD Sharpe Ratio is -1.21, which is lower than the STRGX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of EOS-USD and STRGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EOS-USDSTRGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.21

1.73

-2.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

0.40

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.57

-0.75

Drawdowns

EOS-USD vs. STRGX - Drawdown Comparison

The maximum EOS-USD drawdown since its inception was -99.67%, which is greater than STRGX's maximum drawdown of -53.50%. Use the drawdown chart below to compare losses from any high point for EOS-USD and STRGX.


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Drawdown Indicators


EOS-USDSTRGXDifference

Max Drawdown

Largest peak-to-trough decline

-99.67%

-53.50%

-46.17%

Max Drawdown (1Y)

Largest decline over 1 year

-88.70%

-7.79%

-80.91%

Max Drawdown (3Y)

Largest decline over 3 years

-94.74%

-20.88%

-73.86%

Max Drawdown (5Y)

Largest decline over 5 years

-98.86%

-21.22%

-77.64%

Max Drawdown (10Y)

Largest decline over 10 years

-41.35%

Current Drawdown

Current decline from peak

-99.63%

-3.24%

-96.39%

Average Drawdown

Average peak-to-trough decline

-84.90%

-8.03%

-76.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.30%

2.56%

+65.74%

Volatility

EOS-USD vs. STRGX - Volatility Comparison

EOS (EOS-USD) has a higher volatility of 18.46% compared to Sterling Capital Stratton Mid Cap Value Fund (STRGX) at 3.90%. This indicates that EOS-USD's price experiences larger fluctuations and is considered to be riskier than STRGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EOS-USDSTRGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.46%

3.90%

+14.56%

Volatility (6M)

Calculated over the trailing 6-month period

51.96%

10.74%

+41.22%

Volatility (1Y)

Calculated over the trailing 1-year period

61.53%

14.20%

+47.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.29%

17.48%

+55.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

104.57%

19.12%

+85.45%

Frequently Asked Questions


EOS-USD and STRGX have a correlation of 0.20, 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 STRGX (3.90%). In terms of maximum drawdown, EOS-USD dropped -99.67% vs STRGX's -53.50%.

STRGX currently has the higher Sharpe Ratio (1.73 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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