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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 -60.86% return, which is significantly lower than STRGX's 20.25% return.


EOS-USD

1D
-4.95%
1M
-21.16%
YTD
-60.86%
6M
-61.53%
1Y
-87.85%
3Y*
-55.88%
5Y*
-55.44%
10Y*

STRGX

1D
-0.78%
1M
3.23%
YTD
20.25%
6M
18.32%
1Y
24.21%
3Y*
16.00%
5Y*
8.39%
10Y*
10.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EOS-USD vs. STRGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EOS-USD
EOS
-60.86%-79.52%-8.35%-1.89%-71.60%16.76%0.93%0.16%-70.72%2,091.49%
STRGX
Sterling Capital Stratton Mid Cap Value Fund
20.25%5.40%9.49%14.39%-10.92%23.49%3.74%32.73%-14.28%13.19%

Correlation

The correlation between EOS-USD and STRGX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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. 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: 44
Overall Rank
EOS-USD Sharpe Ratio Rank: 00
Sharpe Ratio Rank
EOS-USD Sortino Ratio Rank: 00
Sortino Ratio Rank
EOS-USD Omega Ratio Rank: 00
Omega Ratio Rank
EOS-USD Calmar Ratio Rank: 33
Calmar Ratio Rank
EOS-USD Martin Ratio Rank: 1919
Martin Ratio Rank

STRGX
STRGX Risk / Return Rank: 5252
Overall Rank
STRGX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
STRGX Sortino Ratio Rank: 4747
Sortino Ratio Rank
STRGX Omega Ratio Rank: 4040
Omega Ratio Rank
STRGX Calmar Ratio Rank: 7777
Calmar Ratio Rank
STRGX Martin Ratio Rank: 5252
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.

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-USDSTRGXDifference
Sharpe ratioReturn per unit of total volatility

-2.90

Sortino ratioReturn per unit of downside risk

-5.63

Omega ratioGain probability vs. loss probability

0.68

1.31

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.99

3.22

-4.21

Martin ratioReturn relative to average drawdown

-1.34

9.71

-11.05

EOS-USD vs. STRGX - Sharpe Ratio Comparison

The current EOS-USD Sharpe Ratio is -1.16, which is lower than the STRGX Sharpe Ratio of 1.74. 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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Drawdowns

EOS-USD vs. STRGX - Drawdown Comparison

The maximum EOS-USD drawdown since its inception was -99.71%, 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

-99.71%

-53.50%

-46.21%

Max Drawdown (1Y)

Largest decline over 1 year

-90.06%

-7.79%

-82.27%

Max Drawdown (3Y)

Largest decline over 3 years

-95.47%

-20.88%

-74.59%

Max Drawdown (5Y)

Largest decline over 5 years

-99.02%

-21.22%

-77.80%

Max Drawdown (10Y)

Largest decline over 10 years

-41.35%

Current Drawdown

Current decline from peak

-99.71%

-0.78%

-98.93%

Average Drawdown

Average peak-to-trough decline

-84.95%

-8.02%

-76.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

67.65%

2.58%

+65.07%

Volatility

EOS-USD vs. STRGX - Volatility Comparison

EOS (EOS-USD) has a higher volatility of 30.58% compared to Sterling Capital Stratton Mid Cap Value Fund (STRGX) at 4.02%. 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

30.58%

4.02%

+26.56%

Volatility (6M)

Calculated over the trailing 6-month period

57.71%

11.03%

+46.68%

Volatility (1Y)

Calculated over the trailing 1-year period

63.82%

14.45%

+49.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.85%

17.49%

+54.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

109.12%

19.09%

+90.03%

Frequently Asked Questions


EOS-USD and STRGX have a correlation of 0.18, 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 (30.58%) compared to STRGX (4.02%). In terms of maximum drawdown, EOS-USD dropped -99.71% vs STRGX's -53.50%.

STRGX currently has the higher Sharpe Ratio (1.74 vs -1.16), 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.

Portfolio Optimizer

Find the right allocation for EOS-USD and STRGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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