EOS-USD vs. STRGX
EOS-USD (EOS) is a cryptocurrency, while STRGX (Sterling Capital Stratton Mid Cap Value Fund) is Mid Cap Blend Equities fund managed by Sterling Capital. Over the past 5 years, EOS-USD returned -57.47%/yr vs 6.97%/yr for STRGX. At a 0.18 correlation, their price movements are largely independent.
Performance
EOS-USD vs. STRGX - 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 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%
EOS-USD vs. STRGX - 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% |
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
EOS-USD
STRGX
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-USD | STRGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.21 | 1.73 | -2.93 |
Sortino ratioReturn per unit of downside risk | -3.22 | 2.55 | -5.77 |
Omega ratioGain probability vs. loss probability | 0.67 | 1.30 | -0.63 |
Calmar ratioReturn relative to maximum drawdown | -1.09 | 3.11 | -4.20 |
Martin ratioReturn relative to average drawdown | -1.36 | 9.45 | -10.81 |
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 | STRGX | Difference | |
|---|---|---|---|
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-USD | STRGX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.63% | -3.24% | -96.39% |
Average DrawdownAverage peak-to-trough decline | -84.90% | -8.03% | -76.87% |
Ulcer IndexDepth 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-USD | STRGX | Difference | |
|---|---|---|---|
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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