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

Performance

EOS-USD vs. VEIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EOS (EOS-USD) and Vanguard Equity Income Fund Admiral Shares (VEIRX). 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 -59.81% return, which is significantly lower than VEIRX's 11.87% return.


EOS-USD

1D
0.35%
1M
-5.59%
6M
-30.22%
YTD
-59.81%
1Y
-86.87%
3Y*
-55.35%
5Y*
-56.35%
10Y*
ALL TIME*
-18.29%

VEIRX

1D
0.21%
1M
1.92%
6M
8.20%
YTD
11.87%
1Y
23.32%
3Y*
15.56%
5Y*
11.73%
10Y*
11.82%
ALL TIME*
9.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

EOS-USD

EOS
$2.63K$4.67K$7.55K
$0.00$0.00$0.00

EOS-USD vs. VEIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EOS-USD
EOS
-59.81%-79.52%-8.35%-1.89%-71.60%16.76%0.93%0.16%-70.72%2,091.49%
VEIRX
Vanguard Equity Income Fund Admiral Shares
11.87%17.25%14.91%7.76%-0.08%25.49%3.08%25.34%-5.68%9.85%

Correlation

The correlation between EOS-USD and VEIRX is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

Correlation (3Y)
Balances recent behavior with more history.

0.24

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2017

0.17

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Return for Risk

EOS-USD vs. VEIRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EOS-USD
EOS-USD Risk / Return Rank: 1010
Overall Rank
EOS-USD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EOS-USD Sortino Ratio Rank: 11
Sortino Ratio Rank
EOS-USD Omega Ratio Rank: 11
Omega Ratio Rank
EOS-USD Calmar Ratio Rank: 44
Calmar Ratio Rank
EOS-USD Martin Ratio Rank: 4040
Martin Ratio Rank

VEIRX
VEIRX Risk / Return Rank: 8484
Overall Rank
VEIRX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VEIRX Sortino Ratio Rank: 8383
Sortino Ratio Rank
VEIRX Omega Ratio Rank: 8181
Omega Ratio Rank
VEIRX Calmar Ratio Rank: 8686
Calmar Ratio Rank
VEIRX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

This table presents a comparison of risk-adjusted performance metrics for EOS (EOS-USD) and Vanguard Equity Income Fund Admiral Shares (VEIRX). 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-USDVEIRXDifference
Sharpe ratioReturn per unit of total volatility

-3.16

Sortino ratioReturn per unit of downside risk

-5.82

Omega ratioGain probability vs. loss probability

0.70

1.37

-0.67

Calmar ratioReturn relative to maximum drawdown

-0.98

2.91

-3.90

Martin ratioReturn relative to average drawdown

-1.24

10.99

-12.23

EOS-USD vs. VEIRX - Sharpe Ratio Comparison

The current EOS-USD Sharpe Ratio is -1.14, which is lower than the VEIRX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of EOS-USD and VEIRX, 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. VEIRX - Drawdown Comparison

The maximum EOS-USD drawdown since its inception was -99.72%, which is greater than VEIRX's maximum drawdown of -54.02%. Use the drawdown chart below to compare losses from any high point for EOS-USD and VEIRX.


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Drawdown Indicators


EOS-USDVEIRXDifference

Max Drawdown

Largest peak-to-trough decline

-99.72%

-54.02%

-45.70%

Max Drawdown (1Y)

Largest decline over 1 year

-89.53%

-7.13%

-82.40%

Max Drawdown (3Y)

Largest decline over 3 years

-95.65%

-13.36%

-82.29%

Max Drawdown (5Y)

Largest decline over 5 years

-99.05%

-15.12%

-83.93%

Max Drawdown (10Y)

Largest decline over 10 years

-35.26%

Current Drawdown

Current decline from peak

-99.70%

-0.85%

-98.85%

Average Drawdown

Average peak-to-trough decline

-85.12%

-6.46%

-78.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

64.91%

1.90%

+63.01%

Volatility

EOS-USD vs. VEIRX - Volatility Comparison

EOS (EOS-USD) has a higher volatility of 17.72% compared to Vanguard Equity Income Fund Admiral Shares (VEIRX) at 2.57%. This indicates that EOS-USD's price experiences larger fluctuations and is considered to be riskier than VEIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EOS-USDVEIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.72%

2.57%

+15.15%

Volatility (6M)

Calculated over the trailing 6-month period

53.37%

7.39%

+45.98%

Volatility (1Y)

Calculated over the trailing 1-year period

64.48%

10.28%

+54.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.35%

13.84%

+57.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.61%

16.25%

+92.36%

Frequently Asked Questions


EOS-USD and VEIRX have a correlation of 0.23, 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 (17.72%) compared to VEIRX (2.57%). In terms of maximum drawdown, EOS-USD dropped -99.72% vs VEIRX's -54.02%.

VEIRX currently has the higher Sharpe Ratio (2.02 vs -1.14), 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 VEIRX

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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