EOS-USD vs. VEIRX
Compare and contrast key facts about EOS (EOS-USD) and Vanguard Equity Income Fund Admiral Shares (VEIRX).
VEIRX is managed by Vanguard. It was launched on Aug 13, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EOS-USD or VEIRX.
Key characteristics
| EOS-USD | VEIRX | |
|---|---|---|
| YTD Return | -43.75% | 18.92% |
| 1Y Return | -30.28% | 25.16% |
| 3Y Return (Ann) | -55.00% | 3.79% |
| 5Y Return (Ann) | -33.25% | 7.54% |
| Sharpe Ratio | -0.76 | 2.09 |
| Sortino Ratio | -1.06 | 2.75 |
| Omega Ratio | 0.89 | 1.40 |
| Calmar Ratio | 0.01 | 2.07 |
| Martin Ratio | -1.24 | 10.05 |
| Ulcer Index | 49.19% | 2.40% |
| Daily Std Dev | 62.65% | 11.54% |
| Max Drawdown | -98.10% | -56.75% |
| Current Drawdown | -97.80% | 0.00% |
Correlation
The correlation between EOS-USD and VEIRX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EOS-USD vs. VEIRX - Performance Comparison
In the year-to-date period, EOS-USD achieves a -43.75% return, which is significantly lower than VEIRX's 18.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EOS-USD vs. VEIRX - Risk-Adjusted Performance 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.
Drawdowns
EOS-USD vs. VEIRX - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -98.10%, which is greater than VEIRX's maximum drawdown of -56.75%. Use the drawdown chart below to compare losses from any high point for EOS-USD and VEIRX. For additional features, visit the drawdowns tool.
Volatility
EOS-USD vs. VEIRX - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 15.93% compared to Vanguard Equity Income Fund Admiral Shares (VEIRX) at 3.67%. 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.