EOS-USD vs. VOO
Compare and contrast key facts about EOS (EOS-USD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EOS-USD or VOO.
Key characteristics
| EOS-USD | VOO | |
|---|---|---|
| YTD Return | -46.04% | 25.62% |
| 1Y Return | -33.95% | 37.28% |
| 3Y Return (Ann) | -53.72% | 9.75% |
| 5Y Return (Ann) | -33.19% | 15.74% |
| Sharpe Ratio | -0.72 | 3.06 |
| Sortino Ratio | -0.93 | 4.08 |
| Omega Ratio | 0.91 | 1.57 |
| Calmar Ratio | 0.01 | 4.46 |
| Martin Ratio | -1.19 | 20.36 |
| Ulcer Index | 48.88% | 1.85% |
| Daily Std Dev | 62.64% | 12.32% |
| Max Drawdown | -98.10% | -33.99% |
| Current Drawdown | -97.89% | 0.00% |
Correlation
The correlation between EOS-USD and VOO is 0.19, 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. VOO - Performance Comparison
In the year-to-date period, EOS-USD achieves a -46.04% return, which is significantly lower than VOO's 25.62% 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EOS (EOS-USD) and Vanguard S&P 500 ETF (VOO). 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. VOO - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -98.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EOS-USD and VOO. For additional features, visit the drawdowns tool.
Volatility
EOS-USD vs. VOO - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 15.87% compared to Vanguard S&P 500 ETF (VOO) at 4.01%. This indicates that EOS-USD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.