EOS-USD vs. VOO
EOS-USD (EOS) is a cryptocurrency, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, EOS-USD returned -55.44%/yr vs 13.02%/yr for VOO. At a 0.19 correlation, their price movements are largely independent.
Performance
EOS-USD vs. VOO - Performance Comparison
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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 VOO's 8.08% 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*
- —
VOO
- 1D
- -0.10%
- 1M
- -1.44%
- YTD
- 8.08%
- 6M
- 6.78%
- 1Y
- 22.23%
- 3Y*
- 20.75%
- 5Y*
- 13.02%
- 10Y*
- 15.60%
EOS-USD vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOS-USD EOS | -60.86% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 2,091.49% |
VOO Vanguard S&P 500 ETF | 8.08% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 10.87% |
Correlation
The correlation between EOS-USD and VOO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.19 |
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Return for Risk
EOS-USD vs. VOO — Risk / Return Rank
EOS-USD
VOO
EOS-USD vs. VOO - Risk-Adjusted Trends 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.
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-USD | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.96 | ||
| Sortino ratioReturn per unit of downside risk | -5.51 | ||
| Omega ratioGain probability vs. loss probability | 0.68 | 1.33 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 2.51 | -3.50 |
| Martin ratioReturn relative to average drawdown | -1.34 | 11.16 | -12.50 |
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Drawdowns
EOS-USD vs. VOO - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -99.71%, 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.
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Drawdown Indicators
| EOS-USD | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.71% | -33.99% | -65.72% |
Max Drawdown (1Y)Largest decline over 1 year | -90.06% | -8.90% | -81.16% |
Max Drawdown (3Y)Largest decline over 3 years | -95.47% | -18.69% | -76.78% |
Max Drawdown (5Y)Largest decline over 5 years | -99.02% | -24.52% | -74.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -99.71% | -3.23% | -96.48% |
Average DrawdownAverage peak-to-trough decline | -84.95% | -3.68% | -81.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.65% | 2.00% | +65.65% |
Volatility
EOS-USD vs. VOO - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 30.58% compared to Vanguard S&P 500 ETF (VOO) at 4.80%. 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.
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Volatility by Period
| EOS-USD | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.58% | 4.80% | +25.78% |
Volatility (6M)Calculated over the trailing 6-month period | 57.71% | 9.79% | +47.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.82% | 12.43% | +51.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.85% | 16.91% | +54.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 109.12% | 18.02% | +91.10% |
Frequently Asked Questions
EOS-USD and VOO have a correlation of 0.24, 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 VOO (4.80%). In terms of maximum drawdown, EOS-USD dropped -99.71% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.80 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.
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