EOSE vs. BOXX

Last updated Apr 2, 2026

Compare and contrast key facts about Eos Energy Enterprises Inc (EOSE) and Alpha Architect 1-3 Month Box ETF (BOXX).

BOXX is a passively managed fund by Alpha Architect that tracks the performance of the Solactive 1-3 Month US T-Bill Index. It was launched on Dec 27, 2022.

Performance

EOSE vs. BOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eos Energy Enterprises Inc (EOSE) and Alpha Architect 1-3 Month Box ETF (BOXX). The values are adjusted to include any dividend payments, if applicable.

EOSE vs. BOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EOSE Eos Energy Enterprises Inc	-56.46%	135.80%	345.87%	-26.35%	37.04%
BOXX Alpha Architect 1-3 Month Box ETF	0.96%	4.37%	5.16%	5.04%	0.07%

Returns By Period

In the year-to-date period, EOSE achieves a -56.46% return, which is significantly lower than BOXX's 0.96% return.

EOSE

• 1D: 0.60%
• 1M: -15.42%
• YTD: -56.46%
• 6M: -59.66%
• 1Y: 24.44%
• 3Y*: 24.75%
• 5Y*: -22.75%
• 10Y*: —

BOXX

• 1D: -0.07%
• 1M: 0.32%
• YTD: 0.96%
• 6M: 2.05%
• 1Y: 4.22%
• 3Y*: 4.80%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EOSE vs. BOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EOSE

EOSE Risk / Return Rank: 54
EOSE Sharpe Ratio Rank: 48
EOSE Sortino Ratio Rank: 59
EOSE Omega Ratio Rank: 57
EOSE Calmar Ratio Rank: 51
EOSE Martin Ratio Rank: 52

BOXX

BOXX Risk / Return Rank: 100
BOXX Sharpe Ratio Rank: 100
BOXX Sortino Ratio Rank: 100
BOXX Omega Ratio Rank: 100
BOXX Calmar Ratio Rank: 100
BOXX Martin Ratio Rank: 100

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EOSE vs. BOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eos Energy Enterprises Inc (EOSE) and Alpha Architect 1-3 Month Box ETF (BOXX). 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.

	EOSE	BOXX	Difference
Sharpe ratio Return per unit of total volatility	0.21	12.86	-12.64
Sortino ratio Return per unit of downside risk	1.18	36.75	-35.57
Omega ratio Gain probability vs. loss probability	1.15	9.21	-8.06
Calmar ratio Return relative to maximum drawdown	0.42	61.54	-61.12
Martin ratio Return relative to average drawdown	1.02	571.35	-570.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EOSE vs. BOXX - Sharpe Ratio Comparison

The current EOSE Sharpe Ratio is 0.21, which is lower than the BOXX Sharpe Ratio of 12.86. The chart below compares the historical Sharpe Ratios of EOSE and BOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EOSE	BOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	12.86	-12.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	12.97	-13.06

Correlation

The correlation between EOSE and BOXX is 0.04, 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.

Dividends

EOSE vs. BOXX - Dividend Comparison

Neither EOSE nor BOXX has paid dividends to shareholders.

	TTM	2025	2024
EOSE Eos Energy Enterprises Inc	0.00%	0.00%	0.00%
BOXX Alpha Architect 1-3 Month Box ETF	0.00%	0.00%	0.26%

Drawdowns

EOSE vs. BOXX - Drawdown Comparison

The maximum EOSE drawdown since its inception was -97.88%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for EOSE and BOXX.

Drawdown Indicators

	EOSE	BOXX	Difference
Max Drawdown Largest peak-to-trough decline	-97.88%	-0.12%	-97.76%
Max Drawdown (1Y) Largest decline over 1 year	-77.10%	-0.07%	-77.03%
Max Drawdown (5Y) Largest decline over 5 years	-96.96%	—	—
Current Drawdown Current decline from peak	-83.61%	-0.07%	-83.54%
Average Drawdown Average peak-to-trough decline	-72.27%	0.00%	-72.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.39%	0.01%	+31.38%

Volatility

EOSE vs. BOXX - Volatility Comparison

Eos Energy Enterprises Inc (EOSE) has a higher volatility of 27.03% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.15%. This indicates that EOSE's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EOSE	BOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.03%	0.15%	+26.88%
Volatility (6M) Calculated over the trailing 6-month period	91.79%	0.25%	+91.54%
Volatility (1Y) Calculated over the trailing 1-year period	115.47%	0.33%	+115.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	115.78%	0.37%	+115.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	112.38%	0.37%	+112.01%