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EOSE vs. FNGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EOSE vs. FNGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eos Energy Enterprises Inc (EOSE) and MicroSectors FANG+ ETN (FNGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EOSE achieves a -47.12% return, which is significantly lower than FNGS's 6.79% return.


EOSE

1D
-2.26%
1M
-26.81%
YTD
-47.12%
6M
-59.16%
1Y
45.67%
3Y*
23.72%
5Y*
-21.15%
10Y*

FNGS

1D
-0.94%
1M
-3.20%
YTD
6.79%
6M
4.25%
1Y
17.02%
3Y*
29.80%
5Y*
19.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EOSE vs. FNGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EOSE
Eos Energy Enterprises Inc
-47.12%135.80%345.87%-26.35%-80.32%-63.92%112.65%
FNGS
MicroSectors FANG+ ETN
6.79%18.64%51.99%95.24%-40.32%16.96%62.08%

Correlation

The correlation between EOSE and FNGS is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2020

0.31

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Return for Risk

EOSE vs. FNGS — Risk / Return Rank

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

EOSE
EOSE Risk / Return Rank: 6060
Overall Rank
EOSE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EOSE Sortino Ratio Rank: 6666
Sortino Ratio Rank
EOSE Omega Ratio Rank: 6464
Omega Ratio Rank
EOSE Calmar Ratio Rank: 5757
Calmar Ratio Rank
EOSE Martin Ratio Rank: 5656
Martin Ratio Rank

FNGS
FNGS Risk / Return Rank: 2323
Overall Rank
FNGS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 2424
Sortino Ratio Rank
FNGS Omega Ratio Rank: 2424
Omega Ratio Rank
FNGS Calmar Ratio Rank: 2020
Calmar Ratio Rank
FNGS Martin Ratio Rank: 2020
Martin Ratio Rank
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. FNGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eos Energy Enterprises Inc (EOSE) and MicroSectors FANG+ ETN (FNGS). 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.


EOSEFNGSDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratioReturn relative to maximum drawdown

0.60

0.75

-0.15

Martin ratioReturn relative to average drawdown

1.16

2.12

-0.96

EOSE vs. FNGS - Sharpe Ratio Comparison

The current EOSE Sharpe Ratio is 0.40, which is lower than the FNGS Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of EOSE and FNGS, 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

EOSE vs. FNGS - Drawdown Comparison

The maximum EOSE drawdown since its inception was -97.88%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for EOSE and FNGS.


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Drawdown Indicators


EOSEFNGSDifference

Max Drawdown

Largest peak-to-trough decline

-97.88%

-48.98%

-48.90%

Max Drawdown (1Y)

Largest decline over 1 year

-77.10%

-22.93%

-54.17%

Max Drawdown (3Y)

Largest decline over 3 years

-87.18%

-26.77%

-60.41%

Max Drawdown (5Y)

Largest decline over 5 years

-96.77%

-48.98%

-47.79%

Current Drawdown

Current decline from peak

-80.09%

-9.63%

-70.46%

Average Drawdown

Average peak-to-trough decline

-72.37%

-10.85%

-61.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.66%

8.05%

+31.61%

Volatility

EOSE vs. FNGS - Volatility Comparison

Eos Energy Enterprises Inc (EOSE) has a higher volatility of 31.08% compared to MicroSectors FANG+ ETN (FNGS) at 8.74%. This indicates that EOSE's price experiences larger fluctuations and is considered to be riskier than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EOSEFNGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.08%

8.74%

+22.34%

Volatility (6M)

Calculated over the trailing 6-month period

91.90%

17.19%

+74.71%

Volatility (1Y)

Calculated over the trailing 1-year period

115.13%

21.65%

+93.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

117.06%

30.10%

+86.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.92%

31.17%

+81.75%

Dividends

EOSE vs. FNGS - Dividend Comparison

Neither EOSE nor FNGS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EOSE and FNGS have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EOSE has higher volatility (31.08%) compared to FNGS (8.74%). In terms of maximum drawdown, EOSE dropped -97.88% vs FNGS's -48.98%.

FNGS currently has the higher Sharpe Ratio (0.79 vs 0.40), 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

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