EOSE vs. GLD
EOSE (Eos Energy Enterprises Inc) is a stock, while GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM. Over the past 5 years, EOSE returned -21.15%/yr vs 17.08%/yr for GLD. At a 0.14 correlation, their price movements are largely independent.
Performance
EOSE vs. GLD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EOSE achieves a -47.12% return, which is significantly lower than GLD's -2.47% return.
EOSE
- 1D
- -2.26%
- 1M
- -25.83%
- YTD
- -47.12%
- 6M
- -59.16%
- 1Y
- 50.37%
- 3Y*
- 23.72%
- 5Y*
- -21.15%
- 10Y*
- —
GLD
- 1D
- 0.06%
- 1M
- -9.52%
- YTD
- -2.47%
- 6M
- -2.25%
- 1Y
- 22.21%
- 3Y*
- 28.89%
- 5Y*
- 17.08%
- 10Y*
- 12.15%
EOSE vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EOSE Eos Energy Enterprises Inc | -47.12% | 135.80% | 345.87% | -26.35% | -80.32% | -63.92% | 112.65% |
GLD SPDR Gold Shares | -2.47% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 9.69% |
Correlation
The correlation between EOSE and GLD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020 | 0.14 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EOSE vs. GLD — Risk / Return Rank
EOSE
GLD
EOSE vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eos Energy Enterprises Inc (EOSE) and SPDR Gold Shares (GLD). 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.
| EOSE | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 0.98 | -0.38 |
| Martin ratioReturn relative to average drawdown | 1.16 | 2.81 | -1.66 |
Loading charts...
Drawdowns
EOSE vs. GLD - Drawdown Comparison
The maximum EOSE drawdown since its inception was -97.88%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for EOSE and GLD.
Loading charts...
Drawdown Indicators
| EOSE | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.88% | -45.56% | -52.32% |
Max Drawdown (1Y)Largest decline over 1 year | -77.10% | -24.46% | -52.64% |
Max Drawdown (3Y)Largest decline over 3 years | -87.18% | -24.46% | -62.72% |
Max Drawdown (5Y)Largest decline over 5 years | -96.77% | -24.46% | -72.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.46% | — |
Current DrawdownCurrent decline from peak | -80.09% | -22.05% | -58.04% |
Average DrawdownAverage peak-to-trough decline | -72.37% | -16.16% | -56.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.66% | 8.49% | +31.17% |
Volatility
EOSE vs. GLD - Volatility Comparison
Eos Energy Enterprises Inc (EOSE) has a higher volatility of 31.08% compared to SPDR Gold Shares (GLD) at 7.79%. This indicates that EOSE's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EOSE | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.08% | 7.79% | +23.29% |
Volatility (6M)Calculated over the trailing 6-month period | 91.90% | 24.10% | +67.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 115.13% | 27.37% | +87.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 117.06% | 18.22% | +98.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.92% | 16.08% | +96.84% |
Dividends
EOSE vs. GLD - Dividend Comparison
Neither EOSE nor GLD has paid dividends to shareholders.
Frequently Asked Questions
EOSE and GLD have a correlation of 0.23, 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 GLD (7.79%). In terms of maximum drawdown, EOSE dropped -97.88% vs GLD's -45.56%.
GLD currently has the higher Sharpe Ratio (0.87 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.
Find the right allocation for EOSE and GLD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer