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EOSE vs. SPRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EOSE vs. SPRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eos Energy Enterprises Inc (EOSE) and Spear Alpha ETF (SPRX). 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 SPRX's 43.69% return.


EOSE

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

SPRX

1D
1.50%
1M
12.60%
YTD
43.69%
6M
43.35%
1Y
101.77%
3Y*
43.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EOSE vs. SPRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EOSE
Eos Energy Enterprises Inc
-47.12%135.80%345.87%-26.35%-80.32%-50.91%
SPRX
Spear Alpha ETF
43.69%41.91%20.58%88.02%-44.99%9.15%

Correlation

The correlation between EOSE and SPRX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.39

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2021

0.41

The correlation between EOSE and SPRX shifts across timeframes, from 0.39 (3 years) to 0.54 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EOSE vs. SPRX — 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

SPRX
SPRX Risk / Return Rank: 7575
Overall Rank
SPRX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SPRX Sortino Ratio Rank: 6565
Sortino Ratio Rank
SPRX Omega Ratio Rank: 6666
Omega Ratio Rank
SPRX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPRX Martin Ratio Rank: 7878
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. SPRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eos Energy Enterprises Inc (EOSE) and Spear Alpha ETF (SPRX). 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.


EOSESPRXDifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.17

1.34

-0.17

Calmar ratioReturn relative to maximum drawdown

0.60

4.23

-3.63

Martin ratioReturn relative to average drawdown

1.16

13.10

-11.94

EOSE vs. SPRX - Sharpe Ratio Comparison

The current EOSE Sharpe Ratio is 0.40, which is lower than the SPRX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of EOSE and SPRX, 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. SPRX - Drawdown Comparison

The maximum EOSE drawdown since its inception was -97.88%, which is greater than SPRX's maximum drawdown of -51.21%. Use the drawdown chart below to compare losses from any high point for EOSE and SPRX.


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Drawdown Indicators


EOSESPRXDifference

Max Drawdown

Largest peak-to-trough decline

-97.88%

-51.21%

-46.67%

Max Drawdown (1Y)

Largest decline over 1 year

-77.10%

-24.21%

-52.89%

Max Drawdown (3Y)

Largest decline over 3 years

-87.18%

-42.12%

-45.06%

Max Drawdown (5Y)

Largest decline over 5 years

-96.77%

Current Drawdown

Current decline from peak

-80.09%

-5.87%

-74.22%

Average Drawdown

Average peak-to-trough decline

-72.37%

-17.58%

-54.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.66%

7.80%

+31.86%

Volatility

EOSE vs. SPRX - Volatility Comparison

Eos Energy Enterprises Inc (EOSE) has a higher volatility of 31.08% compared to Spear Alpha ETF (SPRX) at 19.77%. This indicates that EOSE's price experiences larger fluctuations and is considered to be riskier than SPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EOSESPRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.08%

19.77%

+11.31%

Volatility (6M)

Calculated over the trailing 6-month period

91.90%

38.52%

+53.38%

Volatility (1Y)

Calculated over the trailing 1-year period

115.13%

45.91%

+69.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

117.06%

42.15%

+74.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.92%

42.15%

+70.77%

Dividends

EOSE vs. SPRX - Dividend Comparison

Neither EOSE nor SPRX has paid dividends to shareholders.


PositionTTM20252024202320222021
EOSE
Eos Energy Enterprises Inc
0.00%0.00%0.00%0.00%0.00%0.00%
SPRX
Spear Alpha ETF
0.00%0.00%0.00%0.00%0.00%0.25%

Frequently Asked Questions


EOSE and SPRX have a correlation of 0.54, 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 SPRX (19.77%). In terms of maximum drawdown, EOSE dropped -97.88% vs SPRX's -51.21%.

SPRX currently has the higher Sharpe Ratio (2.23 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

Find the right allocation for EOSE and SPRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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