ETW vs. EOS-USD
ETW (Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund) is a stock, while EOS-USD (EOS) is a cryptocurrency. Over the past 5 years, ETW returned 6.24%/yr vs -57.47%/yr for EOS-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
ETW vs. EOS-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ETW achieves a 6.34% return, which is significantly higher than EOS-USD's -50.36% return.
ETW
- 1D
- 0.11%
- 1M
- 1.35%
- YTD
- 6.34%
- 6M
- 7.58%
- 1Y
- 22.99%
- 3Y*
- 15.28%
- 5Y*
- 6.24%
- 10Y*
- 8.44%
EOS-USD
- 1D
- 1.17%
- 1M
- -10.07%
- YTD
- -50.36%
- 6M
- -58.40%
- 1Y
- -87.33%
- 3Y*
- -54.53%
- 5Y*
- -57.47%
- 10Y*
- —
ETW vs. EOS-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETW Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund | 6.34% | 20.10% | 19.03% | 9.34% | -23.87% | 25.36% | 3.24% | 18.87% | -12.10% | 9.22% |
EOS-USD EOS | -50.36% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 931.30% |
Correlation
The correlation between ETW and EOS-USD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2017 | 0.13 |
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Return for Risk
ETW vs. EOS-USD — Risk / Return Rank
ETW
EOS-USD
ETW vs. EOS-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) and EOS (EOS-USD). 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.
| ETW | EOS-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.11 | ||
| Sortino ratioReturn per unit of downside risk | +5.96 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.67 | +0.67 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | -0.98 | +3.26 |
| Martin ratioReturn relative to average drawdown | 10.90 | -1.31 | +12.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETW | EOS-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | -1.21 | +3.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | -0.66 | +1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | -0.19 | +0.53 |
Drawdowns
ETW vs. EOS-USD - Drawdown Comparison
The maximum ETW drawdown since its inception was -54.13%, smaller than the maximum EOS-USD drawdown of -99.67%. Use the drawdown chart below to compare losses from any high point for ETW and EOS-USD.
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Drawdown Indicators
| ETW | EOS-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.13% | -99.67% | +45.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.16% | -88.61% | +78.45% |
Max Drawdown (3Y)Largest decline over 3 years | -16.28% | -94.74% | +78.46% |
Max Drawdown (5Y)Largest decline over 5 years | -27.94% | -98.86% | +70.92% |
Max Drawdown (10Y)Largest decline over 10 years | -47.96% | — | — |
Current DrawdownCurrent decline from peak | -1.05% | -99.63% | +98.58% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -84.90% | +77.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 68.30% | -66.18% |
Volatility
ETW vs. EOS-USD - Volatility Comparison
The current volatility for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) is 3.64%, while EOS (EOS-USD) has a volatility of 18.46%. This indicates that ETW experiences smaller price fluctuations and is considered to be less risky than EOS-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETW | EOS-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 18.46% | -14.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 51.96% | -42.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.12% | 61.53% | -49.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 73.29% | -56.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.87% | 104.57% | -84.70% |
Frequently Asked Questions
ETW and EOS-USD have a correlation of 0.16, 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 (18.46%) compared to ETW (3.64%). In terms of maximum drawdown, ETW dropped -54.13% vs EOS-USD's -99.67%.
ETW currently has the higher Sharpe Ratio (1.91 vs -1.21), 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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