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 6.32%/yr vs -56.61%/yr for EOS-USD. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
ETW vs. EOS-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ETW achieves a 9.89% return, which is significantly higher than EOS-USD's -59.34% return.
ETW
- 1D
- 0.31%
- 1M
- 1.75%
- 6M
- 6.90%
- YTD
- 9.89%
- 1Y
- 21.38%
- 3Y*
- 16.20%
- 5Y*
- 6.32%
- 10Y*
- 8.39%
- ALL TIME*
- 7.28%
EOS-USD
- 1D
- 0.52%
- 1M
- -10.94%
- 6M
- -29.85%
- YTD
- -59.34%
- 1Y
- -87.40%
- 3Y*
- -55.41%
- 5Y*
- -56.61%
- 10Y*
- —
- ALL TIME*
- -18.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EOS-USD EOS | $2.14K | $4.21K | $7.04K |
| $2.38M | $2.15M | $2.29M |
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 | 9.89% | 20.10% | 19.03% | 9.34% | -23.87% | 25.36% | 3.24% | 18.87% | -12.10% | 9.12% |
EOS-USD EOS | -59.34% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 2,091.49% |
Correlation
The correlation between ETW and EOS-USD is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 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.
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.
| ETW | EOS-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.81 | ||
| Sortino ratioReturn per unit of downside risk | +5.41 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.69 | +0.61 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | -0.99 | +3.10 |
| Martin ratioReturn relative to average drawdown | 9.69 | -1.24 | +10.93 |
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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 -99.72%. 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% | -99.72% | +45.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.16% | -89.53% | +79.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.28% | -95.65% | +79.37% |
Max Drawdown (5Y)Largest decline over 5 years | -27.94% | -99.05% | +71.11% |
Max Drawdown (10Y)Largest decline over 10 years | -47.96% | — | — |
Current DrawdownCurrent decline from peak | -0.21% | -99.70% | +99.49% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -85.13% | +77.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 65.29% | -63.08% |
Volatility
ETW vs. EOS-USD - Volatility Comparison
The current volatility for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) is 3.90%, while EOS (EOS-USD) has a volatility of 15.23%. 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 | 3.90% | 15.23% | -11.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 52.50% | -41.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 64.42% | -51.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.74% | 71.35% | -54.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.87% | 108.58% | -88.71% |
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 (15.23%) compared to ETW (3.90%). In terms of maximum drawdown, ETW dropped -54.13% vs EOS-USD's -99.72%.
ETW currently has the higher Sharpe Ratio (1.67 vs -1.14), 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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