ETY vs. EOS-USD
ETY (Eaton Vance Tax Managed Diversified Equity Income Closed Fund) is Large Cap Growth Equities fund actively managed by Eaton Vance, while EOS-USD (EOS) is a cryptocurrency. Over the past 5 years, ETY returned 9.12%/yr vs -55.96%/yr for EOS-USD. At a 0.14 correlation, their price movements are largely independent.
Performance
ETY vs. EOS-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ETY achieves a -2.80% return, which is significantly higher than EOS-USD's -58.97% return.
ETY
- 1D
- -0.49%
- 1M
- -2.38%
- YTD
- -2.80%
- 6M
- -2.42%
- 1Y
- 3.33%
- 3Y*
- 15.04%
- 5Y*
- 9.12%
- 10Y*
- 12.64%
EOS-USD
- 1D
- 0.50%
- 1M
- -17.35%
- YTD
- -58.97%
- 6M
- -60.53%
- 1Y
- -87.32%
- 3Y*
- -55.26%
- 5Y*
- -55.96%
- 10Y*
- —
ETY vs. EOS-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETY Eaton Vance Tax Managed Diversified Equity Income Closed Fund | -2.80% | 11.02% | 33.11% | 21.83% | -21.21% | 32.61% | 7.27% | 33.68% | -8.96% | 10.98% |
EOS-USD EOS | -58.97% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 2,091.49% |
Correlation
The correlation between ETY and EOS-USD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.14 |
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Return for Risk
ETY vs. EOS-USD — Risk / Return Rank
ETY
EOS-USD
ETY vs. EOS-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Diversified Equity Income Closed Fund (ETY) 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.
| ETY | EOS-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +3.45 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.69 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | -0.98 | +1.22 |
| Martin ratioReturn relative to average drawdown | 0.87 | -1.33 | +2.20 |
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Drawdowns
ETY vs. EOS-USD - Drawdown Comparison
The maximum ETY drawdown since its inception was -53.06%, smaller than the maximum EOS-USD drawdown of -99.71%. Use the drawdown chart below to compare losses from any high point for ETY and EOS-USD.
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Drawdown Indicators
| ETY | EOS-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.06% | -99.71% | +46.65% |
Max Drawdown (1Y)Largest decline over 1 year | -14.40% | -89.90% | +75.50% |
Max Drawdown (3Y)Largest decline over 3 years | -21.28% | -95.40% | +74.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -99.00% | +74.94% |
Max Drawdown (10Y)Largest decline over 10 years | -42.46% | — | — |
Current DrawdownCurrent decline from peak | -4.94% | -99.70% | +94.76% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -84.94% | +77.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 67.44% | -63.59% |
Volatility
ETY vs. EOS-USD - Volatility Comparison
The current volatility for Eaton Vance Tax Managed Diversified Equity Income Closed Fund (ETY) is 4.10%, while EOS (EOS-USD) has a volatility of 30.32%. This indicates that ETY 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
| ETY | EOS-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 30.32% | -26.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.77% | 57.92% | -47.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 64.08% | -50.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.93% | 71.88% | -53.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 109.13% | -89.22% |
Frequently Asked Questions
ETY and EOS-USD have a correlation of 0.13, 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 (30.32%) compared to ETY (4.10%). In terms of maximum drawdown, ETY dropped -53.06% vs EOS-USD's -99.71%.
ETY currently has the higher Sharpe Ratio (0.25 vs -1.15), 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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