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 9.07%/yr vs -54.32%/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 -1.17% return, which is significantly higher than EOS-USD's -53.91% return.
ETY
- 1D
- 0.48%
- 1M
- 1.18%
- 6M
- -2.13%
- YTD
- -1.17%
- 1Y
- 0.31%
- 3Y*
- 14.05%
- 5Y*
- 9.07%
- 10Y*
- 12.35%
EOS-USD
- 1D
- -1.38%
- 1M
- -0.59%
- 6M
- -59.62%
- YTD
- -53.91%
- 1Y
- -86.66%
- 3Y*
- -54.43%
- 5Y*
- -54.32%
- 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 | -1.17% | 11.02% | 33.11% | 21.83% | -21.21% | 32.61% | 7.27% | 33.68% | -8.96% | 10.98% |
EOS-USD EOS | -53.91% | -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 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
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 | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.70 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | -0.97 | +0.99 |
| Martin ratioReturn relative to average drawdown | 0.08 | -1.26 | +1.34 |
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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 -99.72%. 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% | -99.72% | +46.66% |
Max Drawdown (1Y)Largest decline over 1 year | -14.40% | -90.38% | +75.98% |
Max Drawdown (3Y)Largest decline over 3 years | -21.28% | -95.62% | +74.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -99.05% | +74.99% |
Max Drawdown (10Y)Largest decline over 10 years | -42.46% | — | — |
Current DrawdownCurrent decline from peak | -3.35% | -99.66% | +96.31% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -85.04% | +77.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 63.01% | -59.02% |
Volatility
ETY vs. EOS-USD - Volatility Comparison
The current volatility for Eaton Vance Tax Managed Diversified Equity Income Closed Fund (ETY) is 4.18%, while EOS (EOS-USD) has a volatility of 18.89%. 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 | 4.18% | 18.89% | -14.71% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 57.85% | -46.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 64.66% | -51.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.97% | 71.41% | -53.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 108.88% | -88.99% |
Frequently Asked Questions
ETY and EOS-USD have a correlation of 0.14, 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 (18.89%) compared to ETY (4.18%). In terms of maximum drawdown, ETY dropped -53.06% vs EOS-USD's -99.72%.
ETY currently has the higher Sharpe Ratio (0.02 vs -1.13), 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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