ETY vs. EOS-USD
ETY (Eaton Vance Tax Managed Diversified Equity Income Closed Fund) is Derivative Income fund actively managed by Eaton Vance, while EOS-USD (EOS) is a cryptocurrency. Over the past 5 years, ETY returned 9.04%/yr vs -56.51%/yr for EOS-USD. Their 0.14 correlation means their historical movements had little consistent relationship.
Performance
ETY vs. EOS-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ETY achieves a -0.36% return, which is significantly higher than EOS-USD's -59.56% return.
ETY
- 1D
- 1.25%
- 1M
- 0.69%
- 6M
- -0.35%
- YTD
- -0.36%
- 1Y
- 1.79%
- 3Y*
- 15.14%
- 5Y*
- 9.04%
- 10Y*
- 12.19%
- ALL TIME*
- 8.51%
EOS-USD
- 1D
- 1.21%
- 1M
- -12.85%
- 6M
- -30.21%
- YTD
- -59.56%
- 1Y
- -87.07%
- 3Y*
- -55.31%
- 5Y*
- -56.51%
- 10Y*
- —
- ALL TIME*
- -18.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EOS-USD EOS | $2.21K | $4.45K | $7.31K |
| $3.70M | $3.62M | $3.55M |
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 | -0.36% | 11.02% | 33.11% | 21.83% | -21.21% | 32.61% | 7.27% | 33.68% | -8.96% | 10.98% |
EOS-USD EOS | -59.56% | -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 0.16, 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. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
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 | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +3.24 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.70 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | -0.99 | +1.11 |
| Martin ratioReturn relative to average drawdown | 0.44 | -1.24 | +1.68 |
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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% | -89.53% | +75.13% |
Max Drawdown (3Y)Largest decline over 3 years | -21.28% | -95.65% | +74.37% |
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 | -2.55% | -99.70% | +97.15% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -85.13% | +77.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 65.10% | -60.98% |
Volatility
ETY vs. EOS-USD - Volatility Comparison
The current volatility for Eaton Vance Tax Managed Diversified Equity Income Closed Fund (ETY) is 3.83%, while EOS (EOS-USD) has a volatility of 15.25%. 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 | 3.83% | 15.25% | -11.42% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 52.69% | -41.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.85% | 64.46% | -50.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 71.35% | -53.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 108.60% | -88.69% |
Frequently Asked Questions
ETY 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 (15.25%) compared to ETY (3.83%). In terms of maximum drawdown, ETY dropped -53.06% vs EOS-USD's -99.72%.
ETY currently has the higher Sharpe Ratio (0.13 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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