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GBAB vs. EOS-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GBAB and EOS-USD is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

GBAB vs. EOS-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) and EOS (EOS-USD). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%December2025FebruaryMarchAprilMay
19.94%
-40.43%
GBAB
EOS-USD

Key characteristics

Sharpe Ratio

GBAB:

0.40

EOS-USD:

0.53

Sortino Ratio

GBAB:

0.63

EOS-USD:

1.44

Omega Ratio

GBAB:

1.08

EOS-USD:

1.15

Calmar Ratio

GBAB:

0.25

EOS-USD:

0.23

Martin Ratio

GBAB:

0.57

EOS-USD:

1.43

Ulcer Index

GBAB:

9.53%

EOS-USD:

38.52%

Daily Std Dev

GBAB:

13.56%

EOS-USD:

78.27%

Max Drawdown

GBAB:

-35.81%

EOS-USD:

-98.10%

Current Drawdown

GBAB:

-17.11%

EOS-USD:

-96.73%

Returns By Period

In the year-to-date period, GBAB achieves a 3.75% return, which is significantly higher than EOS-USD's -9.05% return.


GBAB

YTD

3.75%

1M

1.72%

6M

-1.40%

1Y

3.71%

5Y*

-0.17%

10Y*

4.09%

EOS-USD

YTD

-9.05%

1M

-1.83%

6M

65.81%

1Y

-13.90%

5Y*

-23.91%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GBAB vs. EOS-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GBAB
The Risk-Adjusted Performance Rank of GBAB is 6060
Overall Rank
The Sharpe Ratio Rank of GBAB is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of GBAB is 5555
Sortino Ratio Rank
The Omega Ratio Rank of GBAB is 5555
Omega Ratio Rank
The Calmar Ratio Rank of GBAB is 6363
Calmar Ratio Rank
The Martin Ratio Rank of GBAB is 5959
Martin Ratio Rank

EOS-USD
The Risk-Adjusted Performance Rank of EOS-USD is 7777
Overall Rank
The Sharpe Ratio Rank of EOS-USD is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of EOS-USD is 7676
Sortino Ratio Rank
The Omega Ratio Rank of EOS-USD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of EOS-USD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of EOS-USD is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GBAB vs. EOS-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) 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.


The current GBAB Sharpe Ratio is 0.40, which is comparable to the EOS-USD Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of GBAB and EOS-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.93
0.65
GBAB
EOS-USD

Drawdowns

GBAB vs. EOS-USD - Drawdown Comparison

The maximum GBAB drawdown since its inception was -35.81%, smaller than the maximum EOS-USD drawdown of -98.10%. Use the drawdown chart below to compare losses from any high point for GBAB and EOS-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%December2025FebruaryMarchAprilMay
-17.11%
-96.73%
GBAB
EOS-USD

Volatility

GBAB vs. EOS-USD - Volatility Comparison

The current volatility for Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) is 6.11%, while EOS (EOS-USD) has a volatility of 31.67%. This indicates that GBAB 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.


0.00%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
6.11%
31.67%
GBAB
EOS-USD