GBAB vs. EOS-USD
Compare and contrast key facts about Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) and EOS (EOS-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBAB or EOS-USD.
Key characteristics
| GBAB | EOS-USD | |
|---|---|---|
| YTD Return | 6.45% | -35.24% |
| 1Y Return | 13.07% | -25.22% |
| 3Y Return (Ann) | -4.30% | -51.53% |
| 5Y Return (Ann) | 0.05% | -30.64% |
| Sharpe Ratio | 0.98 | -0.92 |
| Sortino Ratio | 1.54 | -1.57 |
| Omega Ratio | 1.17 | 0.84 |
| Calmar Ratio | 0.49 | 0.01 |
| Martin Ratio | 2.84 | -1.41 |
| Ulcer Index | 4.59% | 49.38% |
| Daily Std Dev | 13.32% | 64.47% |
| Max Drawdown | -35.81% | -98.10% |
| Current Drawdown | -17.33% | -97.46% |
Correlation
The correlation between GBAB and EOS-USD is 0.06, 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
In the year-to-date period, GBAB achieves a 6.45% return, which is significantly higher than EOS-USD's -35.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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.
Volatility
GBAB vs. EOS-USD - Volatility Comparison
The current volatility for Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) is 3.50%, while EOS (EOS-USD) has a volatility of 23.56%. 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.