GBAB vs. EOS-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) and EOS (EOS-USD).

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.

GBAB vs. EOS-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GBAB Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust	-0.30%	8.38%	2.86%	8.57%	-25.10%	-0.92%	14.69%	15.16%	3.50%	2.39%
EOS-USD EOS	-50.07%	-79.52%	-8.35%	-1.89%	-71.60%	16.76%	0.93%	0.16%	-70.72%	931.30%

Returns By Period

In the year-to-date period, GBAB achieves a -0.30% return, which is significantly higher than EOS-USD's -50.07% return.

GBAB

• 1D: 0.07%
• 1M: -4.92%
• YTD: -0.30%
• 6M: -2.72%
• 1Y: 3.13%
• 3Y*: 4.26%
• 5Y*: -0.94%
• 10Y*: 3.13%

EOS-USD

• 1D: 4.79%
• 1M: 2.60%
• YTD: -50.07%
• 6M: -80.69%
• 1Y: -88.50%
• 3Y*: -59.94%
• 5Y*: -58.27%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GBAB vs. EOS-USD — Risk / Return Rank

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

GBAB

GBAB Risk / Return Rank: 46
GBAB Sharpe Ratio Rank: 50
GBAB Sortino Ratio Rank: 39
GBAB Omega Ratio Rank: 40
GBAB Calmar Ratio Rank: 50
GBAB Martin Ratio Rank: 53

EOS-USD

EOS-USD Risk / Return Rank: 22
EOS-USD Sharpe Ratio Rank: 3
EOS-USD Sortino Ratio Rank: 0
EOS-USD Omega Ratio Rank: 0
EOS-USD Calmar Ratio Rank: 50
EOS-USD Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GBAB vs. EOS-USD - Risk-Adjusted Trends 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.

	GBAB	EOS-USD	Difference
Sharpe ratio Return per unit of total volatility	0.24	-1.05	+1.30
Sortino ratio Return per unit of downside risk	0.41	-2.76	+3.17
Omega ratio Gain probability vs. loss probability	1.06	0.72	+0.34
Calmar ratio Return relative to maximum drawdown	0.35	-1.08	+1.43
Martin ratio Return relative to average drawdown	1.18	-1.53	+2.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GBAB vs. EOS-USD - Sharpe Ratio Comparison

The current GBAB Sharpe Ratio is 0.24, which is higher than the EOS-USD Sharpe Ratio of -1.05. 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.

Sharpe Ratios by Period

	GBAB	EOS-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	-1.05	+1.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	-0.59	+0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	-0.19	+0.59

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.

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 -99.67%. Use the drawdown chart below to compare losses from any high point for GBAB and EOS-USD.

Drawdown Indicators

	GBAB	EOS-USD	Difference
Max Drawdown Largest peak-to-trough decline	-35.81%	-99.67%	+63.86%
Max Drawdown (1Y) Largest decline over 1 year	-8.80%	-92.33%	+83.53%
Max Drawdown (5Y) Largest decline over 5 years	-35.81%	-99.50%	+63.69%
Max Drawdown (10Y) Largest decline over 10 years	-35.81%	—	—
Current Drawdown Current decline from peak	-13.69%	-99.63%	+85.94%
Average Drawdown Average peak-to-trough decline	-8.22%	-84.66%	+76.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	61.91%	-59.31%

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 14.80%. 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.

Volatility by Period

	GBAB	EOS-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.11%	14.80%	-8.69%
Volatility (6M) Calculated over the trailing 6-month period	8.37%	61.25%	-52.88%
Volatility (1Y) Calculated over the trailing 1-year period	12.91%	70.61%	-57.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.56%	82.89%	-68.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.07%	105.22%	-90.15%