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GBAB vs. EOS-USD
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, GBAB achieves a 0.11% return, which is significantly higher than EOS-USD's -54.91% return.


GBAB

1D
-0.14%
1M
1.04%
6M
-0.62%
YTD
0.11%
1Y
2.88%
3Y*
5.21%
5Y*
-2.10%
10Y*
2.83%

EOS-USD

1D
-3.71%
1M
1.31%
6M
-58.10%
YTD
-54.91%
1Y
-86.49%
3Y*
-55.34%
5Y*
-55.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBAB vs. EOS-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBAB
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
0.11%8.38%2.86%8.57%-25.10%-0.92%14.69%15.16%3.50%2.70%
EOS-USD
EOS
-54.91%-79.52%-8.35%-1.89%-71.60%16.76%0.93%0.16%-70.72%2,091.49%

Correlation

The correlation between GBAB and EOS-USD is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2017

0.05

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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: 5050
Overall Rank
GBAB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GBAB Sortino Ratio Rank: 4444
Sortino Ratio Rank
GBAB Omega Ratio Rank: 4545
Omega Ratio Rank
GBAB Calmar Ratio Rank: 5353
Calmar Ratio Rank
GBAB Martin Ratio Rank: 5555
Martin Ratio Rank

EOS-USD
EOS-USD Risk / Return Rank: 77
Overall Rank
EOS-USD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EOS-USD Sortino Ratio Rank: 00
Sortino Ratio Rank
EOS-USD Omega Ratio Rank: 00
Omega Ratio Rank
EOS-USD Calmar Ratio Rank: 22
Calmar Ratio Rank
EOS-USD Martin Ratio Rank: 3030
Martin Ratio Rank
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.

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.


GBABEOS-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+3.28

Omega ratioGain probability vs. loss probability

1.05

0.70

+0.35

Calmar ratioReturn relative to maximum drawdown

0.27

-0.97

+1.24

Martin ratioReturn relative to average drawdown

0.74

-1.26

+2.00

GBAB vs. EOS-USD - Sharpe Ratio Comparison

The current GBAB Sharpe Ratio is 0.25, which is higher than the EOS-USD Sharpe Ratio of -1.13. The chart below compares the historical Sharpe Ratios of GBAB and EOS-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 -99.72%. Use the drawdown chart below to compare losses from any high point for GBAB and EOS-USD.


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Drawdown Indicators


GBABEOS-USDDifference

Max Drawdown

Largest peak-to-trough decline

-35.81%

-99.72%

+63.91%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-90.38%

+80.40%

Max Drawdown (3Y)

Largest decline over 3 years

-17.29%

-95.62%

+78.33%

Max Drawdown (5Y)

Largest decline over 5 years

-35.81%

-99.05%

+63.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.81%

Current Drawdown

Current decline from peak

-13.33%

-99.67%

+86.34%

Average Drawdown

Average peak-to-trough decline

-8.31%

-85.03%

+76.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

62.64%

-59.01%

Volatility

GBAB vs. EOS-USD - Volatility Comparison

The current volatility for Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) is 2.30%, while EOS (EOS-USD) has a volatility of 18.74%. 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.


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Volatility by Period


GBABEOS-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

18.74%

-16.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

58.03%

-49.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

64.64%

-53.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

71.45%

-56.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

108.91%

-93.95%

Frequently Asked Questions


GBAB and EOS-USD have a correlation of 0.03, 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 (18.74%) compared to GBAB (2.30%). In terms of maximum drawdown, GBAB dropped -35.81% vs EOS-USD's -99.72%.

GBAB currently has the higher Sharpe Ratio (0.25 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.

Portfolio Optimizer

Find the right allocation for GBAB and EOS-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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