GBAB vs. EOS-USD
GBAB (Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust) is a stock, while EOS-USD (EOS) is a cryptocurrency. Over the past 5 years, GBAB returned -2.10%/yr vs -55.04%/yr for EOS-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
GBAB vs. EOS-USD - Performance Comparison
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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*
- —
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 | 0.11% | 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
GBAB
EOS-USD
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.
| GBAB | EOS-USD | Difference | |
|---|---|---|---|
| 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 |
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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
| GBAB | EOS-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -13.33% | -99.67% | +86.34% |
Average DrawdownAverage peak-to-trough decline | -8.31% | -85.03% | +76.72% |
Ulcer IndexDepth 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
| GBAB | EOS-USD | Difference | |
|---|---|---|---|
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.
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