MCI vs. EOS-USD
Compare and contrast key facts about Barings Corporate Investors (MCI) and EOS (EOS-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MCI or EOS-USD.
Key characteristics
MCI | EOS-USD | |
---|---|---|
YTD Return | 9.15% | -42.99% |
1Y Return | 35.19% | -15.91% |
3Y Return (Ann) | 15.77% | -55.53% |
5Y Return (Ann) | 10.88% | -34.46% |
Sharpe Ratio | 1.65 | -0.53 |
Daily Std Dev | 21.34% | 61.55% |
Max Drawdown | -57.22% | -97.93% |
Current Drawdown | -0.93% | -97.77% |
Correlation
The correlation between MCI and EOS-USD is 0.03, 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
MCI vs. EOS-USD - Performance Comparison
In the year-to-date period, MCI achieves a 9.15% return, which is significantly higher than EOS-USD's -42.99% 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
MCI vs. EOS-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings Corporate Investors (MCI) 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
MCI vs. EOS-USD - Drawdown Comparison
The maximum MCI drawdown since its inception was -57.22%, smaller than the maximum EOS-USD drawdown of -97.93%. Use the drawdown chart below to compare losses from any high point for MCI and EOS-USD. For additional features, visit the drawdowns tool.
Volatility
MCI vs. EOS-USD - Volatility Comparison
The current volatility for Barings Corporate Investors (MCI) is 3.65%, while EOS (EOS-USD) has a volatility of 15.77%. This indicates that MCI 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.