MCI vs. EOS-USD

In the year-to-date period, MCI achieves a 22.67% return, which is significantly higher than EOS-USD's -16.85% return.

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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.

The current MCI Sharpe Ratio is 2.37, which is higher than the EOS-USD Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of MCI 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.

The maximum MCI drawdown since its inception was -57.08%, smaller than the maximum EOS-USD drawdown of -98.10%. Use the drawdown chart below to compare losses from any high point for MCI and EOS-USD. For additional features, visit the drawdowns tool.

The current volatility for Barings Corporate Investors (MCI) is 8.29%, while EOS (EOS-USD) has a volatility of 22.93%. 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.