MCI vs. EOS-USD
MCI (Barings Corporate Investors) is a stock, while EOS-USD (EOS) is a cryptocurrency. Over the past 5 years, MCI returned 11.31%/yr vs -57.47%/yr for EOS-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
MCI vs. EOS-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MCI achieves a -2.30% return, which is significantly higher than EOS-USD's -50.36% return.
MCI
- 1D
- -0.40%
- 1M
- 1.68%
- YTD
- -2.30%
- 6M
- -12.89%
- 1Y
- -3.86%
- 3Y*
- 16.87%
- 5Y*
- 11.31%
- 10Y*
- 7.88%
EOS-USD
- 1D
- 1.17%
- 1M
- -10.07%
- YTD
- -50.36%
- 6M
- -58.40%
- 1Y
- -87.33%
- 3Y*
- -54.53%
- 5Y*
- -57.47%
- 10Y*
- —
MCI vs. EOS-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCI Barings Corporate Investors | -2.30% | -3.74% | 20.83% | 44.49% | -5.91% | 29.03% | -15.77% | 23.40% | 4.35% | 7.32% |
EOS-USD EOS | -50.36% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 931.30% |
Correlation
The correlation between MCI and EOS-USD is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2017 | 0.03 |
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Return for Risk
MCI vs. EOS-USD — Risk / Return Rank
MCI
EOS-USD
MCI vs. EOS-USD - Risk-Adjusted Trends 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.
| MCI | EOS-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +3.13 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.67 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | -0.98 | +0.82 |
| Martin ratioReturn relative to average drawdown | -0.34 | -1.31 | +0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MCI | EOS-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | -1.21 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | -0.66 | +1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | -0.19 | +0.70 |
Drawdowns
MCI vs. EOS-USD - Drawdown Comparison
The maximum MCI drawdown since its inception was -57.08%, smaller than the maximum EOS-USD drawdown of -99.67%. Use the drawdown chart below to compare losses from any high point for MCI and EOS-USD.
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Drawdown Indicators
| MCI | EOS-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.08% | -99.67% | +42.59% |
Max Drawdown (1Y)Largest decline over 1 year | -23.76% | -88.61% | +64.85% |
Max Drawdown (3Y)Largest decline over 3 years | -27.58% | -94.74% | +67.16% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -98.86% | +71.28% |
Max Drawdown (10Y)Largest decline over 10 years | -44.64% | — | — |
Current DrawdownCurrent decline from peak | -23.33% | -99.63% | +76.30% |
Average DrawdownAverage peak-to-trough decline | -9.63% | -84.90% | +75.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.40% | 68.30% | -56.90% |
Volatility
MCI vs. EOS-USD - Volatility Comparison
The current volatility for Barings Corporate Investors (MCI) is 5.81%, while EOS (EOS-USD) has a volatility of 18.46%. 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.
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Volatility by Period
| MCI | EOS-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 18.46% | -12.65% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 51.96% | -37.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 61.53% | -38.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.80% | 73.29% | -51.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.65% | 104.57% | -79.92% |
Frequently Asked Questions
MCI and EOS-USD have a correlation of 0.02, 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 (18.46%) compared to MCI (5.81%). In terms of maximum drawdown, MCI dropped -57.08% vs EOS-USD's -99.67%.
MCI currently has the higher Sharpe Ratio (-0.17 vs -1.21), 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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