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 | 11.44% | -43.75% |
| 1Y Return | 34.62% | -30.28% |
| 3Y Return (Ann) | 15.82% | -55.00% |
| 5Y Return (Ann) | 10.91% | -33.25% |
| Sharpe Ratio | 1.55 | -0.76 |
| Sortino Ratio | 1.92 | -1.06 |
| Omega Ratio | 1.29 | 0.89 |
| Calmar Ratio | 3.46 | 0.01 |
| Martin Ratio | 8.33 | -1.24 |
| Ulcer Index | 4.11% | 49.19% |
| Daily Std Dev | 22.05% | 62.65% |
| Max Drawdown | -57.08% | -98.10% |
| Current Drawdown | -3.56% | -97.80% |
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 11.44% return, which is significantly higher than EOS-USD's -43.75% 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 -57.08%, 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.
Volatility
MCI vs. EOS-USD - Volatility Comparison
The current volatility for Barings Corporate Investors (MCI) is 4.41%, while EOS (EOS-USD) has a volatility of 15.93%. 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.