MCI vs. EOS-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Barings Corporate Investors (MCI) and EOS (EOS-USD).

Performance

MCI vs. EOS-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barings Corporate Investors (MCI) and EOS (EOS-USD). The values are adjusted to include any dividend payments, if applicable.

MCI vs. EOS-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MCI Barings Corporate Investors	-2.09%	-3.74%	20.83%	44.49%	-5.91%	29.03%	-15.77%	23.40%	4.35%	7.32%
EOS-USD EOS	-50.07%	-79.52%	-8.35%	-1.89%	-71.60%	16.76%	0.93%	0.16%	-70.72%	931.30%

Returns By Period

In the year-to-date period, MCI achieves a -2.09% return, which is significantly higher than EOS-USD's -50.07% return.

MCI

• 1D: 3.07%
• 1M: -11.59%
• YTD: -2.09%
• 6M: -11.16%
• 1Y: -14.41%
• 3Y*: 17.52%
• 5Y*: 13.29%
• 10Y*: 8.42%

EOS-USD

• 1D: 4.79%
• 1M: 2.60%
• YTD: -50.07%
• 6M: -80.69%
• 1Y: -88.50%
• 3Y*: -59.94%
• 5Y*: -58.27%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MCI vs. EOS-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MCI

MCI Risk / Return Rank: 12
MCI Sharpe Ratio Rank: 16
MCI Sortino Ratio Rank: 16
MCI Omega Ratio Rank: 16
MCI Calmar Ratio Rank: 10
MCI Martin Ratio Rank: 2

EOS-USD

EOS-USD Risk / Return Rank: 22
EOS-USD Sharpe Ratio Rank: 3
EOS-USD Sortino Ratio Rank: 0
EOS-USD Omega Ratio Rank: 0
EOS-USD Calmar Ratio Rank: 50
EOS-USD Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	-0.57	-1.05	+0.48
Sortino ratio Return per unit of downside risk	-0.66	-2.76	+2.10
Omega ratio Gain probability vs. loss probability	0.92	0.72	+0.19
Calmar ratio Return relative to maximum drawdown	-0.84	-1.08	+0.24
Martin ratio Return relative to average drawdown	-1.93	-1.53	-0.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MCI vs. EOS-USD - Sharpe Ratio Comparison

The current MCI Sharpe Ratio is -0.57, which is higher than the EOS-USD Sharpe Ratio of -1.05. 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.

Sharpe Ratios by Period

	MCI	EOS-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.57	-1.05	+0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	-0.59	+1.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	-0.19	+0.71

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.

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.

Drawdown Indicators

	MCI	EOS-USD	Difference
Max Drawdown Largest peak-to-trough decline	-57.08%	-99.67%	+42.59%
Max Drawdown (1Y) Largest decline over 1 year	-21.53%	-92.33%	+70.80%
Max Drawdown (5Y) Largest decline over 5 years	-25.47%	-99.50%	+74.03%
Max Drawdown (10Y) Largest decline over 10 years	-44.64%	—	—
Current Drawdown Current decline from peak	-23.17%	-99.63%	+76.46%
Average Drawdown Average peak-to-trough decline	-9.57%	-84.66%	+75.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.34%	61.91%	-52.57%

Volatility

MCI vs. EOS-USD - Volatility Comparison

The current volatility for Barings Corporate Investors (MCI) is 8.00%, while EOS (EOS-USD) has a volatility of 14.80%. 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.

Volatility by Period

	MCI	EOS-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.00%	14.80%	-6.80%
Volatility (6M) Calculated over the trailing 6-month period	15.79%	61.25%	-45.46%
Volatility (1Y) Calculated over the trailing 1-year period	25.63%	70.61%	-44.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.72%	82.89%	-61.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.71%	105.22%	-80.51%