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 10.74%/yr vs -53.95%/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 -4.94% return, which is significantly higher than EOS-USD's -52.28% return.
MCI
- 1D
- 0.12%
- 1M
- -5.96%
- 6M
- -9.01%
- YTD
- -4.94%
- 1Y
- -14.46%
- 3Y*
- 12.14%
- 5Y*
- 10.74%
- 10Y*
- 7.22%
EOS-USD
- 1D
- 1.72%
- 1M
- 3.93%
- 6M
- -58.05%
- YTD
- -52.28%
- 1Y
- -86.38%
- 3Y*
- -53.57%
- 5Y*
- -53.95%
- 10Y*
- —
MCI vs. EOS-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCI Barings Corporate Investors | -4.94% | -3.74% | 20.83% | 44.49% | -5.91% | 29.03% | -15.77% | 23.40% | 4.35% | 7.93% |
EOS-USD EOS | -52.28% | -79.52% | -8.35% | -1.89% | -71.60% | 16.76% | 0.93% | 0.16% | -70.72% | 2,091.49% |
Correlation
The correlation between MCI and EOS-USD is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MCI | EOS-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +2.01 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.71 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | -0.97 | +0.36 |
| Martin ratioReturn relative to average drawdown | -1.12 | -1.25 | +0.13 |
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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 -99.72%. 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% | -99.72% | +42.64% |
Max Drawdown (1Y)Largest decline over 1 year | -23.76% | -90.38% | +66.62% |
Max Drawdown (3Y)Largest decline over 3 years | -27.58% | -95.62% | +68.04% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -99.05% | +71.47% |
Max Drawdown (10Y)Largest decline over 10 years | -44.64% | — | — |
Current DrawdownCurrent decline from peak | -25.41% | -99.65% | +74.24% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -85.04% | +75.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.96% | 63.19% | -50.23% |
Volatility
MCI vs. EOS-USD - Volatility Comparison
The current volatility for Barings Corporate Investors (MCI) is 4.80%, while EOS (EOS-USD) has a volatility of 18.88%. 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 | 4.80% | 18.88% | -14.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.68% | 57.78% | -43.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.57% | 64.68% | -43.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.96% | 71.41% | -49.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.61% | 108.86% | -84.25% |
Frequently Asked Questions
MCI and EOS-USD have a correlation of 0.04, 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 (18.88%) compared to MCI (4.80%). In terms of maximum drawdown, MCI dropped -57.08% vs EOS-USD's -99.72%.
MCI currently has the higher Sharpe Ratio (-0.67 vs -1.13), 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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