NEO-USD vs. EOS-USD

Last updated Apr 3, 2026

Compare and contrast key facts about NEO (NEO-USD) and EOS (EOS-USD).

Performance

NEO-USD vs. EOS-USD - Performance Comparison

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

NEO-USD vs. EOS-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NEO-USD NEO	-24.79%	-74.14%	-2.90%	127.45%	-76.07%	79.57%	64.24%	13.60%	-89.78%	986.89%
EOS-USD EOS	-51.63%	-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, NEO-USD achieves a -24.79% return, which is significantly higher than EOS-USD's -51.63% return.

NEO-USD

• 1D: -4.56%
• 1M: 2.72%
• YTD: -24.79%
• 6M: -57.95%
• 1Y: -42.70%
• 3Y*: -39.57%
• 5Y*: -44.61%
• 10Y*: —

EOS-USD

• 1D: -2.51%
• 1M: -0.61%
• YTD: -51.63%
• 6M: -81.64%
• 1Y: -90.46%
• 3Y*: -59.75%
• 5Y*: -57.32%
• 10Y*: —

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

Return for Risk

NEO-USD vs. EOS-USD — Risk / Return Rank

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

NEO-USD

NEO-USD Risk / Return Rank: 48
NEO-USD Sharpe Ratio Rank: 47
NEO-USD Sortino Ratio Rank: 51
NEO-USD Omega Ratio Rank: 50
NEO-USD Calmar Ratio Rank: 52
NEO-USD Martin Ratio Rank: 39

EOS-USD

EOS-USD Risk / Return Rank: 21
EOS-USD Sharpe Ratio Rank: 0
EOS-USD Sortino Ratio Rank: 0
EOS-USD Omega Ratio Rank: 0
EOS-USD Calmar Ratio Rank: 45
EOS-USD Martin Ratio Rank: 62

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.

NEO-USD vs. EOS-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEO (NEO-USD) 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.

	NEO-USD	EOS-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.54	-1.10	+0.56
Sortino ratio Return per unit of downside risk	-0.40	-3.06	+2.66
Omega ratio Gain probability vs. loss probability	0.96	0.69	+0.27
Calmar ratio Return relative to maximum drawdown	-1.07	-1.08	+0.01
Martin ratio Return relative to average drawdown	-1.63	-1.52	-0.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NEO-USD vs. EOS-USD - Sharpe Ratio Comparison

The current NEO-USD Sharpe Ratio is -0.54, which is higher than the EOS-USD Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of NEO-USD 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

	NEO-USD	EOS-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.54	-1.10	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.44	-0.58	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	-0.19	+0.32

Correlation

The correlation between NEO-USD and EOS-USD is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

NEO-USD vs. EOS-USD - Drawdown Comparison

The maximum NEO-USD drawdown since its inception was -98.70%, roughly equal to the maximum EOS-USD drawdown of -99.67%. Use the drawdown chart below to compare losses from any high point for NEO-USD and EOS-USD.

Drawdown Indicators

	NEO-USD	EOS-USD	Difference
Max Drawdown Largest peak-to-trough decline	-98.70%	-99.67%	+0.97%
Max Drawdown (1Y) Largest decline over 1 year	-68.29%	-92.33%	+24.04%
Max Drawdown (5Y) Largest decline over 5 years	-97.99%	-99.50%	+1.51%
Current Drawdown Current decline from peak	-98.61%	-99.64%	+1.03%
Average Drawdown Average peak-to-trough decline	-83.75%	-84.67%	+0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.88%	62.15%	-17.27%

Volatility

NEO-USD vs. EOS-USD - Volatility Comparison

NEO (NEO-USD) has a higher volatility of 21.53% compared to EOS (EOS-USD) at 14.84%. This indicates that NEO-USD's price experiences larger fluctuations and is considered to be riskier than EOS-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NEO-USD	EOS-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.53%	14.84%	+6.69%
Volatility (6M) Calculated over the trailing 6-month period	62.51%	61.15%	+1.36%
Volatility (1Y) Calculated over the trailing 1-year period	67.68%	69.89%	-2.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	83.99%	82.77%	+1.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	115.12%	105.21%	+9.91%