NEO-USD vs. EOS-USD
NEO-USD (NEO) and EOS-USD (EOS) are both cryptocurrencies. Over the past 5 years, NEO-USD returned -46.47%/yr vs -56.35%/yr for EOS-USD. Their 0.72 correlation means they have sometimes moved together and sometimes differently.
Performance
NEO-USD vs. EOS-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NEO-USD achieves a -48.15% return, which is significantly higher than EOS-USD's -59.81% return.
NEO-USD
- 1D
- -0.19%
- 1M
- -9.13%
- 6M
- -42.03%
- YTD
- -48.15%
- 1Y
- -67.92%
- 3Y*
- -40.18%
- 5Y*
- -46.47%
- 10Y*
- —
- ALL TIME*
- 26.23%
EOS-USD
- 1D
- 0.35%
- 1M
- -5.59%
- 6M
- -30.22%
- YTD
- -59.81%
- 1Y
- -86.87%
- 3Y*
- -55.35%
- 5Y*
- -56.35%
- 10Y*
- —
- ALL TIME*
- -18.29%
Liquidity Comparison
NEO-USD vs. EOS-USD - Yearly Performance Comparison
Correlation
The correlation between NEO-USD and EOS-USD is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.72 |
The correlation between NEO-USD and EOS-USD has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NEO-USD vs. EOS-USD — Risk / Return Rank
NEO-USD
EOS-USD
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.
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.
| NEO-USD | EOS-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.70 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.98 | +0.10 |
| Martin ratioReturn relative to average drawdown | -1.25 | -1.24 | 0.00 |
Loading charts...
Drawdowns
NEO-USD vs. EOS-USD - Drawdown Comparison
The maximum NEO-USD drawdown since its inception was -99.04%, roughly equal to the maximum EOS-USD drawdown of -99.72%. Use the drawdown chart below to compare losses from any high point for NEO-USD and EOS-USD.
Loading charts...
Drawdown Indicators
| NEO-USD | EOS-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.04% | -99.72% | +0.68% |
Max Drawdown (1Y)Largest decline over 1 year | -76.66% | -89.53% | +12.87% |
Max Drawdown (3Y)Largest decline over 3 years | -93.02% | -95.65% | +2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -97.24% | -99.05% | +1.81% |
Current DrawdownCurrent decline from peak | -99.04% | -99.70% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -84.23% | -85.12% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.66% | 64.91% | -27.25% |
Volatility
NEO-USD vs. EOS-USD - Volatility Comparison
The current volatility for NEO (NEO-USD) is 10.45%, while EOS (EOS-USD) has a volatility of 17.72%. This indicates that NEO-USD 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.
Loading charts...
Volatility by Period
| NEO-USD | EOS-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.45% | 17.72% | -7.27% |
Volatility (6M)Calculated over the trailing 6-month period | 42.73% | 53.37% | -10.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.07% | 64.48% | -4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.95% | 71.35% | +4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 125.92% | 108.61% | +17.31% |
Frequently Asked Questions
NEO-USD and EOS-USD have a correlation of 0.68, 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 (17.72%) compared to NEO-USD (10.45%). In terms of maximum drawdown, NEO-USD dropped -99.04% vs EOS-USD's -99.72%.
NEO-USD currently has the higher Sharpe Ratio (-0.94 vs -1.14), 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.
Find the right allocation for NEO-USD and EOS-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer