NEO-USD vs. EOS-USD
NEO-USD (NEO) and EOS-USD (EOS) are both cryptocurrencies. Over the past 5 years, NEO-USD returned -47.18%/yr vs -57.47%/yr for EOS-USD. A 0.72 correlation means they provide meaningful diversification when combined.
Performance
NEO-USD vs. EOS-USD - Performance Comparison
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Returns By Period
In the year-to-date period, NEO-USD achieves a -28.21% return, which is significantly higher than EOS-USD's -50.36% return.
NEO-USD
- 1D
- -6.41%
- 1M
- -8.55%
- YTD
- -28.21%
- 6M
- -42.02%
- 1Y
- -59.03%
- 3Y*
- -37.91%
- 5Y*
- -47.18%
- 10Y*
- —
EOS-USD
- 1D
- 1.17%
- 1M
- -10.51%
- YTD
- -50.36%
- 6M
- -58.83%
- 1Y
- -87.92%
- 3Y*
- -54.53%
- 5Y*
- -57.47%
- 10Y*
- —
NEO-USD vs. EOS-USD - Yearly Performance Comparison
Correlation
The correlation between NEO-USD and EOS-USD is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2017 | 0.72 |
The correlation between NEO-USD and EOS-USD has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.
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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.
| NEO-USD | EOS-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.77 | -1.21 | +0.43 |
Sortino ratioReturn per unit of downside risk | -1.06 | -3.22 | +2.16 |
Omega ratioGain probability vs. loss probability | 0.89 | 0.67 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | -1.16 | -1.09 | -0.07 |
Martin ratioReturn relative to average drawdown | -1.57 | -1.36 | -0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NEO-USD | EOS-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | -1.21 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | -0.66 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | -0.19 | +0.31 |
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.
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Drawdown Indicators
| NEO-USD | EOS-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.70% | -99.67% | +0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -68.29% | -88.70% | +20.41% |
Max Drawdown (3Y)Largest decline over 3 years | -90.52% | -94.74% | +4.22% |
Max Drawdown (5Y)Largest decline over 5 years | -96.25% | -98.86% | +2.61% |
Current DrawdownCurrent decline from peak | -98.67% | -99.63% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -84.00% | -84.90% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.23% | 68.30% | -23.07% |
Volatility
NEO-USD vs. EOS-USD - Volatility Comparison
The current volatility for NEO (NEO-USD) is 15.49%, while EOS (EOS-USD) has a volatility of 18.46%. 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.
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Volatility by Period
| NEO-USD | EOS-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.49% | 18.46% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 46.05% | 51.96% | -5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.34% | 61.53% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.96% | 73.29% | +4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 114.27% | 104.57% | +9.70% |
Frequently Asked Questions
NEO-USD and EOS-USD have a correlation of 0.73, 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 (18.46%) compared to NEO-USD (15.49%). In terms of maximum drawdown, NEO-USD dropped -98.70% vs EOS-USD's -99.67%.
NEO-USD currently has the higher Sharpe Ratio (-0.77 vs -1.21), 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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