NEO-USD vs. EOS-USD
NEO-USD (NEO) and EOS-USD (EOS) are both cryptocurrencies. Over the past 5 years, NEO-USD returned -43.24%/yr vs -55.96%/yr for EOS-USD. A 0.72 correlation means they provide meaningful diversification when combined.
Performance
NEO-USD vs. EOS-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NEO-USD achieves a -41.31% return, which is significantly higher than EOS-USD's -58.97% return.
NEO-USD
- 1D
- -2.79%
- 1M
- -26.93%
- YTD
- -41.31%
- 6M
- -42.54%
- 1Y
- -63.13%
- 3Y*
- -39.13%
- 5Y*
- -43.24%
- 10Y*
- —
EOS-USD
- 1D
- 0.50%
- 1M
- -17.35%
- YTD
- -58.97%
- 6M
- -60.53%
- 1Y
- -87.32%
- 3Y*
- -55.26%
- 5Y*
- -55.96%
- 10Y*
- —
NEO-USD vs. EOS-USD - Yearly Performance Comparison
Correlation
The correlation between NEO-USD and EOS-USD is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year 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 0.71 to 0.76 - 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 | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.69 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.98 | +0.13 |
| Martin ratioReturn relative to average drawdown | -1.30 | -1.33 | +0.04 |
Loading charts...
Drawdowns
NEO-USD vs. EOS-USD - Drawdown Comparison
The maximum NEO-USD drawdown since its inception was -98.91%, roughly equal to the maximum EOS-USD drawdown of -99.71%. 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 | -98.91% | -99.71% | +0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -73.50% | -89.90% | +16.40% |
Max Drawdown (3Y)Largest decline over 3 years | -92.08% | -95.40% | +3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -96.87% | -99.00% | +2.13% |
Current DrawdownCurrent decline from peak | -98.91% | -99.70% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -84.06% | -84.94% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.93% | 67.44% | -23.51% |
Volatility
NEO-USD vs. EOS-USD - Volatility Comparison
The current volatility for NEO (NEO-USD) is 14.30%, while EOS (EOS-USD) has a volatility of 30.32%. 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 | 14.30% | 30.32% | -16.02% |
Volatility (6M)Calculated over the trailing 6-month period | 46.28% | 57.92% | -11.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.91% | 64.08% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.89% | 71.88% | +5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 126.58% | 109.13% | +17.45% |
Frequently Asked Questions
NEO-USD and EOS-USD have a correlation of 0.71, 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 (30.32%) compared to NEO-USD (14.30%). In terms of maximum drawdown, NEO-USD dropped -98.91% vs EOS-USD's -99.71%.
NEO-USD currently has the higher Sharpe Ratio (-0.84 vs -1.15), 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