NEO-USD vs. EOS-USD
NEO-USD (NEO) and EOS-USD (EOS) are both cryptocurrencies. Over the past 5 years, NEO-USD returned -43.31%/yr vs -54.58%/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 -45.30% return, which is significantly higher than EOS-USD's -53.71% return.
NEO-USD
- 1D
- -1.08%
- 1M
- -14.24%
- 6M
- -48.57%
- YTD
- -45.30%
- 1Y
- -69.38%
- 3Y*
- -40.86%
- 5Y*
- -43.31%
- 10Y*
- —
EOS-USD
- 1D
- 2.61%
- 1M
- 1.57%
- 6M
- -59.45%
- YTD
- -53.71%
- 1Y
- -86.54%
- 3Y*
- -54.35%
- 5Y*
- -54.58%
- 10Y*
- —
NEO-USD vs. EOS-USD - Yearly Performance Comparison
Correlation
The correlation between NEO-USD and EOS-USD is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
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 0.69 to 0.75 - 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.
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 | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.70 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.97 | +0.06 |
| Martin ratioReturn relative to average drawdown | -1.34 | -1.26 | -0.08 |
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Drawdowns
NEO-USD vs. EOS-USD - Drawdown Comparison
The maximum NEO-USD drawdown since its inception was -99.01%, 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.
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Drawdown Indicators
| NEO-USD | EOS-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.01% | -99.72% | +0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -75.81% | -90.38% | +14.57% |
Max Drawdown (3Y)Largest decline over 3 years | -92.77% | -95.62% | +2.85% |
Max Drawdown (5Y)Largest decline over 5 years | -97.14% | -99.05% | +1.91% |
Current DrawdownCurrent decline from peak | -98.99% | -99.66% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -84.14% | -85.03% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.72% | 62.83% | -15.11% |
Volatility
NEO-USD vs. EOS-USD - Volatility Comparison
The current volatility for NEO (NEO-USD) is 10.30%, while EOS (EOS-USD) has a volatility of 18.75%. 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 | 10.30% | 18.75% | -8.45% |
Volatility (6M)Calculated over the trailing 6-month period | 44.98% | 57.79% | -12.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.93% | 64.68% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.60% | 71.41% | +5.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 126.25% | 108.90% | +17.35% |
Frequently Asked Questions
NEO-USD and EOS-USD have a correlation of 0.69, 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 (18.75%) compared to NEO-USD (10.30%). In terms of maximum drawdown, NEO-USD dropped -99.01% vs EOS-USD's -99.72%.
NEO-USD currently has the higher Sharpe Ratio (-0.95 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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