NEO-USD vs. EOS-USD

In the year-to-date period, NEO-USD achieves a -18.88% return, which is significantly lower than EOS-USD's -16.85% return.

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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.

The current NEO-USD Sharpe Ratio is -0.22, which is lower than the EOS-USD Sharpe Ratio of -0.07. 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.

The maximum NEO-USD drawdown since its inception was -97.13%, roughly equal to the maximum EOS-USD drawdown of -98.10%. Use the drawdown chart below to compare losses from any high point for NEO-USD and EOS-USD. For additional features, visit the drawdowns tool.

NEO (NEO-USD) has a higher volatility of 24.87% compared to EOS (EOS-USD) at 22.93%. 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.