NEO-USD vs. EOS-USD
Compare and contrast key facts about NEO (NEO-USD) and EOS (EOS-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEO-USD or EOS-USD.
Key characteristics
| NEO-USD | EOS-USD | |
|---|---|---|
| YTD Return | -17.21% | -31.57% |
| 1Y Return | -1.05% | -20.08% |
| 3Y Return (Ann) | -38.34% | -51.34% |
| 5Y Return (Ann) | -1.93% | -29.93% |
| Sharpe Ratio | -0.40 | -0.72 |
| Sortino Ratio | -0.09 | -0.91 |
| Omega Ratio | 0.99 | 0.91 |
| Calmar Ratio | 0.00 | 0.01 |
| Martin Ratio | -0.90 | -1.14 |
| Ulcer Index | 43.95% | 49.68% |
| Daily Std Dev | 76.58% | 64.42% |
| Max Drawdown | -97.13% | -98.10% |
| Current Drawdown | -93.84% | -97.32% |
Correlation
The correlation between NEO-USD and EOS-USD is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
NEO-USD vs. EOS-USD - Performance Comparison
In the year-to-date period, NEO-USD achieves a -17.21% return, which is significantly higher than EOS-USD's -31.57% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NEO-USD vs. EOS-USD - Risk-Adjusted Performance 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.
Drawdowns
NEO-USD vs. EOS-USD - Drawdown Comparison
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.
Volatility
NEO-USD vs. EOS-USD - Volatility Comparison
The current volatility for NEO (NEO-USD) is 21.76%, while EOS (EOS-USD) has a volatility of 23.26%. 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.