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STRGX vs. EOS-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

STRGX vs. EOS-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Stratton Mid Cap Value Fund (STRGX) and EOS (EOS-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STRGX achieves a 19.22% return, which is significantly higher than EOS-USD's -59.81% return.


STRGX

1D
1.24%
1M
-1.92%
6M
13.95%
YTD
19.22%
1Y
21.93%
3Y*
12.50%
5Y*
8.02%
10Y*
10.19%
ALL TIME*
9.95%

EOS-USD

1D
0.35%
1M
-5.59%
6M
-30.22%
YTD
-59.81%
1Y
-86.87%
3Y*
-55.35%
5Y*
-56.35%
10Y*
ALL TIME*
-18.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

EOS-USD

EOS
$2.63K$4.67K$7.55K
$0.00$0.00$0.00

STRGX vs. EOS-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STRGX
Sterling Capital Stratton Mid Cap Value Fund
19.22%5.40%9.49%14.39%-10.92%23.49%3.74%32.73%-14.28%13.19%
EOS-USD
EOS
-59.81%-79.52%-8.35%-1.89%-71.60%16.76%0.93%0.16%-70.72%2,091.49%

Correlation

The correlation between STRGX and EOS-USD is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.22

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.25

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2017

0.17

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Return for Risk

STRGX vs. EOS-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

STRGX
STRGX Risk / Return Rank: 5555
Overall Rank
STRGX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
STRGX Sortino Ratio Rank: 5454
Sortino Ratio Rank
STRGX Omega Ratio Rank: 4545
Omega Ratio Rank
STRGX Calmar Ratio Rank: 7676
Calmar Ratio Rank
STRGX Martin Ratio Rank: 5353
Martin Ratio Rank

EOS-USD
EOS-USD Risk / Return Rank: 1010
Overall Rank
EOS-USD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EOS-USD Sortino Ratio Rank: 11
Sortino Ratio Rank
EOS-USD Omega Ratio Rank: 11
Omega Ratio Rank
EOS-USD Calmar Ratio Rank: 44
Calmar Ratio Rank
EOS-USD Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STRGX vs. EOS-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Mid Cap Value Fund (STRGX) 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.


STRGXEOS-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.45

Sortino ratioReturn per unit of downside risk

+4.91

Omega ratioGain probability vs. loss probability

1.23

0.70

+0.53

Calmar ratioReturn relative to maximum drawdown

2.47

-0.98

+3.45

Martin ratioReturn relative to average drawdown

7.11

-1.24

+8.35

STRGX vs. EOS-USD - Sharpe Ratio Comparison

The current STRGX Sharpe Ratio is 1.32, which is higher than the EOS-USD Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of STRGX and EOS-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STRGX vs. EOS-USD - Drawdown Comparison

The maximum STRGX drawdown since its inception was -53.50%, smaller than the maximum EOS-USD drawdown of -99.72%. Use the drawdown chart below to compare losses from any high point for STRGX and EOS-USD.


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Drawdown Indicators


STRGXEOS-USDDifference

Max Drawdown

Largest peak-to-trough decline

-53.50%

-99.72%

+46.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-89.53%

+81.74%

Max Drawdown (3Y)

Largest decline over 3 years

-20.88%

-95.65%

+74.77%

Max Drawdown (5Y)

Largest decline over 5 years

-21.22%

-99.05%

+77.83%

Max Drawdown (10Y)

Largest decline over 10 years

-41.35%

Current Drawdown

Current decline from peak

-3.75%

-99.70%

+95.95%

Average Drawdown

Average peak-to-trough decline

-8.01%

-85.12%

+77.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

64.91%

-62.20%

Volatility

STRGX vs. EOS-USD - Volatility Comparison

The current volatility for Sterling Capital Stratton Mid Cap Value Fund (STRGX) is 3.65%, while EOS (EOS-USD) has a volatility of 17.72%. This indicates that STRGX 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


STRGXEOS-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

17.72%

-14.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.10%

53.37%

-42.27%

Volatility (1Y)

Calculated over the trailing 1-year period

14.60%

64.48%

-49.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

71.35%

-53.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.05%

108.61%

-89.56%

Frequently Asked Questions


STRGX and EOS-USD have a correlation of 0.17, 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 (17.72%) compared to STRGX (3.65%). In terms of maximum drawdown, STRGX dropped -53.50% vs EOS-USD's -99.72%.

STRGX currently has the higher Sharpe Ratio (1.32 vs -1.14), 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.

Portfolio Optimizer

Find the right allocation for STRGX 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.

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