STRGX vs. EOS-USD
Compare and contrast key facts about Sterling Capital Stratton Mid Cap Value Fund (STRGX) and EOS (EOS-USD).
STRGX is managed by Sterling Capital. It was launched on Sep 29, 1972.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STRGX or EOS-USD.
Key characteristics
| STRGX | EOS-USD | |
|---|---|---|
| YTD Return | 4.22% | -1.62% |
| 1Y Return | 20.57% | -19.46% |
| 3Y Return (Ann) | 3.46% | -48.40% |
| 5Y Return (Ann) | 8.60% | -29.35% |
| Sharpe Ratio | 1.59 | 0.93 |
| Daily Std Dev | 13.83% | 61.99% |
| Max Drawdown | -57.68% | -97.52% |
| Current Drawdown | -4.65% | -96.14% |
Correlation
The correlation between STRGX and EOS-USD is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
STRGX vs. EOS-USD - Performance Comparison
In the year-to-date period, STRGX achieves a 4.22% return, which is significantly higher than EOS-USD's -1.62% 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
STRGX vs. EOS-USD - Risk-Adjusted Performance 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.
Drawdowns
STRGX vs. EOS-USD - Drawdown Comparison
The maximum STRGX drawdown since its inception was -57.68%, smaller than the maximum EOS-USD drawdown of -97.52%. Use the drawdown chart below to compare losses from any high point for STRGX and EOS-USD. For additional features, visit the drawdowns tool.
Volatility
STRGX vs. EOS-USD - Volatility Comparison
The current volatility for Sterling Capital Stratton Mid Cap Value Fund (STRGX) is 4.25%, while EOS (EOS-USD) has a volatility of 35.98%. 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.