STRGX vs. EOS-USD
STRGX (Sterling Capital Stratton Mid Cap Value Fund) is Mid Cap Blend Equities fund managed by Sterling Capital, while EOS-USD (EOS) is a cryptocurrency. Over the past 5 years, STRGX returned 8.23%/yr vs -54.58%/yr for EOS-USD. At a 0.17 correlation, their price movements are largely independent.
Performance
STRGX vs. EOS-USD - Performance Comparison
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Returns By Period
In the year-to-date period, STRGX achieves a 20.40% return, which is significantly higher than EOS-USD's -53.71% return.
STRGX
- 1D
- 0.03%
- 1M
- -0.12%
- 6M
- 14.88%
- YTD
- 20.40%
- 1Y
- 21.54%
- 3Y*
- 13.86%
- 5Y*
- 8.23%
- 10Y*
- 10.41%
EOS-USD
- 1D
- 2.61%
- 1M
- 1.57%
- 6M
- -59.45%
- YTD
- -53.71%
- 1Y
- -86.54%
- 3Y*
- -54.35%
- 5Y*
- -54.58%
- 10Y*
- —
STRGX vs. EOS-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STRGX Sterling Capital Stratton Mid Cap Value Fund | 20.40% | 5.40% | 9.49% | 14.39% | -10.92% | 23.49% | 3.74% | 32.73% | -14.28% | 13.19% |
EOS-USD EOS | -53.71% | -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 price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year 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
STRGX
EOS-USD
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.
| STRGX | EOS-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.58 | ||
| Sortino ratioReturn per unit of downside risk | +5.05 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.70 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | -0.97 | +3.69 |
| Martin ratioReturn relative to average drawdown | 8.11 | -1.26 | +9.37 |
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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
| STRGX | EOS-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.50% | -99.72% | +46.22% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -90.38% | +82.59% |
Max Drawdown (3Y)Largest decline over 3 years | -20.88% | -95.62% | +74.74% |
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 DrawdownCurrent decline from peak | -2.80% | -99.66% | +96.86% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -85.03% | +77.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 62.83% | -60.22% |
Volatility
STRGX vs. EOS-USD - Volatility Comparison
The current volatility for Sterling Capital Stratton Mid Cap Value Fund (STRGX) is 4.38%, while EOS (EOS-USD) has a volatility of 18.75%. 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
| STRGX | EOS-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 18.75% | -14.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 57.79% | -46.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.56% | 64.68% | -50.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 71.41% | -53.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 108.90% | -89.86% |
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 (18.75%) compared to STRGX (4.38%). In terms of maximum drawdown, STRGX dropped -53.50% vs EOS-USD's -99.72%.
STRGX currently has the higher Sharpe Ratio (1.46 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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