EOS vs TTWO: Correlation
Measured on weekly returns over the past three years, Eaton Vance Enhance Equity Income Fund II (EOS) and Take-Two Interactive (TTWO) carry a correlation of 0.45, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EOS and TTWO?
On 3 years of weekly data the EOS/TTWO correlation comes out at 0.45, moderate. Little has changed lately, as the 1-year reading of 0.48 lands near the 3-year figure. The 5-year figure is 0.44, and annualized covariance runs at 236.4 %².
By 3-year correlation, TTWO places #29 of the 34 assets tracked against EOS. Twelve-month performance is nearly a tie, at -1.9% for EOS and +0.4% for TTWO.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
EOS vs TTWO: side by side
| EOS (Eaton Vance Enhance Equity Income Fund II) | TTWO (Take-Two Interactive) | |
|---|---|---|
| 1-year return | -1.9% | +0.4% |
| 5-year return | +30.9% | +47.3% |
| Volatility (ann.) | 19.2% | 27.3% |
| Beta vs S&P 500 | 1.17 | 0.85 |
| Max drawdown (3Y) | -24.3% | -27.7% |
| Market cap | $1.2B | $43.6B |
| P/E (trailing) | 7.2 | – |
| Dividend yield | 8.51% | 0.00% |
| Sector / category | US Listed | Communication Services |
Year-by-year returns
| Year | EOS | TTWO |
|---|---|---|
| 2022 | -26.5% | -41.4% |
| 2023 | +22.6% | +54.6% |
| 2024 | +38.7% | +14.4% |
| 2025 | +5.8% | +39.1% |
| 2026 | -2.2% | -9.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EOS and TTWO good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.45 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between EOS and TTWO?
Using weekly returns as of 2026-08-27: 0.45 over 3 years, with 0.48 over the last year and 0.44 over 5 years.
Is TTWO a good diversifier for EOS?
Yes, to a useful degree: a correlation of 0.45 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.45 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/eos-vs-ttwo.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/eos-vs-ttwo/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: EOS correlations · TTWO correlations
