CBOE vs. EFR.TO
CBOE (Cboe Global Markets, Inc.) and EFR.TO (Energy Fuels Inc.) are both stocks. CBOE operates in Financial Data & Stock Exchanges (Financial Services), while EFR.TO operates in Uranium (Energy). Over the past 10 years, CBOE returned 17.38%/yr vs 19.77%/yr for EFR.TO. At a 0.07 correlation, their price movements are largely independent.
Performance
CBOE vs. EFR.TO - Performance Comparison
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Different Trading Currencies
CBOE is traded in USD, while EFR.TO is traded in CAD. To make them comparable, the EFR.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CBOE achieves a 12.19% return, which is significantly higher than EFR.TO's 4.83% return. Over the past 10 years, CBOE has underperformed EFR.TO with an annualized return of 17.38%, while EFR.TO has yielded a comparatively higher 19.77% annualized return.
CBOE
- 1D
- -0.56%
- 1M
- -19.41%
- YTD
- 12.19%
- 6M
- 11.21%
- 1Y
- 27.25%
- 3Y*
- 27.99%
- 5Y*
- 21.30%
- 10Y*
- 17.38%
EFR.TO
- 1D
- 1.79%
- 1M
- -28.98%
- YTD
- 4.83%
- 6M
- -1.99%
- 1Y
- 178.04%
- 3Y*
- 33.90%
- 5Y*
- 17.47%
- 10Y*
- 19.77%
CBOE vs. EFR.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 12.19% | 29.96% | 10.74% | 44.37% | -2.16% | 42.23% | -21.17% | 24.16% | -20.60% | 70.49% |
EFR.TO Energy Fuels Inc. | 4.83% | 181.88% | -28.28% | 16.13% | -18.42% | 78.98% | 123.03% | -33.16% | 57.96% | 9.69% |
Correlation
The correlation between CBOE and EFR.TO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2010 | 0.07 |
The correlation between CBOE and EFR.TO shifts across timeframes, from -0.06 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CBOE:
$29.43B
EFR.TO:
CA$5.13B
CBOE:
$11.77
EFR.TO:
-CA$0.30
CBOE:
6.14
EFR.TO:
58.41
CBOE:
5.48
EFR.TO:
7.09
CBOE:
$4.79B
EFR.TO:
CA$84.86M
CBOE:
$2.50B
EFR.TO:
CA$25.23M
CBOE:
$1.87B
EFR.TO:
-CA$72.89M
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Return for Risk
CBOE vs. EFR.TO — Risk / Return Rank
CBOE
EFR.TO
CBOE vs. EFR.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cboe Global Markets, Inc. (CBOE) and Energy Fuels Inc. (EFR.TO). 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.
| CBOE | EFR.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 3.49 | -2.39 |
| Martin ratioReturn relative to average drawdown | 5.44 | 6.96 | -1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CBOE | EFR.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.84 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.24 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.28 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | -0.09 | +0.74 |
Drawdowns
CBOE vs. EFR.TO - Drawdown Comparison
The maximum CBOE drawdown since its inception was -43.23%, smaller than the maximum EFR.TO drawdown of -99.64%. Use the drawdown chart below to compare losses from any high point for CBOE and EFR.TO.
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Drawdown Indicators
| CBOE | EFR.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.23% | -99.64% | +56.41% |
Max Drawdown (1Y)Largest decline over 1 year | -24.69% | -51.27% | +26.58% |
Max Drawdown (3Y)Largest decline over 3 years | -24.69% | -61.46% | +36.77% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -68.95% | +44.26% |
Max Drawdown (10Y)Largest decline over 10 years | -43.23% | -79.41% | +36.18% |
Current DrawdownCurrent decline from peak | -23.40% | -93.53% | +70.13% |
Average DrawdownAverage peak-to-trough decline | -11.40% | -91.24% | +79.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.02% | 25.68% | -20.66% |
Volatility
CBOE vs. EFR.TO - Volatility Comparison
The current volatility for Cboe Global Markets, Inc. (CBOE) is 15.60%, while Energy Fuels Inc. (EFR.TO) has a volatility of 27.40%. This indicates that CBOE experiences smaller price fluctuations and is considered to be less risky than EFR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBOE | EFR.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.60% | 27.40% | -11.80% |
Volatility (6M)Calculated over the trailing 6-month period | 23.74% | 65.58% | -41.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.02% | 97.50% | -70.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.17% | 71.92% | -48.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.32% | 71.20% | -45.88% |
Dividends
CBOE vs. EFR.TO - Dividend Comparison
CBOE's dividend yield for the trailing twelve months is around 1.03%, while EFR.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 1.03% | 1.08% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% |
EFR.TO Energy Fuels Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CBOE vs. EFR.TO - Financials Comparison
This section allows you to compare key financial metrics between Cboe Global Markets, Inc. and Energy Fuels Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
CBOE vs. EFR.TO - Profitability Comparison
CBOE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported a gross profit of 669.90M and revenue of 1.27B. Therefore, the gross margin over that period was 52.6%.
EFR.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Energy Fuels Inc. reported a gross profit of 14.36M and revenue of 35.84M. Therefore, the gross margin over that period was 40.1%.
CBOE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported an operating income of 505.60M and revenue of 1.27B, resulting in an operating margin of 39.7%.
EFR.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Energy Fuels Inc. reported an operating income of -14.55M and revenue of 35.84M, resulting in an operating margin of -40.6%.
CBOE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported a net income of 385.70M and revenue of 1.27B, resulting in a net margin of 30.3%.
EFR.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Energy Fuels Inc. reported a net income of -10.84M and revenue of 35.84M, resulting in a net margin of -30.3%.
Frequently Asked Questions
CBOE and EFR.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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