CME vs. EFR.TO
CME (CME Group Inc.) and EFR.TO (Energy Fuels Inc.) are both stocks. CME operates in Financial Data & Stock Exchanges (Financial Services), while EFR.TO operates in Uranium (Energy). Over the past 10 years, CME returned 15.38%/yr vs 19.95%/yr for EFR.TO. At a 0.12 correlation, their price movements are largely independent.
Performance
CME vs. EFR.TO - Performance Comparison
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Different Trading Currencies
CME 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, CME achieves a 1.58% return, which is significantly lower than EFR.TO's 3.67% return. Over the past 10 years, CME has underperformed EFR.TO with an annualized return of 15.38%, while EFR.TO has yielded a comparatively higher 19.95% annualized return.
CME
- 1D
- 2.80%
- 1M
- -8.82%
- YTD
- 1.58%
- 6M
- 1.41%
- 1Y
- 3.34%
- 3Y*
- 19.92%
- 5Y*
- 9.17%
- 10Y*
- 15.38%
EFR.TO
- 1D
- -0.43%
- 1M
- -25.63%
- YTD
- 3.67%
- 6M
- 3.25%
- 1Y
- 181.35%
- 3Y*
- 32.32%
- 5Y*
- 16.34%
- 10Y*
- 19.95%
CME vs. EFR.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 1.58% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
EFR.TO Energy Fuels Inc. | 3.67% | 181.88% | -28.28% | 16.13% | -18.42% | 78.98% | 123.03% | -33.16% | 57.96% | 9.69% |
Correlation
The correlation between CME and EFR.TO is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2006 | 0.12 |
The correlation between CME and EFR.TO shifts across timeframes, from -0.06 (3 years) to 0.12 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CME:
$97.90B
EFR.TO:
CA$5.08B
CME:
$11.75
EFR.TO:
-$0.30
CME:
14.40
EFR.TO:
41.45
CME:
3.68
EFR.TO:
5.03
CME:
$6.76B
EFR.TO:
$84.86M
CME:
$5.84B
EFR.TO:
$25.23M
CME:
$5.69B
EFR.TO:
-$72.89M
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Return for Risk
CME vs. EFR.TO — Risk / Return Rank
CME
EFR.TO
CME vs. EFR.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) 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.
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.
| CME | EFR.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.30 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 3.56 | -3.40 |
| Martin ratioReturn relative to average drawdown | 0.50 | 6.91 | -6.41 |
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Drawdowns
CME vs. EFR.TO - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, smaller than the maximum EFR.TO drawdown of -99.64%. Use the drawdown chart below to compare losses from any high point for CME and EFR.TO.
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Drawdown Indicators
| CME | EFR.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -99.64% | +22.14% |
Max Drawdown (1Y)Largest decline over 1 year | -21.42% | -51.27% | +29.85% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -61.46% | +40.04% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -68.95% | +37.21% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -79.41% | +42.05% |
Current DrawdownCurrent decline from peak | -15.03% | -93.60% | +78.57% |
Average DrawdownAverage peak-to-trough decline | -20.68% | -91.29% | +70.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.70% | 26.36% | -19.66% |
Volatility
CME vs. EFR.TO - Volatility Comparison
The current volatility for CME Group Inc. (CME) is 10.45%, while Energy Fuels Inc. (EFR.TO) has a volatility of 29.09%. This indicates that CME 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
| CME | EFR.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.45% | 29.09% | -18.64% |
Volatility (6M)Calculated over the trailing 6-month period | 17.44% | 66.45% | -49.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.74% | 97.98% | -77.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.15% | 72.11% | -51.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.93% | 71.27% | -47.34% |
Dividends
CME vs. EFR.TO - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.17%, while EFR.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.17% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
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
CME vs. EFR.TO - Financials Comparison
This section allows you to compare key financial metrics between CME Group 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
CME vs. EFR.TO - Profitability Comparison
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a gross profit of 1.66B and revenue of 1.88B. Therefore, the gross margin over that period was 88.1%.
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%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported an operating income of 1.31B and revenue of 1.88B, resulting in an operating margin of 69.7%.
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%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a net income of 1.15B and revenue of 1.88B, resulting in a net margin of 61.4%.
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
CME and EFR.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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