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EFN.TO vs. BTCC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EFN.TO vs. BTCC.TO

Last updated Jun 5, 2026

EFN.TO (Element Fleet Management Corp.) is a stock, while BTCC.TO (Purpose Bitcoin CAD ETF Currency Hedged Units) is Cryptocurrency fund actively managed by Purpose Investments. Over the past 5 years, EFN.TO returned 16.91%/yr vs 7.84%/yr for BTCC.TO. At a 0.22 correlation, their price movements are largely independent.

Performance

EFN.TO vs. BTCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Element Fleet Management Corp. (EFN.TO) and Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EFN.TO achieves a -25.54% return, which is significantly higher than BTCC.TO's -28.70% return.

EFN.TO

1D
2.73%
1M
-13.76%
YTD
-25.54%
6M
-26.11%
1Y
-15.02%
3Y*
11.88%
5Y*
16.91%
10Y*
10.74%

BTCC.TO

1D
-2.61%
1M
-22.28%
YTD
-28.70%
6M
-30.25%
1Y
-39.87%
3Y*
31.34%
5Y*
7.84%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFN.TO vs. BTCC.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021
EFN.TO
Element Fleet Management Corp.		-25.54%26.00%37.37%19.41%46.54%9.55%
BTCC.TO
Purpose Bitcoin CAD ETF Currency Hedged Units		-28.70%-9.18%116.50%149.22%-65.78%-7.04%

Correlation

The correlation between EFN.TO and BTCC.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2021

0.22

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Element Fleet Management Corp.

Purpose Bitcoin CAD ETF Currency Hedged Units

Often compared with EFN.TO:
EFN.TO vs. DOL.TOEFN.TO vs. RYTMEFN.TO vs. CP.TOEFN.TO vs. BN.TOEFN.TO vs. ATD.TOEFN.TO vs. CLSEFN.TO vs. BBD-B.TO
Often compared with BTCC.TO:
BTCC.TO vs. IBITBTCC.TO vs. BTC-USDBTCC.TO vs. FBTCBTCC.TO vs. VFV.TOBTCC.TO vs. MSTYBTCC.TO vs. FBTC.TOBTCC.TO vs. MSTE.TO

Return for Risk

EFN.TO vs. BTCC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EFN.TO
EFN.TO Risk / Return Rank: 1414
Overall Rank
EFN.TO Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EFN.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
EFN.TO Omega Ratio Rank: 1313
Omega Ratio Rank
EFN.TO Calmar Ratio Rank: 2323
Calmar Ratio Rank
EFN.TO Martin Ratio Rank: 77
Martin Ratio Rank
BTCC.TO
BTCC.TO Risk / Return Rank: 22
Overall Rank
BTCC.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCC.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCC.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCC.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCC.TO Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EFN.TO vs. BTCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Element Fleet Management Corp. (EFN.TO) and Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.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.

EFN.TOBTCC.TODifference
Sharpe ratioReturn per unit of total volatility
-0.71
-0.96

+0.25

Sortino ratioReturn per unit of downside risk
-0.80
-1.38

+0.58

Omega ratioGain probability vs. loss probability

0.89

0.85

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.53

-0.82

+0.30

Martin ratioReturn relative to average drawdown

-1.43

-1.42

-0.01

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EFN.TO vs. BTCC.TO - Sharpe Ratio Comparison

The current EFN.TO Sharpe Ratio is -0.71, which is comparable to the BTCC.TO Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of EFN.TO and BTCC.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EFN.TOBTCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

-0.96

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.14

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.04

+0.48

Drawdowns

EFN.TO vs. BTCC.TO - Drawdown Comparison

The maximum EFN.TO drawdown since its inception was -75.03%, roughly equal to the maximum BTCC.TO drawdown of -77.80%. Use the drawdown chart below to compare losses from any high point for EFN.TO and BTCC.TO.

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Drawdown Indicators

EFN.TOBTCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-75.03%

-77.80%

+2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-31.19%

-50.64%

+19.45%

Max Drawdown (3Y)

Largest decline over 3 years

-31.19%

-50.64%

+19.45%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

-77.80%

+46.61%

Max Drawdown (10Y)

Largest decline over 10 years

-72.13%

—

—

Current Drawdown

Current decline from peak

-29.31%

-50.64%

+21.33%

Average Drawdown

Average peak-to-trough decline

-15.94%

-34.64%

+18.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.46%

29.24%

-17.78%

Volatility

EFN.TO vs. BTCC.TO - Volatility Comparison

Element Fleet Management Corp. (EFN.TO) has a higher volatility of 11.74% compared to Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO) at 9.46%. This indicates that EFN.TO's price experiences larger fluctuations and is considered to be riskier than BTCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EFN.TOBTCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.74%

9.46%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

19.69%

33.46%

-13.77%

Volatility (1Y)

Calculated over the trailing 1-year period

23.27%

43.35%

-20.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.66%

55.44%

-31.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.92%

56.80%

-21.88%

Dividends

EFN.TO vs. BTCC.TO - Dividend Comparison

EFN.TO's dividend yield for the trailing twelve months is around 2.02%, while BTCC.TO has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
BTCC.TO
Purpose Bitcoin CAD ETF Currency Hedged Units		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EFN.TO
Element Fleet Management Corp.		2.02%1.44%1.69%1.95%1.81%2.12%1.49%1.62%3.91%3.16%0.80%0.19%

Frequently Asked Questions

EFN.TO and BTCC.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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