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EFR.TO vs. CBOE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EFR.TO vs. CBOE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Energy Fuels Inc. (EFR.TO) and Cboe Global Markets, Inc. (CBOE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EFR.TO is traded in CAD, while CBOE is traded in USD. To make them comparable, the CBOE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EFR.TO achieves a -19.82% return, which is significantly lower than CBOE's 17.40% return. Both investments have delivered pretty close results over the past 10 years, with EFR.TO having a 18.46% annualized return and CBOE not far behind at 17.66%.


EFR.TO

1D
-5.51%
1M
-25.44%
6M
-54.30%
YTD
-19.82%
1Y
17.38%
3Y*
25.31%
5Y*
20.02%
10Y*
18.46%
ALL TIME*
-9.62%

CBOE

1D
0.12%
1M
13.27%
6M
5.93%
YTD
17.40%
1Y
21.36%
3Y*
30.22%
5Y*
23.25%
10Y*
17.66%
ALL TIME*
18.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$410.14MCA$474.18MCA$578.48M
CA$9.41MCA$9.92MCA$17.75M

EFR.TO vs. CBOE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFR.TO
Energy Fuels Inc.
-19.82%169.01%-22.21%13.37%-13.25%78.89%117.74%-35.92%71.24%2.26%
CBOE
Cboe Global Markets, Inc.
17.40%24.03%20.12%40.93%4.04%42.16%-23.04%19.04%-13.92%58.94%

Correlation

The correlation between EFR.TO and CBOE is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

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

-0.07

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

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2010

0.05

The correlation between EFR.TO and CBOE shifts across timeframes, from -0.10 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EFR.TO:

CA$3.98B

CBOE:

$29.83B

EPS

EFR.TO:

-$0.29

CBOE:

$11.77

PS Ratio

EFR.TO:

31.80

CBOE:

6.24

PB Ratio

EFR.TO:

3.78

CBOE:

5.57

Total Revenue (TTM)

EFR.TO:

$84.86M

CBOE:

$4.79B

Gross Profit (TTM)

EFR.TO:

$25.23M

CBOE:

$2.50B

EBITDA (TTM)

EFR.TO:

-$72.89M

CBOE:

$1.87B

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Return for Risk

EFR.TO vs. CBOE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EFR.TO
EFR.TO Risk / Return Rank: 5757
Overall Rank
EFR.TO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EFR.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
EFR.TO Omega Ratio Rank: 5858
Omega Ratio Rank
EFR.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
EFR.TO Martin Ratio Rank: 5454
Martin Ratio Rank

CBOE
CBOE Risk / Return Rank: 6262
Overall Rank
CBOE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CBOE Sortino Ratio Rank: 5959
Sortino Ratio Rank
CBOE Omega Ratio Rank: 6060
Omega Ratio Rank
CBOE Calmar Ratio Rank: 5959
Calmar Ratio Rank
CBOE Martin Ratio Rank: 6464
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.

EFR.TO vs. CBOE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Fuels Inc. (EFR.TO) and Cboe Global Markets, Inc. (CBOE). 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.


EFR.TOCBOEDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.11

1.15

-0.03

Calmar ratioReturn relative to maximum drawdown

0.30

0.62

-0.32

Martin ratioReturn relative to average drawdown

0.56

2.07

-1.51

EFR.TO vs. CBOE - Sharpe Ratio Comparison

The current EFR.TO Sharpe Ratio is 0.18, which is lower than the CBOE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of EFR.TO and CBOE, 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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Drawdowns

EFR.TO vs. CBOE - Drawdown Comparison

The maximum EFR.TO drawdown since its inception was -99.57%, which is greater than CBOE's maximum drawdown of -39.92%. Use the drawdown chart below to compare losses from any high point for EFR.TO and CBOE.


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Drawdown Indicators


EFR.TOCBOEDifference

Max Drawdown

Largest peak-to-trough decline

-99.57%

-39.92%

-59.65%

Max Drawdown (1Y)

Largest decline over 1 year

-57.55%

-34.69%

-22.86%

Max Drawdown (3Y)

Largest decline over 3 years

-59.28%

-34.69%

-24.59%

Max Drawdown (5Y)

Largest decline over 5 years

-64.59%

-34.69%

-29.90%

Max Drawdown (10Y)

Largest decline over 10 years

-78.32%

-38.41%

-39.91%

Current Drawdown

Current decline from peak

-94.04%

-20.13%

-73.91%

Average Drawdown

Average peak-to-trough decline

-91.83%

-11.00%

-80.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.92%

10.33%

+20.59%

Volatility

EFR.TO vs. CBOE - Volatility Comparison

Energy Fuels Inc. (EFR.TO) has a higher volatility of 16.09% compared to Cboe Global Markets, Inc. (CBOE) at 10.86%. This indicates that EFR.TO's price experiences larger fluctuations and is considered to be riskier than CBOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFR.TOCBOEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.09%

10.86%

+5.23%

Volatility (6M)

Calculated over the trailing 6-month period

62.77%

28.56%

+34.21%

Volatility (1Y)

Calculated over the trailing 1-year period

95.57%

31.59%

+63.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.69%

24.97%

+46.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.89%

26.58%

+44.31%

Dividends

EFR.TO vs. CBOE - Dividend Comparison

EFR.TO has not paid dividends to shareholders, while CBOE's dividend yield for the trailing twelve months is around 1.01%.


PositionTTM20252024202320222021202020192018201720162015
CBOE
Cboe Global Markets, Inc.
1.01%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

EFR.TO vs. CBOE - Financials Comparison

This section allows you to compare key financial metrics between Energy Fuels Inc. and Cboe Global Markets, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M1.00B1.20BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
35.84M
1.27B
(EFR.TO) Total Revenue
(CBOE) Total Revenue
Values in USD except per share items

EFR.TO vs. CBOE - Profitability Comparison

The chart below illustrates the profitability comparison between Energy Fuels Inc. and Cboe Global Markets, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
40.1%
52.6%
Portfolio components
EFR.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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 - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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 - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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 - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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 - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Energy Fuels Inc. reported a net income of -10.84M and revenue of 35.84M, resulting in a net margin of -30.3%.

CBOE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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%.


Frequently Asked Questions


EFR.TO and CBOE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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