EFR.TO vs. CHPS.TO
EFR.TO (Energy Fuels Inc.) is a stock, while CHPS.TO (Global X Artificial Intelligence Semiconductor Index ETF) is Semiconductors fund tracking the PHLX US AI Semiconductor Index. Over the past 3 years, EFR.TO returned 42.87%/yr vs 51.56%/yr for CHPS.TO. At a 0.36 correlation, their price movements are largely independent.
Performance
EFR.TO vs. CHPS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, EFR.TO achieves a 26.16% return, which is significantly lower than CHPS.TO's 66.03% return.
EFR.TO
- 1D
- -7.08%
- 1M
- -14.75%
- YTD
- 26.16%
- 6M
- 19.20%
- 1Y
- 228.27%
- 3Y*
- 42.87%
- 5Y*
- 24.13%
- 10Y*
- 23.37%
CHPS.TO
- 1D
- 0.93%
- 1M
- 28.67%
- YTD
- 66.03%
- 6M
- 59.28%
- 1Y
- 134.35%
- 3Y*
- 51.56%
- 5Y*
- —
- 10Y*
- —
EFR.TO vs. CHPS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EFR.TO Energy Fuels Inc. | 26.16% | 169.01% | -22.21% | 13.37% | -13.25% | 26.27% |
CHPS.TO Global X Artificial Intelligence Semiconductor Index ETF | 66.03% | 45.93% | 20.38% | 68.20% | -37.86% | 22.69% |
Correlation
The correlation between EFR.TO and CHPS.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2021 | 0.36 |
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Return for Risk
EFR.TO vs. CHPS.TO — Risk / Return Rank
EFR.TO
CHPS.TO
EFR.TO vs. CHPS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Energy Fuels Inc. (EFR.TO) and Global X Artificial Intelligence Semiconductor Index ETF (CHPS.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.
| EFR.TO | CHPS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.63 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | 10.12 | -5.63 |
| Martin ratioReturn relative to average drawdown | 9.10 | 30.54 | -21.44 |
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
| EFR.TO | CHPS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.39 | 4.30 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.91 | -0.89 |
Drawdowns
EFR.TO vs. CHPS.TO - Drawdown Comparison
The maximum EFR.TO drawdown since its inception was -99.57%, which is greater than CHPS.TO's maximum drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for EFR.TO and CHPS.TO.
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Drawdown Indicators
| EFR.TO | CHPS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.57% | -48.16% | -51.41% |
Max Drawdown (1Y)Largest decline over 1 year | -51.09% | -13.35% | -37.74% |
Max Drawdown (3Y)Largest decline over 3 years | -59.28% | -37.49% | -21.79% |
Max Drawdown (5Y)Largest decline over 5 years | -64.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -78.32% | — | — |
Current DrawdownCurrent decline from peak | -90.62% | 0.00% | -90.62% |
Average DrawdownAverage peak-to-trough decline | -81.44% | -13.90% | -67.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.20% | 4.42% | +20.78% |
Volatility
EFR.TO vs. CHPS.TO - Volatility Comparison
Energy Fuels Inc. (EFR.TO) has a higher volatility of 26.66% compared to Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) at 11.35%. This indicates that EFR.TO's price experiences larger fluctuations and is considered to be riskier than CHPS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFR.TO | CHPS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.66% | 11.35% | +15.31% |
Volatility (6M)Calculated over the trailing 6-month period | 64.47% | 24.81% | +39.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 96.96% | 31.48% | +65.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.33% | 33.79% | +37.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.72% | 33.79% | +36.93% |
Dividends
EFR.TO vs. CHPS.TO - Dividend Comparison
EFR.TO has not paid dividends to shareholders, while CHPS.TO's dividend yield for the trailing twelve months is around 0.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CHPS.TO Global X Artificial Intelligence Semiconductor Index ETF | 0.01% | 0.01% | 0.20% | 0.53% | 0.97% | 0.01% |
EFR.TO Energy Fuels Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EFR.TO and CHPS.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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