PortfoliosLab logoPortfoliosLab logo
EFR.TO vs. DGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFR.TO vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Energy Fuels Inc. (EFR.TO) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EFR.TO vs. DGRW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFR.TO
Energy Fuels Inc.
28.32%169.01%-22.21%13.37%-13.25%78.89%117.74%-35.92%71.24%2.26%
DGRW
WisdomTree U.S. Dividend Growth Fund
-0.17%7.03%27.03%16.05%0.34%23.34%11.94%23.17%2.64%18.82%
Different Trading Currencies

EFR.TO is traded in CAD, while DGRW is traded in USD. To make them comparable, the DGRW 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 28.32% return, which is significantly higher than DGRW's -0.17% return. Over the past 10 years, EFR.TO has outperformed DGRW with an annualized return of 24.16%, while DGRW has yielded a comparatively lower 13.80% annualized return.


EFR.TO

1D
11.30%
1M
-12.43%
YTD
28.32%
6M
19.37%
1Y
378.61%
3Y*
50.12%
5Y*
27.67%
10Y*
24.16%

DGRW

1D
2.44%
1M
-3.54%
YTD
-0.17%
6M
-0.68%
1Y
7.88%
3Y*
15.02%
5Y*
13.12%
10Y*
13.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

EFR.TO vs. DGRW — 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: 9696
Overall Rank
EFR.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EFR.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
EFR.TO Omega Ratio Rank: 9292
Omega Ratio Rank
EFR.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
EFR.TO Martin Ratio Rank: 9595
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 4949
Overall Rank
DGRW Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 4747
Sortino Ratio Rank
DGRW Omega Ratio Rank: 5050
Omega Ratio Rank
DGRW Calmar Ratio Rank: 4949
Calmar Ratio Rank
DGRW Martin Ratio Rank: 5757
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. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Fuels Inc. (EFR.TO) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.TODGRWDifference

Sharpe ratio

Return per unit of total volatility

3.96

0.52

+3.44

Sortino ratio

Return per unit of downside risk

3.58

0.82

+2.77

Omega ratio

Gain probability vs. loss probability

1.43

1.12

+0.31

Calmar ratio

Return relative to maximum drawdown

7.34

0.82

+6.52

Martin ratio

Return relative to average drawdown

16.76

3.04

+13.72

EFR.TO vs. DGRW - Sharpe Ratio Comparison

The current EFR.TO Sharpe Ratio is 3.96, which is higher than the DGRW Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of EFR.TO and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EFR.TODGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.96

0.52

+3.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

1.06

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.94

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

1.06

-1.04

Correlation

The correlation between EFR.TO and DGRW is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EFR.TO vs. DGRW - Dividend Comparison

EFR.TO has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.43%.


TTM20252024202320222021202020192018201720162015
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%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.43%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%

Drawdowns

EFR.TO vs. DGRW - Drawdown Comparison

The maximum EFR.TO drawdown since its inception was -99.57%, which is greater than DGRW's maximum drawdown of -25.63%. Use the drawdown chart below to compare losses from any high point for EFR.TO and DGRW.


Loading graphics...

Drawdown Indicators


EFR.TODGRWDifference

Max Drawdown

Largest peak-to-trough decline

-99.57%

-32.04%

-67.53%

Max Drawdown (1Y)

Largest decline over 1 year

-51.09%

-11.30%

-39.79%

Max Drawdown (5Y)

Largest decline over 5 years

-64.59%

-17.27%

-47.32%

Max Drawdown (10Y)

Largest decline over 10 years

-78.32%

-32.04%

-46.28%

Current Drawdown

Current decline from peak

-90.46%

-5.96%

-84.50%

Average Drawdown

Average peak-to-trough decline

-81.40%

-3.04%

-78.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.38%

2.48%

+19.90%

Volatility

EFR.TO vs. DGRW - Volatility Comparison

Energy Fuels Inc. (EFR.TO) has a higher volatility of 24.65% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 4.66%. This indicates that EFR.TO's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EFR.TODGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.65%

4.66%

+19.99%

Volatility (6M)

Calculated over the trailing 6-month period

73.90%

7.95%

+65.95%

Volatility (1Y)

Calculated over the trailing 1-year period

96.43%

15.36%

+81.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.46%

12.40%

+59.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.17%

14.79%

+55.38%