EFR.TO vs. GDMN
EFR.TO (Energy Fuels Inc.) is a stock, while GDMN (WisdomTree Efficient Gold Plus Gold Miners Strategy Fund) is Commodities fund actively managed by WisdomTree. Over the past 3 years, EFR.TO returned 42.87%/yr vs 62.82%/yr for GDMN. At a 0.29 correlation, their price movements are largely independent.
Performance
EFR.TO vs. GDMN - Performance Comparison
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Different Trading Currencies
EFR.TO is traded in CAD, while GDMN is traded in USD. To make them comparable, the GDMN 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 26.16% return, which is significantly higher than GDMN's -2.91% 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%
GDMN
- 1D
- -3.29%
- 1M
- -0.48%
- YTD
- -2.91%
- 6M
- 2.33%
- 1Y
- 79.21%
- 3Y*
- 62.82%
- 5Y*
- —
- 10Y*
- —
EFR.TO vs. GDMN - 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% | 0.94% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | -2.91% | 221.63% | 39.25% | 10.48% | -8.54% | 4.04% |
Correlation
The correlation between EFR.TO and GDMN is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2021 | 0.29 |
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Return for Risk
EFR.TO vs. GDMN — Risk / Return Rank
EFR.TO
GDMN
EFR.TO vs. GDMN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Energy Fuels Inc. (EFR.TO) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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 | GDMN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.26 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | 2.06 | +2.44 |
| Martin ratioReturn relative to average drawdown | 9.10 | 4.90 | +4.20 |
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 | GDMN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.39 | 1.33 | +1.07 |
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. GDMN - Drawdown Comparison
The maximum EFR.TO drawdown since its inception was -99.57%, which is greater than GDMN's maximum drawdown of -49.27%. Use the drawdown chart below to compare losses from any high point for EFR.TO and GDMN.
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Drawdown Indicators
| EFR.TO | GDMN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.57% | -49.27% | -50.30% |
Max Drawdown (1Y)Largest decline over 1 year | -51.09% | -38.65% | -12.44% |
Max Drawdown (3Y)Largest decline over 3 years | -59.28% | -38.65% | -20.63% |
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% | -35.86% | -54.76% |
Average DrawdownAverage peak-to-trough decline | -81.44% | -17.05% | -64.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.20% | 16.21% | +8.99% |
Volatility
EFR.TO vs. GDMN - Volatility Comparison
Energy Fuels Inc. (EFR.TO) has a higher volatility of 26.66% compared to WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) at 17.73%. This indicates that EFR.TO's price experiences larger fluctuations and is considered to be riskier than GDMN 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 | GDMN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.66% | 17.73% | +8.93% |
Volatility (6M)Calculated over the trailing 6-month period | 64.47% | 50.40% | +14.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 96.96% | 59.94% | +37.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.33% | 45.15% | +26.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.72% | 45.15% | +25.57% |
Dividends
EFR.TO vs. GDMN - Dividend Comparison
EFR.TO has not paid dividends to shareholders, while GDMN's dividend yield for the trailing twelve months is around 2.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
EFR.TO Energy Fuels Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 2.82% | 2.70% | 9.44% | 7.69% | 1.44% |
Frequently Asked Questions
EFR.TO and GDMN have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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