PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EFR.TO vs. VCN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EFR.TO vs. VCN.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Energy Fuels Inc. (EFR.TO) and Vanguard FTSE Canada All Cap Index ETF (VCN.TO).

VCN.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Canada All Cap Domestic Index. It was launched on Aug 2, 2013.

Performance

EFR.TO vs. VCN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Energy Fuels Inc. (EFR.TO) and Vanguard FTSE Canada All Cap Index ETF (VCN.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EFR.TO vs. VCN.TO - 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%
VCN.TO
Vanguard FTSE Canada All Cap Index ETF		3.62%30.20%22.14%12.26%-5.78%25.63%4.81%22.06%-9.11%8.44%

Returns By Period

In the year-to-date period, EFR.TO achieves a 28.32% return, which is significantly higher than VCN.TO's 3.62% return. Over the past 10 years, EFR.TO has outperformed VCN.TO with an annualized return of 24.16%, while VCN.TO has yielded a comparatively lower 12.41% 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%

VCN.TO

1D
2.61%
1M
-4.18%
YTD
3.62%
6M
9.16%
1Y
32.69%
3Y*
20.88%
5Y*
14.71%
10Y*
12.41%
*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.

Energy Fuels Inc.

Vanguard FTSE Canada All Cap Index ETF

Often compared with EFR.TO:
EFR.TO vs. DML.TOEFR.TO vs. DGRWEFR.TO vs. OGC.TOEFR.TO vs. DPM.TOEFR.TO vs. GDMNEFR.TO vs. MPEFR.TO vs. VVL.TO
Often compared with VCN.TO:
VCN.TO vs. VDY.TOVCN.TO vs. VFV.TOVCN.TO vs. VCE.TOVCN.TO vs. XEQT.TOVCN.TO vs. VIU.TOVCN.TO vs. VUN.TOVCN.TO vs. HXT.TO

Return for Risk

EFR.TO vs. VCN.TO — 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
VCN.TO
VCN.TO Risk / Return Rank: 9393
Overall Rank
VCN.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VCN.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
VCN.TO Omega Ratio Rank: 9494
Omega Ratio Rank
VCN.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
VCN.TO Martin Ratio Rank: 9494
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. VCN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Fuels Inc. (EFR.TO) and Vanguard FTSE Canada All Cap Index ETF (VCN.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.TOVCN.TODifference

Sharpe ratio

Return per unit of total volatility

3.96

2.15

+1.80

Sortino ratio

Return per unit of downside risk

3.58

2.74

+0.84

Omega ratio

Gain probability vs. loss probability

1.43

1.43

0.00

Calmar ratio

Return relative to maximum drawdown

7.34

3.06

+4.28

Martin ratio

Return relative to average drawdown

16.76

13.93

+2.82

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

EFR.TO vs. VCN.TO - Sharpe Ratio Comparison

The current EFR.TO Sharpe Ratio is 3.96, which is higher than the VCN.TO Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of EFR.TO and VCN.TO, 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.TOVCN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.96

2.15

+1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

1.14

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.83

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.74

-0.73

Correlation

The correlation between EFR.TO and VCN.TO is 0.35, 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. VCN.TO - Dividend Comparison

EFR.TO has not paid dividends to shareholders, while VCN.TO's dividend yield for the trailing twelve months is around 2.14%.

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%
VCN.TO
Vanguard FTSE Canada All Cap Index ETF		2.14%2.27%2.69%2.99%3.15%2.48%2.70%2.85%2.80%2.29%2.34%2.65%

Drawdowns

EFR.TO vs. VCN.TO - Drawdown Comparison

The maximum EFR.TO drawdown since its inception was -99.57%, which is greater than VCN.TO's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for EFR.TO and VCN.TO.

Loading graphics...

Drawdown Indicators

EFR.TOVCN.TODifference

Max Drawdown

Largest peak-to-trough decline

-99.57%

-37.32%

-62.25%

Max Drawdown (1Y)

Largest decline over 1 year

-51.09%

-11.02%

-40.07%

Max Drawdown (5Y)

Largest decline over 5 years

-64.59%

-16.12%

-48.47%

Max Drawdown (10Y)

Largest decline over 10 years

-78.32%

-37.32%

-41.00%

Current Drawdown

Current decline from peak

-90.46%

-4.72%

-85.74%

Average Drawdown

Average peak-to-trough decline

-81.40%

-3.94%

-77.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.38%

2.42%

+19.96%

Volatility

EFR.TO vs. VCN.TO - Volatility Comparison

Energy Fuels Inc. (EFR.TO) has a higher volatility of 24.65% compared to Vanguard FTSE Canada All Cap Index ETF (VCN.TO) at 5.93%. This indicates that EFR.TO's price experiences larger fluctuations and is considered to be riskier than VCN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

EFR.TOVCN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

24.65%

5.93%

+18.72%

Volatility (6M)

Calculated over the trailing 6-month period

73.90%

10.76%

+63.14%

Volatility (1Y)

Calculated over the trailing 1-year period

96.43%

15.26%

+81.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.46%

12.96%

+58.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.17%

14.96%

+55.21%