EFR.TO vs. XEQT.TO
EFR.TO (Energy Fuels Inc.) is a stock, while XEQT.TO (iShares Core Equity ETF Portfolio) is Global Equities fund actively managed by iShares. Over the past 5 years, EFR.TO returned 22.04%/yr vs 13.54%/yr for XEQT.TO. At a 0.37 correlation, their price movements are largely independent.
Performance
EFR.TO vs. XEQT.TO - Performance Comparison
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Returns By Period
In the year-to-date period, EFR.TO achieves a 2.97% return, which is significantly lower than XEQT.TO's 12.75% return.
EFR.TO
- 1D
- -0.29%
- 1M
- -18.51%
- YTD
- 2.97%
- 6M
- -0.92%
- 1Y
- 170.05%
- 3Y*
- 37.35%
- 5Y*
- 22.04%
- 10Y*
- 21.46%
XEQT.TO
- 1D
- -0.22%
- 1M
- 0.84%
- YTD
- 12.75%
- 6M
- 12.12%
- 1Y
- 27.70%
- 3Y*
- 22.56%
- 5Y*
- 13.54%
- 10Y*
- —
EFR.TO vs. XEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EFR.TO Energy Fuels Inc. | 2.97% | 169.01% | -22.21% | 13.37% | -13.25% | 78.89% | 117.74% | 13.76% |
XEQT.TO iShares Core Equity ETF Portfolio | 12.75% | 20.57% | 24.38% | 17.27% | -10.99% | 18.98% | 11.85% | 8.56% |
Correlation
The correlation between EFR.TO and XEQT.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2019 | 0.37 |
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Return for Risk
EFR.TO vs. XEQT.TO — Risk / Return Rank
EFR.TO
XEQT.TO
EFR.TO vs. XEQT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Energy Fuels Inc. (EFR.TO) and iShares Core Equity ETF Portfolio (XEQT.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.
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.TO | XEQT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.44 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.50 | -0.46 |
| Martin ratioReturn relative to average drawdown | 5.63 | 14.97 | -9.34 |
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Drawdowns
EFR.TO vs. XEQT.TO - Drawdown Comparison
The maximum EFR.TO drawdown since its inception was -99.57%, which is greater than XEQT.TO's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for EFR.TO and XEQT.TO.
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Drawdown Indicators
| EFR.TO | XEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.57% | -29.74% | -69.83% |
Max Drawdown (1Y)Largest decline over 1 year | -51.09% | -8.25% | -42.84% |
Max Drawdown (3Y)Largest decline over 3 years | -59.28% | -15.08% | -44.20% |
Max Drawdown (5Y)Largest decline over 5 years | -64.59% | -19.55% | -45.04% |
Max Drawdown (10Y)Largest decline over 10 years | -78.32% | — | — |
Current DrawdownCurrent decline from peak | -92.35% | -1.34% | -91.01% |
Average DrawdownAverage peak-to-trough decline | -91.61% | -4.07% | -87.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.51% | 1.92% | +25.59% |
Volatility
EFR.TO vs. XEQT.TO - Volatility Comparison
Energy Fuels Inc. (EFR.TO) has a higher volatility of 26.50% compared to iShares Core Equity ETF Portfolio (XEQT.TO) at 4.56%. This indicates that EFR.TO's price experiences larger fluctuations and is considered to be riskier than XEQT.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 | XEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.50% | 4.56% | +21.94% |
Volatility (6M)Calculated over the trailing 6-month period | 65.69% | 10.12% | +55.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 98.06% | 12.19% | +85.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.60% | 13.23% | +58.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.76% | 15.55% | +55.21% |
Dividends
EFR.TO vs. XEQT.TO - Dividend Comparison
EFR.TO has not paid dividends to shareholders, while XEQT.TO's dividend yield for the trailing twelve months is around 1.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EFR.TO Energy Fuels Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.61% | 1.66% | 2.03% | 2.09% | 2.14% | 1.66% | 1.69% | 1.21% |
Frequently Asked Questions
EFR.TO and XEQT.TO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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