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EFR vs. BUI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EFR and BUI is 0.23, 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.


-0.50.00.51.00.2

Performance

EFR vs. BUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Senior Floating-Rate Trust (EFR) and BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
140.04%
180.43%
EFR
BUI

Key characteristics

Sharpe Ratio

EFR:

1.48

BUI:

1.09

Sortino Ratio

EFR:

1.95

BUI:

1.55

Omega Ratio

EFR:

1.28

BUI:

1.19

Calmar Ratio

EFR:

2.13

BUI:

0.94

Martin Ratio

EFR:

9.07

BUI:

4.05

Ulcer Index

EFR:

1.49%

BUI:

3.43%

Daily Std Dev

EFR:

9.16%

BUI:

12.72%

Max Drawdown

EFR:

-60.55%

BUI:

-46.49%

Current Drawdown

EFR:

-1.30%

BUI:

-7.59%

Fundamentals

Market Cap

EFR:

$379.91M

BUI:

$517.83M

EPS

EFR:

$1.69

BUI:

$0.73

PE Ratio

EFR:

7.70

BUI:

31.56

PEG Ratio

EFR:

0.00

BUI:

0.00

Total Revenue (TTM)

EFR:

$28.97M

BUI:

$29.51M

Gross Profit (TTM)

EFR:

$28.97M

BUI:

$24.39M

EBITDA (TTM)

EFR:

$5.17M

BUI:

$16.35M

Returns By Period

In the year-to-date period, EFR achieves a 11.56% return, which is significantly higher than BUI's 10.47% return. Over the past 10 years, EFR has underperformed BUI with an annualized return of 7.09%, while BUI has yielded a comparatively higher 8.07% annualized return.


EFR

YTD

11.56%

1M

0.15%

6M

3.34%

1Y

13.80%

5Y*

7.71%

10Y*

7.09%

BUI

YTD

10.47%

1M

-2.11%

6M

4.95%

1Y

12.64%

5Y*

6.82%

10Y*

8.07%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

EFR vs. BUI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Floating-Rate Trust (EFR) and BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI). 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.


Sharpe ratio
The chart of Sharpe ratio for EFR, currently valued at 1.48, compared to the broader market-4.00-2.000.002.001.481.09
The chart of Sortino ratio for EFR, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.951.55
The chart of Omega ratio for EFR, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.19
The chart of Calmar ratio for EFR, currently valued at 2.13, compared to the broader market0.002.004.006.002.130.94
The chart of Martin ratio for EFR, currently valued at 9.07, compared to the broader market-5.000.005.0010.0015.0020.0025.009.074.05
EFR
BUI

The current EFR Sharpe Ratio is 1.48, which is higher than the BUI Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of EFR and BUI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.48
1.09
EFR
BUI

Dividends

EFR vs. BUI - Dividend Comparison

EFR's dividend yield for the trailing twelve months is around 9.81%, more than BUI's 6.50% yield.


TTM20232022202120202019201820172016201520142013
EFR
Eaton Vance Senior Floating-Rate Trust
9.81%9.42%9.63%5.60%5.87%7.34%7.46%5.43%5.82%7.59%6.14%7.03%
BUI
BlackRock Utilities, Infrastructure & Power Opportunities Trust
6.50%6.65%6.99%5.45%5.80%6.51%7.35%6.72%7.89%8.65%7.00%8.10%

Drawdowns

EFR vs. BUI - Drawdown Comparison

The maximum EFR drawdown since its inception was -60.55%, which is greater than BUI's maximum drawdown of -46.49%. Use the drawdown chart below to compare losses from any high point for EFR and BUI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.30%
-7.59%
EFR
BUI

Volatility

EFR vs. BUI - Volatility Comparison

The current volatility for Eaton Vance Senior Floating-Rate Trust (EFR) is 2.52%, while BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI) has a volatility of 4.55%. This indicates that EFR experiences smaller price fluctuations and is considered to be less risky than BUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.52%
4.55%
EFR
BUI

Financials

EFR vs. BUI - Financials Comparison

This section allows you to compare key financial metrics between Eaton Vance Senior Floating-Rate Trust and BlackRock Utilities, Infrastructure & Power Opportunities Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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