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EFR vs. BUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, EFR achieves a -2.12% return, which is significantly lower than BUI's 16.11% return. Over the past 10 years, EFR has underperformed BUI with an annualized return of 5.73%, while BUI has yielded a comparatively higher 11.37% annualized return.


EFR

1D
-0.29%
1M
0.44%
YTD
-2.12%
6M
-1.41%
1Y
-3.43%
3Y*
6.64%
5Y*
3.27%
10Y*
5.73%

BUI

1D
0.61%
1M
0.84%
YTD
16.11%
6M
16.42%
1Y
29.50%
3Y*
18.47%
5Y*
10.05%
10Y*
11.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFR vs. BUI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFR
Eaton Vance Senior Floating-Rate Trust
-2.12%-4.85%11.32%29.25%-18.73%22.88%0.83%16.43%-6.96%3.37%
BUI
BlackRock Utilities, Infrastructure & Power Opportunities Trust
16.11%21.79%14.62%12.29%-16.77%12.48%20.30%20.60%-1.81%26.06%

Correlation

The correlation between EFR and BUI is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2011

0.22

The correlation between EFR and BUI shifts across timeframes, from 0.12 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

EFR:

$93.95M

BUI:

$148.86M

Gross Profit (TTM)

EFR:

$86.69M

BUI:

$118.00M

EBITDA (TTM)

EFR:

$109.68M

BUI:

$139.18M

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Return for Risk

EFR vs. BUI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EFR
EFR Risk / Return Rank: 2525
Overall Rank
EFR Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EFR Sortino Ratio Rank: 1919
Sortino Ratio Rank
EFR Omega Ratio Rank: 2020
Omega Ratio Rank
EFR Calmar Ratio Rank: 3333
Calmar Ratio Rank
EFR Martin Ratio Rank: 3131
Martin Ratio Rank

BUI
BUI Risk / Return Rank: 8484
Overall Rank
BUI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BUI Sortino Ratio Rank: 8686
Sortino Ratio Rank
BUI Omega Ratio Rank: 8787
Omega Ratio Rank
BUI Calmar Ratio Rank: 7878
Calmar Ratio Rank
BUI Martin Ratio Rank: 8080
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 vs. BUI - Risk-Adjusted Trends 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.

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.


EFRBUIDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-3.31

Omega ratioGain probability vs. loss probability

0.93

1.37

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.30

2.18

-2.48

Martin ratioReturn relative to average drawdown

-0.62

6.18

-6.79

EFR vs. BUI - Sharpe Ratio Comparison

The current EFR Sharpe Ratio is -0.43, which is lower than the BUI Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of EFR and BUI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


EFRBUIDifference

Max Drawdown

Largest peak-to-trough decline

-60.55%

-46.49%

-14.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-13.57%

+2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-18.30%

-18.27%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-27.41%

+2.34%

Max Drawdown (10Y)

Largest decline over 10 years

-42.04%

-46.49%

+4.45%

Current Drawdown

Current decline from peak

-11.14%

-3.54%

-7.60%

Average Drawdown

Average peak-to-trough decline

-9.01%

-6.01%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

4.79%

+0.79%

Volatility

EFR vs. BUI - Volatility Comparison

The current volatility for Eaton Vance Senior Floating-Rate Trust (EFR) is 1.88%, while BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI) has a volatility of 3.93%. 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.


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Volatility by Period


EFRBUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

3.93%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.61%

12.31%

-5.70%

Volatility (1Y)

Calculated over the trailing 1-year period

8.00%

15.23%

-7.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.06%

17.01%

-3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.93%

21.81%

-6.88%

Dividends

EFR vs. BUI - Dividend Comparison

EFR's dividend yield for the trailing twelve months is around 8.89%, less than BUI's 9.27% yield.


PositionTTM20252024202320222021202020192018201720162015
BUI
BlackRock Utilities, Infrastructure & Power Opportunities Trust
9.27%10.39%6.26%6.65%6.99%5.45%5.80%6.51%7.35%6.72%7.89%8.65%
EFR
Eaton Vance Senior Floating-Rate Trust
8.89%9.53%9.76%10.37%10.39%5.62%6.39%7.34%7.46%5.42%5.82%6.95%

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


0.0020.00M40.00M60.00M80.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
89.13M
(EFR) Total Revenue
(BUI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


EFR and BUI have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BUI has higher volatility (3.93%) compared to EFR (1.88%). In terms of maximum drawdown, EFR dropped -60.55% vs BUI's -46.49%.

BUI currently has the higher Sharpe Ratio (1.95 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EFR and BUI

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