EFR vs. KGC
EFR (Eaton Vance Senior Floating-Rate Trust) and KGC (Kinross Gold Corporation) are both stocks. EFR operates in Asset Management (Financial Services), while KGC operates in Gold (Basic Materials). Over the past 10 years, EFR returned 5.65%/yr vs 20.31%/yr for KGC. At a 0.09 correlation, their price movements are largely independent.
Performance
EFR vs. KGC - Performance Comparison
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Returns By Period
In the year-to-date period, EFR achieves a -1.99% return, which is significantly lower than KGC's 1.83% return. Over the past 10 years, EFR has underperformed KGC with an annualized return of 5.65%, while KGC has yielded a comparatively higher 20.31% annualized return.
EFR
- 1D
- 0.48%
- 1M
- 0.93%
- YTD
- -1.99%
- 6M
- -1.75%
- 1Y
- -3.23%
- 3Y*
- 7.57%
- 5Y*
- 3.46%
- 10Y*
- 5.65%
KGC
- 1D
- 1.53%
- 1M
- -0.59%
- YTD
- 1.83%
- 6M
- 4.88%
- 1Y
- 85.90%
- 3Y*
- 82.93%
- 5Y*
- 31.43%
- 10Y*
- 20.31%
EFR vs. KGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | -1.99% | -4.85% | 11.32% | 29.25% | -18.73% | 22.88% | 0.83% | 16.43% | -6.96% | 3.37% |
KGC Kinross Gold Corporation | 1.83% | 206.11% | 55.63% | 51.83% | -27.59% | -19.00% | 56.04% | 46.30% | -25.00% | 38.91% |
Correlation
The correlation between EFR and KGC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 2003 | 0.09 |
Fundamentals
EFR:
$93.95M
KGC:
$7.94B
EFR:
$86.69M
KGC:
$4.19B
EFR:
$109.68M
KGC:
$5.02B
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Return for Risk
EFR vs. KGC — Risk / Return Rank
EFR
KGC
EFR vs. KGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Floating-Rate Trust (EFR) and Kinross Gold Corporation (KGC). 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 | KGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.29 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 2.86 | -3.14 |
| Martin ratioReturn relative to average drawdown | -0.60 | 7.46 | -8.06 |
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 | KGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.40 | 1.73 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.72 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.43 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.08 | +0.20 |
Drawdowns
EFR vs. KGC - Drawdown Comparison
The maximum EFR drawdown since its inception was -60.55%, smaller than the maximum KGC drawdown of -96.00%. Use the drawdown chart below to compare losses from any high point for EFR and KGC.
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Drawdown Indicators
| EFR | KGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.55% | -96.00% | +35.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -30.20% | +18.71% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -30.20% | +11.90% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -60.46% | +35.39% |
Max Drawdown (10Y)Largest decline over 10 years | -42.04% | -67.75% | +25.71% |
Current DrawdownCurrent decline from peak | -11.02% | -24.68% | +13.66% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -57.63% | +48.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 11.55% | -6.15% |
Volatility
EFR vs. KGC - Volatility Comparison
The current volatility for Eaton Vance Senior Floating-Rate Trust (EFR) is 1.99%, while Kinross Gold Corporation (KGC) has a volatility of 15.76%. This indicates that EFR experiences smaller price fluctuations and is considered to be less risky than KGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFR | KGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 15.76% | -13.77% |
Volatility (6M)Calculated over the trailing 6-month period | 6.61% | 38.78% | -32.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.06% | 49.99% | -41.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 43.92% | -30.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 46.89% | -31.93% |
Dividends
EFR vs. KGC - Dividend Comparison
EFR's dividend yield for the trailing twelve months is around 9.04%, more than KGC's 0.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 9.04% | 9.53% | 9.76% | 10.37% | 10.39% | 5.62% | 6.39% | 7.34% | 7.46% | 5.42% | 5.82% | 6.95% |
KGC Kinross Gold Corporation | 0.51% | 0.44% | 1.29% | 1.98% | 2.93% | 2.69% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
EFR vs. KGC - Financials Comparison
This section allows you to compare key financial metrics between Eaton Vance Senior Floating-Rate Trust and Kinross Gold Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EFR and KGC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KGC has higher volatility (15.76%) compared to EFR (1.99%). In terms of maximum drawdown, EFR dropped -60.55% vs KGC's -96.00%.
KGC currently has the higher Sharpe Ratio (1.73 vs -0.40), 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.
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