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

Correlation

The correlation between EFR and NXE is 0.16, 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. NXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Senior Floating-Rate Trust (EFR) and NexGen Energy Ltd. (NXE). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
103.57%
1,240.01%
EFR
NXE

Key characteristics

Sharpe Ratio

EFR:

1.48

NXE:

0.09

Sortino Ratio

EFR:

1.95

NXE:

0.51

Omega Ratio

EFR:

1.28

NXE:

1.07

Calmar Ratio

EFR:

2.13

NXE:

0.12

Martin Ratio

EFR:

9.07

NXE:

0.26

Ulcer Index

EFR:

1.49%

NXE:

18.82%

Daily Std Dev

EFR:

9.16%

NXE:

53.72%

Max Drawdown

EFR:

-60.55%

NXE:

-82.98%

Current Drawdown

EFR:

-1.30%

NXE:

-21.62%

Fundamentals

Market Cap

EFR:

$379.91M

NXE:

$4.18B

EPS

EFR:

$1.69

NXE:

$0.21

PE Ratio

EFR:

7.70

NXE:

35.14

PEG Ratio

EFR:

0.00

NXE:

0.00

Total Revenue (TTM)

EFR:

$28.97M

NXE:

$0.00

Gross Profit (TTM)

EFR:

$28.97M

NXE:

-$1.58M

EBITDA (TTM)

EFR:

$5.17M

NXE:

-$50.78M

Returns By Period

In the year-to-date period, EFR achieves a 11.56% return, which is significantly higher than NXE's -0.57% return.


EFR

YTD

11.56%

1M

0.15%

6M

3.34%

1Y

13.80%

5Y*

7.71%

10Y*

7.09%

NXE

YTD

-0.57%

1M

-16.45%

6M

0.87%

1Y

1.02%

5Y*

41.74%

10Y*

N/A

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Risk-Adjusted Performance

EFR vs. NXE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Floating-Rate Trust (EFR) and NexGen Energy Ltd. (NXE). 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-4.00-2.000.002.001.480.09
The chart of Sortino ratio for EFR, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.950.51
The chart of Omega ratio for EFR, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.07
The chart of Calmar ratio for EFR, currently valued at 2.13, compared to the broader market0.002.004.006.002.130.12
The chart of Martin ratio for EFR, currently valued at 9.07, compared to the broader market-5.000.005.0010.0015.0020.0025.009.070.26
EFR
NXE

The current EFR Sharpe Ratio is 1.48, which is higher than the NXE Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of EFR and NXE, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.48
0.09
EFR
NXE

Dividends

EFR vs. NXE - Dividend Comparison

EFR's dividend yield for the trailing twelve months is around 9.81%, while NXE has not paid dividends to shareholders.


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%
NXE
NexGen Energy Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EFR vs. NXE - Drawdown Comparison

The maximum EFR drawdown since its inception was -60.55%, smaller than the maximum NXE drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for EFR and NXE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.30%
-21.62%
EFR
NXE

Volatility

EFR vs. NXE - Volatility Comparison

The current volatility for Eaton Vance Senior Floating-Rate Trust (EFR) is 2.52%, while NexGen Energy Ltd. (NXE) has a volatility of 12.07%. This indicates that EFR experiences smaller price fluctuations and is considered to be less risky than NXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
2.52%
12.07%
EFR
NXE

Financials

EFR vs. NXE - Financials Comparison

This section allows you to compare key financial metrics between Eaton Vance Senior Floating-Rate Trust and NexGen Energy Ltd.. 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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