EFR vs. NXE
Compare and contrast key facts about Eaton Vance Senior Floating-Rate Trust (EFR) and NexGen Energy Ltd. (NXE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFR or NXE.
Key characteristics
| EFR | NXE | |
|---|---|---|
| YTD Return | 9.76% | 1.14% |
| 1Y Return | 16.79% | 21.44% |
| 3Y Return (Ann) | 3.43% | 6.16% |
| 5Y Return (Ann) | 8.41% | 40.07% |
| Sharpe Ratio | 1.89 | 0.42 |
| Sortino Ratio | 2.50 | 0.94 |
| Omega Ratio | 1.36 | 1.12 |
| Calmar Ratio | 2.70 | 0.56 |
| Martin Ratio | 11.82 | 1.22 |
| Ulcer Index | 1.49% | 18.30% |
| Daily Std Dev | 9.31% | 52.75% |
| Max Drawdown | -60.67% | -82.98% |
| Current Drawdown | -0.24% | -19.64% |
Fundamentals
| EFR | NXE | |
|---|---|---|
| Market Cap | $374.36M | $4.01B |
| EPS | $1.69 | $0.12 |
| PE Ratio | 7.59 | 59.25 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $28.97M | $0.00 |
| Gross Profit (TTM) | $28.97M | -$1.58M |
| EBITDA (TTM) | $5.17M | -$72.42M |
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.
Performance
EFR vs. NXE - Performance Comparison
In the year-to-date period, EFR achieves a 9.76% return, which is significantly higher than NXE's 1.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Dividends
EFR vs. NXE - Dividend Comparison
EFR's dividend yield for the trailing twelve months is around 10.03%, while NXE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 10.03% | 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 -60.67%, 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.
Volatility
EFR vs. NXE - Volatility Comparison
The current volatility for Eaton Vance Senior Floating-Rate Trust (EFR) is 1.69%, while NexGen Energy Ltd. (NXE) has a volatility of 13.51%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities