EFXT vs. EGO

Last updated Jun 4, 2026

EFXT (Enerflex Ltd.) and EGO (Eldorado Gold Corporation) are both stocks. EFXT operates in Oil & Gas Equipment & Services (Energy), while EGO operates in Gold (Basic Materials). Over the past 10 years, EFXT returned 14.46%/yr vs 3.19%/yr for EGO. At a 0.09 correlation, their price movements are largely independent.

Performance

EFXT vs. EGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enerflex Ltd. (EFXT) and Eldorado Gold Corporation (EGO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EFXT achieves a 68.34% return, which is significantly higher than EGO's -11.66% return. Over the past 10 years, EFXT has outperformed EGO with an annualized return of 14.46%, while EGO has yielded a comparatively lower 3.19% annualized return.

EFXT

• 1D: -1.26%
• 1M: -5.44%
• YTD: 68.34%
• 6M: 89.05%
• 1Y: 248.58%
• 3Y*: 64.38%
• 5Y*: 32.01%
• 10Y*: 14.46%

EGO

• 1D: -5.08%
• 1M: 9.85%
• YTD: -11.66%
• 6M: 3.20%
• 1Y: 51.54%
• 3Y*: 48.60%
• 5Y*: 22.30%
• 10Y*: 3.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EFXT vs. EGO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EFXT Enerflex Ltd.	68.34%	57.04%	115.79%	-25.13%	5.83%	15.59%	-42.16%	-17.32%	-2.49%	-1.70%
EGO Eldorado Gold Corporation	-11.66%	141.56%	14.65%	55.14%	-10.59%	-29.54%	65.26%	178.82%	-59.72%	-55.28%

Correlation

The correlation between EFXT and EGO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.11
Correlation (All Time) Calculated using the full available price history since Jun 14, 2011	0.09

The correlation between EFXT and EGO shifts across timeframes, from 0.09 (all time) to 0.21 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap EFXT : $3.16B EGO : $6.35B
EPS EFXT : $0.97 EGO : $2.83
PE Ratio EFXT : 26.83 EGO : 11.18
PEG Ratio EFXT : 2.93 EGO : 0.17
PS Ratio EFXT : 1.01 EGO : 3.21
PB Ratio EFXT : 2.77 EGO : 1.47
Total Revenue (TTM) EFXT : $3.13B EGO : $2.00B
Gross Profit (TTM) EFXT : $689.73M EGO : $988.83M
EBITDA (TTM) EFXT : $321.86M EGO : $1.04B

Return for Risk

EFXT vs. EGO — Risk / Return Rank

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

EFXT

EFXT Risk / Return Rank: 99
EFXT Sharpe Ratio Rank: 99
EFXT Sortino Ratio Rank: 98
EFXT Omega Ratio Rank: 98
EFXT Calmar Ratio Rank: 99
EFXT Martin Ratio Rank: 99

EGO

EGO Risk / Return Rank: 66
EGO Sharpe Ratio Rank: 72
EGO Sortino Ratio Rank: 64
EGO Omega Ratio Rank: 65
EGO Calmar Ratio Rank: 65
EGO Martin Ratio Rank: 65

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.

EFXT vs. EGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enerflex Ltd. (EFXT) and Eldorado Gold Corporation (EGO). 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.

	EFXT	EGO	Difference
Sharpe ratio Return per unit of total volatility	6.04	1.02	+5.03
Sortino ratio Return per unit of downside risk	5.55	1.49	+4.07
Omega ratio Gain probability vs. loss probability	1.78	1.20	+0.58
Calmar ratio Return relative to maximum drawdown	17.03	1.24	+15.79
Martin ratio Return relative to average drawdown	56.79	2.99	+53.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EFXT vs. EGO - Sharpe Ratio Comparison

The current EFXT Sharpe Ratio is 6.04, which is higher than the EGO Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of EFXT and EGO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EFXT	EGO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	6.04	1.02	+5.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.49	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.06	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.11	+0.03

Drawdowns

EFXT vs. EGO - Drawdown Comparison

The maximum EFXT drawdown since its inception was -81.64%, smaller than the maximum EGO drawdown of -97.49%. Use the drawdown chart below to compare losses from any high point for EFXT and EGO.

Drawdown Indicators

	EFXT	EGO	Difference
Max Drawdown Largest peak-to-trough decline	-81.64%	-97.49%	+15.85%
Max Drawdown (1Y) Largest decline over 1 year	-14.70%	-41.89%	+27.19%
Max Drawdown (3Y) Largest decline over 3 years	-51.26%	-41.89%	-9.37%
Max Drawdown (5Y) Largest decline over 5 years	-56.16%	-57.70%	+1.54%
Max Drawdown (10Y) Largest decline over 10 years	-79.04%	-89.45%	+10.41%
Current Drawdown Current decline from peak	-8.63%	-69.77%	+61.14%
Average Drawdown Average peak-to-trough decline	-38.32%	-55.67%	+17.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.40%	17.28%	-12.88%

Volatility

EFXT vs. EGO - Volatility Comparison

The current volatility for Enerflex Ltd. (EFXT) is 11.75%, while Eldorado Gold Corporation (EGO) has a volatility of 17.83%. This indicates that EFXT experiences smaller price fluctuations and is considered to be less risky than EGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EFXT	EGO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.75%	17.83%	-6.08%
Volatility (6M) Calculated over the trailing 6-month period	33.77%	42.32%	-8.55%
Volatility (1Y) Calculated over the trailing 1-year period	41.61%	51.04%	-9.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.81%	45.69%	+3.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.04%	55.27%	-7.23%

Dividends

EFXT vs. EGO - Dividend Comparison

EFXT's dividend yield for the trailing twelve months is around 0.46%, less than EGO's 0.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFXT Enerflex Ltd.	0.46%	0.72%	0.82%	1.56%	1.22%	1.14%	2.42%	3.43%	2.13%	2.08%	2.67%	3.55%
EGO Eldorado Gold Corporation	0.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.40%	0.00%	0.67%

Financials

EFXT vs. EGO - Profitability Comparison

The chart below illustrates the profitability comparison between Enerflex Ltd. and Eldorado Gold Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

EFXT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enerflex Ltd. reported a gross profit of 140.03M and revenue of 575.91M. Therefore, the gross margin over that period was 24.3%.

EGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eldorado Gold Corporation reported a gross profit of 290.22M and revenue of 532.43M. Therefore, the gross margin over that period was 54.5%.

EFXT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enerflex Ltd. reported an operating income of 65.09M and revenue of 575.91M, resulting in an operating margin of 11.3%.

EGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eldorado Gold Corporation reported an operating income of 261.43M and revenue of 532.43M, resulting in an operating margin of 49.1%.

EFXT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enerflex Ltd. reported a net income of 42.40M and revenue of 575.91M, resulting in a net margin of 7.4%.

EGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eldorado Gold Corporation reported a net income of 136.38M and revenue of 532.43M, resulting in a net margin of 25.6%.

Frequently Asked Questions

Can I hold both EFXT and EGO in my portfolio?

EFXT and EGO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EFXT or EGO?

EGO has higher volatility (17.83%) compared to EFXT (11.75%). In terms of maximum drawdown, EFXT dropped -81.64% vs EGO's -97.49%.

Which has better risk-adjusted returns?

EFXT currently has the higher Sharpe Ratio (6.04 vs 1.01), 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.