EFXT vs. SPY
Compare and contrast key facts about Enerflex Ltd. (EFXT) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFXT or SPY.
Correlation
The correlation between EFXT and SPY is 0.15, 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
EFXT vs. SPY - Performance Comparison
Key characteristics
EFXT:
1.92
SPY:
1.87
EFXT:
2.24
SPY:
2.52
EFXT:
1.36
SPY:
1.35
EFXT:
1.18
SPY:
2.81
EFXT:
8.37
SPY:
11.69
EFXT:
9.79%
SPY:
2.02%
EFXT:
42.74%
SPY:
12.65%
EFXT:
-81.86%
SPY:
-55.19%
EFXT:
-41.71%
SPY:
0.00%
Returns By Period
In the year-to-date period, EFXT achieves a -8.74% return, which is significantly lower than SPY's 4.58% return. Over the past 10 years, EFXT has underperformed SPY with an annualized return of -1.64%, while SPY has yielded a comparatively higher 13.23% annualized return.
EFXT
-8.74%
-13.03%
64.43%
79.80%
8.79%
-1.64%
SPY
4.58%
2.57%
10.04%
24.97%
14.73%
13.23%
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Risk-Adjusted Performance
EFXT vs. SPY — Risk-Adjusted Performance Rank
EFXT
SPY
EFXT vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enerflex Ltd. (EFXT) and SPDR S&P 500 ETF (SPY). 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
EFXT vs. SPY - Dividend Comparison
EFXT's dividend yield for the trailing twelve months is around 0.61%, less than SPY's 1.15% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFXT Enerflex Ltd. | 0.61% | 0.55% | 1.56% | 1.61% | 1.14% | 2.42% | 3.43% | 2.56% | 2.19% | 2.04% | 2.79% | 1.99% |
SPY SPDR S&P 500 ETF | 1.15% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
EFXT vs. SPY - Drawdown Comparison
The maximum EFXT drawdown since its inception was -81.86%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EFXT and SPY. For additional features, visit the drawdowns tool.
Volatility
EFXT vs. SPY - Volatility Comparison
Enerflex Ltd. (EFXT) has a higher volatility of 10.21% compared to SPDR S&P 500 ETF (SPY) at 3.00%. This indicates that EFXT's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.