EFXT vs. VLUE

Last updated Jun 3, 2026

EFXT (Enerflex Ltd.) is a stock, while VLUE (iShares Edge MSCI USA Value Factor ETF) is Large Cap Value Equities fund tracking the MSCI USA Value Weighted Index. Over the past 10 years, EFXT returned 14.60%/yr vs 15.48%/yr for VLUE. At a 0.19 correlation, their price movements are largely independent.

Performance

EFXT vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enerflex Ltd. (EFXT) and iShares Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EFXT achieves a 70.49% return, which is significantly higher than VLUE's 49.63% return. Over the past 10 years, EFXT has underperformed VLUE with an annualized return of 14.60%, while VLUE has yielded a comparatively higher 15.48% annualized return.

EFXT

• 1D: 3.43%
• 1M: -3.28%
• YTD: 70.49%
• 6M: 93.43%
• 1Y: 268.26%
• 3Y*: 65.08%
• 5Y*: 32.34%
• 10Y*: 14.60%

VLUE

• 1D: 1.10%
• 1M: 21.03%
• YTD: 49.63%
• 6M: 53.55%
• 1Y: 94.60%
• 3Y*: 34.45%
• 5Y*: 16.59%
• 10Y*: 15.48%

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

EFXT vs. VLUE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EFXT Enerflex Ltd.	70.49%	57.04%	115.79%	-25.13%	5.83%	15.59%	-42.16%	-17.32%	-2.49%	-1.70%
VLUE iShares Edge MSCI USA Value Factor ETF	49.63%	32.67%	7.25%	14.26%	-14.17%	28.93%	-0.23%	27.20%	-11.13%	21.95%

Correlation

The correlation between EFXT and VLUE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Apr 19, 2013	0.19

The correlation between EFXT and VLUE shifts across timeframes, from 0.19 (all time) to 0.35 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

EFXT vs. VLUE — 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: 99
EFXT Omega Ratio Rank: 98
EFXT Calmar Ratio Rank: 99
EFXT Martin Ratio Rank: 99

VLUE

VLUE Risk / Return Rank: 97
VLUE Sharpe Ratio Rank: 98
VLUE Sortino Ratio Rank: 98
VLUE Omega Ratio Rank: 97
VLUE Calmar Ratio Rank: 97
VLUE Martin Ratio Rank: 97

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. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enerflex Ltd. (EFXT) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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	VLUE	Difference
Sharpe ratio Return per unit of total volatility	6.50	5.50	+1.00
Sortino ratio Return per unit of downside risk	5.79	7.03	-1.24
Omega ratio Gain probability vs. loss probability	1.82	1.93	-0.11
Calmar ratio Return relative to maximum drawdown	18.79	10.48	+8.31
Martin ratio Return relative to average drawdown	63.24	47.09	+16.16
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. VLUE - Sharpe Ratio Comparison

The current EFXT Sharpe Ratio is 6.50, which is comparable to the VLUE Sharpe Ratio of 5.50. The chart below compares the historical Sharpe Ratios of EFXT and VLUE, 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	VLUE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	6.50	5.50	+1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.94	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	0.78	-0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.76	-0.62

Drawdowns

EFXT vs. VLUE - Drawdown Comparison

The maximum EFXT drawdown since its inception was -81.64%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for EFXT and VLUE.

Drawdown Indicators

	EFXT	VLUE	Difference
Max Drawdown Largest peak-to-trough decline	-81.64%	-39.47%	-42.17%
Max Drawdown (1Y) Largest decline over 1 year	-14.70%	-9.04%	-5.66%
Max Drawdown (3Y) Largest decline over 3 years	-51.26%	-17.89%	-33.37%
Max Drawdown (5Y) Largest decline over 5 years	-56.16%	-27.12%	-29.04%
Max Drawdown (10Y) Largest decline over 10 years	-79.04%	-39.47%	-39.57%
Current Drawdown Current decline from peak	-7.47%	0.00%	-7.47%
Average Drawdown Average peak-to-trough decline	-38.32%	-6.01%	-32.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.37%	2.01%	+2.36%

Volatility

EFXT vs. VLUE - Volatility Comparison

Enerflex Ltd. (EFXT) has a higher volatility of 11.76% compared to iShares Edge MSCI USA Value Factor ETF (VLUE) at 7.99%. This indicates that EFXT's price experiences larger fluctuations and is considered to be riskier than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EFXT	VLUE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.76%	7.99%	+3.77%
Volatility (6M) Calculated over the trailing 6-month period	33.73%	13.96%	+19.77%
Volatility (1Y) Calculated over the trailing 1-year period	41.60%	17.28%	+24.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.81%	17.78%	+31.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.05%	19.82%	+28.23%

Dividends

EFXT vs. VLUE - Dividend Comparison

EFXT's dividend yield for the trailing twelve months is around 0.46%, less than VLUE's 1.39% 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%
VLUE iShares Edge MSCI USA Value Factor ETF	1.39%	2.11%	2.73%	2.66%	3.18%	2.22%	2.42%	2.61%	2.70%	2.14%	2.07%	2.39%

Frequently Asked Questions

Can I hold both EFXT and VLUE in my portfolio?

EFXT and VLUE have a correlation of 0.25, 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 VLUE?

EFXT has higher volatility (11.76%) compared to VLUE (7.99%). In terms of maximum drawdown, EFXT dropped -81.64% vs VLUE's -39.47%.

Which has better risk-adjusted returns?

EFXT currently has the higher Sharpe Ratio (6.50 vs 5.50), 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.