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ENS.TO vs. ENCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ENS.TO vs. ENCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in E Split Corp. (ENS.TO) and Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO). The values are adjusted to include any dividend payments, if applicable.

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ENS.TO vs. ENCC.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ENS.TO
E Split Corp.
20.16%20.45%32.30%-11.05%17.71%36.52%-13.28%56.27%-25.14%
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
21.92%13.13%17.39%5.72%41.33%80.55%-27.98%6.54%-31.11%

Returns By Period

In the year-to-date period, ENS.TO achieves a 20.16% return, which is significantly lower than ENCC.TO's 21.92% return.


ENS.TO

1D
-1.59%
1M
4.61%
YTD
20.16%
6M
16.66%
1Y
38.74%
3Y*
18.76%
5Y*
18.92%
10Y*

ENCC.TO

1D
-1.79%
1M
7.40%
YTD
21.92%
6M
23.18%
1Y
30.35%
3Y*
21.01%
5Y*
27.08%
10Y*
9.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ENS.TO vs. ENCC.TO — Risk / Return Rank

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

ENS.TO
ENS.TO Risk / Return Rank: 8888
Overall Rank
ENS.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ENS.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
ENS.TO Omega Ratio Rank: 8787
Omega Ratio Rank
ENS.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
ENS.TO Martin Ratio Rank: 8989
Martin Ratio Rank

ENCC.TO
ENCC.TO Risk / Return Rank: 8282
Overall Rank
ENCC.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ENCC.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
ENCC.TO Omega Ratio Rank: 9090
Omega Ratio Rank
ENCC.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
ENCC.TO Martin Ratio Rank: 7575
Martin Ratio Rank
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.

ENS.TO vs. ENCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for E Split Corp. (ENS.TO) and Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO). 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.


ENS.TOENCC.TODifference

Sharpe ratio

Return per unit of total volatility

2.00

1.76

+0.24

Sortino ratio

Return per unit of downside risk

2.60

2.16

+0.44

Omega ratio

Gain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratio

Return relative to maximum drawdown

2.95

1.89

+1.06

Martin ratio

Return relative to average drawdown

9.63

7.61

+2.02

ENS.TO vs. ENCC.TO - Sharpe Ratio Comparison

The current ENS.TO Sharpe Ratio is 2.00, which is comparable to the ENCC.TO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of ENS.TO and ENCC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ENS.TOENCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.76

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.17

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.00

+0.47

Correlation

The correlation between ENS.TO and ENCC.TO is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ENS.TO vs. ENCC.TO - Dividend Comparison

ENS.TO's dividend yield for the trailing twelve months is around 8.04%, less than ENCC.TO's 10.46% yield.


TTM20252024202320222021202020192018201720162015
ENS.TO
E Split Corp.
8.04%10.29%11.14%12.98%10.30%10.97%13.39%9.41%4.61%0.00%0.00%0.00%
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
10.46%13.62%14.58%14.87%12.55%4.23%5.10%6.09%8.35%6.92%4.77%15.15%

Drawdowns

ENS.TO vs. ENCC.TO - Drawdown Comparison

The maximum ENS.TO drawdown since its inception was -49.45%, smaller than the maximum ENCC.TO drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for ENS.TO and ENCC.TO.


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Drawdown Indicators


ENS.TOENCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-49.45%

-89.91%

+40.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-16.61%

+3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-29.73%

-25.57%

-4.16%

Max Drawdown (10Y)

Largest decline over 10 years

-82.16%

Current Drawdown

Current decline from peak

-2.13%

-1.87%

-0.26%

Average Drawdown

Average peak-to-trough decline

-9.13%

-40.25%

+31.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

4.13%

-0.09%

Volatility

ENS.TO vs. ENCC.TO - Volatility Comparison

E Split Corp. (ENS.TO) has a higher volatility of 5.37% compared to Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) at 3.50%. This indicates that ENS.TO's price experiences larger fluctuations and is considered to be riskier than ENCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENS.TOENCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

3.50%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.22%

9.78%

+3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

17.36%

+2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

23.28%

-4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.95%

29.05%

+0.90%