NXE vs. EFR
NXE (NexGen Energy Ltd.) and EFR (Eaton Vance Senior Floating-Rate Trust) are both stocks. NXE operates in Uranium (Energy), while EFR operates in Asset Management (Financial Services). Over the past 10 years, NXE returned 16.72%/yr vs 5.98%/yr for EFR. At a 0.16 correlation, their price movements are largely independent.
Performance
NXE vs. EFR - Performance Comparison
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Returns By Period
In the year-to-date period, NXE achieves a -2.07% return, which is significantly lower than EFR's -0.53% return. Over the past 10 years, NXE has outperformed EFR with an annualized return of 16.72%, while EFR has yielded a comparatively lower 5.98% annualized return.
NXE
- 1D
- -6.83%
- 1M
- -8.53%
- 6M
- -18.90%
- YTD
- -2.07%
- 1Y
- 36.10%
- 3Y*
- 25.21%
- 5Y*
- 18.11%
- 10Y*
- 16.72%
EFR
- 1D
- 0.19%
- 1M
- 1.39%
- 6M
- -1.94%
- YTD
- -0.53%
- 1Y
- -4.30%
- 3Y*
- 6.45%
- 5Y*
- 3.57%
- 10Y*
- 5.98%
NXE vs. EFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NXE NexGen Energy Ltd. | -2.07% | 39.39% | -5.71% | 58.01% | 1.37% | 58.33% | 115.63% | -28.09% | -30.47% | 48.75% |
EFR Eaton Vance Senior Floating-Rate Trust | -0.53% | -4.85% | 11.32% | 29.25% | -18.73% | 22.88% | 0.83% | 16.43% | -6.96% | 3.37% |
Correlation
The correlation between NXE and EFR is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.16 |
Fundamentals
NXE:
$5.96B
EFR:
$314.43M
NXE:
-CA$0.67
EFR:
$2.31
NXE:
CA$0.00
EFR:
$87.28M
NXE:
-CA$992.64K
EFR:
$80.23M
NXE:
-CA$247.46M
EFR:
$68.01M
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Return for Risk
NXE vs. EFR — Risk / Return Rank
NXE
EFR
NXE vs. EFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NexGen Energy Ltd. (NXE) and Eaton Vance Senior Floating-Rate Trust (EFR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NXE | EFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.91 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | -0.38 | +1.40 |
| Martin ratioReturn relative to average drawdown | 2.58 | -0.75 | +3.33 |
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Drawdowns
NXE vs. EFR - Drawdown Comparison
The maximum NXE drawdown since its inception was -82.98%, which is greater than EFR's maximum drawdown of -60.55%. Use the drawdown chart below to compare losses from any high point for NXE and EFR.
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Drawdown Indicators
| NXE | EFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.98% | -60.55% | -22.43% |
Max Drawdown (1Y)Largest decline over 1 year | -35.27% | -11.49% | -23.78% |
Max Drawdown (3Y)Largest decline over 3 years | -54.28% | -18.30% | -35.98% |
Max Drawdown (5Y)Largest decline over 5 years | -54.28% | -25.07% | -29.21% |
Max Drawdown (10Y)Largest decline over 10 years | -82.98% | -42.04% | -40.94% |
Current DrawdownCurrent decline from peak | -35.27% | -9.70% | -25.57% |
Average DrawdownAverage peak-to-trough decline | -28.63% | -9.01% | -19.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.04% | 5.74% | +8.30% |
Volatility
NXE vs. EFR - Volatility Comparison
NexGen Energy Ltd. (NXE) has a higher volatility of 15.47% compared to Eaton Vance Senior Floating-Rate Trust (EFR) at 1.19%. This indicates that NXE's price experiences larger fluctuations and is considered to be riskier than EFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NXE | EFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.47% | 1.19% | +14.28% |
Volatility (6M)Calculated over the trailing 6-month period | 39.88% | 6.58% | +33.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.43% | 7.84% | +48.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.16% | 13.06% | +45.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.54% | 14.91% | +46.63% |
Dividends
NXE vs. EFR - Dividend Comparison
NXE has not paid dividends to shareholders, while EFR's dividend yield for the trailing twelve months is around 8.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFR Eaton Vance Senior Floating-Rate Trust | 8.75% | 9.53% | 9.76% | 10.37% | 10.39% | 5.62% | 6.39% | 7.34% | 7.46% | 5.42% | 5.82% | 6.95% |
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% |
Financials
NXE vs. EFR - Financials Comparison
This section allows you to compare key financial metrics between NexGen Energy Ltd. and Eaton Vance Senior Floating-Rate Trust. 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
Frequently Asked Questions
NXE and EFR have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NXE has higher volatility (15.47%) compared to EFR (1.19%). In terms of maximum drawdown, NXE dropped -82.98% vs EFR's -60.55%.
NXE currently has the higher Sharpe Ratio (0.64 vs -0.55), 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.
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